Sylvestre and Sanso cointegration test with structural break

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selin1000
Posts: 40
Joined: Tue Mar 06, 2012 1:56 pm

Sylvestre and Sanso cointegration test with structural break

Postby selin1000 » Tue Mar 06, 2012 2:01 pm

Does anyone have an Eviews code for the cointegration test with breaks developed by Carrion-i-Sylvestre and Sanso? I appreciate your answer in advance :)

Thank you!

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