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Arai and Kurozumi

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Arai and Kurozumi

Unread postby elhampa » Thu Apr 02, 2020 5:26 am

Hello There,

I am looking for code of cointegration with a structural break test proposed by Arai and Kurozumi "Testing for the Null Hypothesis of Cointegration with a Structural Break" Yoichi Arai and Eiji Kurozumi (kurozumi@stat.hit-u.ac.jp)
Econometric Reviews, 2007, vol. 26, issue 6, 705-739.
Would you please advise whether it has a RATS code?

Regard
Ellie
elhampa
 
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