Testing for the Null Hypothesis of Cointegration With a Stru
Posted: Tue Mar 28, 2017 1:41 am
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
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