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Thanks so much. I will read that paper. Cheers.

I am currently using Eviews 7 for a single equation cointegration analysis (FMOLS, CCR, DOLS). I include a dummy variable (as a structural break in the intercept) into the "Deterministic regressors". According to the User's Guide II (page. 227), the standard error, t-statistic, and p-value...