cointegration with structural breaks

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rnt2008
Posts: 4
Joined: Tue Sep 30, 2008 7:29 am

cointegration with structural breaks

Postby rnt2008 » Tue Jan 13, 2009 8:55 am

Any plans to include in the new release some tests for cointegration with structural breaks (see for instance Gregory-Hansen ,1996)
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