Recursive Cointegration test

[nectar]

HI there,

I am using EViews 6.

I wonder if there is code written for recursive Cointegration test which traces the time path of trace test. Reference to the test is in the paper by Hansen and Johansen (1999) titled "Some tests for parameter constancy in cointegrated VAR-models" published in Econometrics Journal, Vol 2, pp 306-333.

Thank you.

anjan