01 January 1970 0 3K Report

Andrews and Kim (2006). " Tests for Cointegration Breakdown Over a Short Time Period", Journal of Business and Economics Statistics, Volume 24, 2006 - Issue 4, pp: 379-394.

Several articles have used this test. But, I did not find this package in RATS/ STATA or in Eviews. Is there any code available for this test?

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