Testing for the Null Hypothesis of Cointegration With a Stru

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elhampa
Posts: 16
Joined: Thu May 05, 2016 10:31 pm

Testing for the Null Hypothesis of Cointegration With a Stru

Post by elhampa »

Hello There,

Would you please advise me whether there is RATS code for the following paper:

Arai, Y., and E. Kurozumi. (2007), “Testing for the Null Hypothesis of Cointegration With a Structural Break”, Econometric Reviews, 26 (6), 2007, 705-739.

Regards
Eli
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