MAKICOINT: Stata module to perform Maki (2012) cointegration test with multiple structural breaks

Merwan Roudane ()
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Merwan Roudane: NA

Statistical Software Components from Boston College Department of Economics

Abstract: makicoint performs the Maki (Econ.Modelling, 2012) cointegration test with multiple structural breaks. The test allows for an unknown number of breaks in the cointegrating relationship, where the number of breaks is assumed to be less than or equal to a maximum number specified by the user. The null hypothesis is no cointegration, and the alternative hypothesis is cointegration with up to m structural breaks, where m is specified by the maxbreaks() option.

Language: Stata
Requires: Stata version 14
Keywords: cointegration; structural breaks (search for similar items in EconPapers)
Date: 2026-01-31
Note: This module should be installed from within Stata by typing "ssc install makicoint". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/m/makicoint.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/makicoint.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/m/makicoint_example.do sample do-file (text/plain)
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