Trenkler, Carsten - In: Econometric Theory 25 (2009) 01, pp. 243-269
In this paper we analyze bootstrap procedures for systems cointegration tests with a prior adjustment for deterministic terms suggested by Saikkonen et al. (2006, <italic>Econometric Theory</italic> 22, 15–68) and Saikkonen and Lütkepohl (2000, <italic>Journal of Time Series Analysis</italic> 21, 435–456). The asymptotic...
