Hi all, I am trying to replicate the example in Johansen et al. (2000) paper "Cointegration analysis in the presence of structural breaks in the deterministic trend" (Econometrics Journal) I attached a zip-file with the data and a hansl-script: The issue is with the rank-test (table 8 in the paper), actually with the trace test statistics (I know that the p-values have to be calculated separately e.g. by using Jack's script "http://web.uvic.ca/~dgiles/blog/sb.inp"). I do not obtain the same results as in the paper, so I am wondering whether it is due to the setup of the break dummies or a software issue. Maybe somebody here in the has already dealt with this model in more detail and could give me a hint what's wrong here. The model I want to apply is called H_l with 2 breaks (3 regimes) as in the paper. Best, Artur