Arai and Kurozumi

If you are seeking RATS code for implementing a particular technique or replicating results from a paper, post your request here. Be sure to include complete citations for any papers or books.

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 (
Econometric Reviews, 2007, vol. 26, issue 6, 705-739.
Would you please advise whether it has a RATS code?

Posts: 17
Joined: Thu May 05, 2016 10:31 pm

Return to Looking for Code?

Who is online

Users browsing this forum: No registered users and 4 guests