Gregory-Hansen Cointegration Test

[Reynaldo2007]

Dear all, Does this prg file for the gregory hansen test allow for the inclusion of exogenous variables (like dummies for crisis, for example)?

[fmnadeem]

Dear Mr. Trubador, thank you very much for sharing. Your post really help me in conducting my research. I really appreciate if you could also share on how to conduct the unit root test with break proposed by Narayan and Popp (2010) and Johansen, Mosconi & Nielsen (2000) cointegration test with break. You kind help is highly appreciated :)

Did you got Narayan and Popp (2010) code for eviews?

[Riddhima]

Hello,
Can someone please let me know how to modify the program code of gregory hansen cointegration to include my 2 break dates instead of it endogenously finding it ? I am able to do it for one break date , please let me know how to do it for two break dates.
Thank you

[hedieh.77]

Dear all, Does this prg file for the gregory hansen test allow for the inclusion of exogenous variables (like dummies for crisis, for example)?

[hedieh.77]

Dear all, Does this prg file for the gregory hansen test allow for the inclusion of exogenous variables (like dummies for crisis, for example)?