Package: xtbreakcoint
Title: Panel Cointegration Tests with Structural Breaks
Version: 1.0.4
Date: 2026-03-09
Authors@R: c(
    person("Muhammad", "Alkhalaf", 
           email = "muhammedalkhalaf@gmail.com",
           role = c("aut", "cre", "cph"),
           comment = c(ORCID = "0009-0002-2677-9246")),
    person("Anindya", "Banerjee", role = "ctb",
           comment = "Original GAUSS code"),
    person("Josep Lluis", "Carrion-i-Silvestre", role = "ctb",
           comment = "Original GAUSS code"))
Description: Implements panel cointegration tests allowing for structural breaks
    and cross-section dependence following the methodology of Banerjee and
    Carrion-i-Silvestre (2015) <doi:10.1002/jae.2348>. The package provides
    iterative factor-break estimation, individual ADF tests on defactored
    residuals, standardized panel test statistics, and the Bai and Ng (2004)
    <doi:10.1111/j.1468-0262.2004.00528.x> MQ test for identifying common
    stochastic trends. Supports five model specifications with varying
    deterministic components and break structures.
License: GPL-3
URL: https://github.com/muhammedalkhalaf/xtbreakcoint
BugReports: https://github.com/muhammedalkhalaf/xtbreakcoint/issues
Encoding: UTF-8
RoxygenNote: 7.3.2
Depends: R (>= 3.5.0)
Imports: stats
Suggests: testthat (>= 3.0.0), knitr, rmarkdown
Config/testthat/edition: 3
NeedsCompilation: no
Packaged: 2026-03-09 17:54:28 UTC; acad_
Author: Muhammad Alkhalaf [aut, cre, cph] (ORCID:
    <https://orcid.org/0009-0002-2677-9246>),
  Anindya Banerjee [ctb] (Original GAUSS code),
  Josep Lluis Carrion-i-Silvestre [ctb] (Original GAUSS code)
Maintainer: Muhammad Alkhalaf <muhammedalkhalaf@gmail.com>
Repository: CRAN
Date/Publication: 2026-03-16 16:00:03 UTC
Built: R 4.6.0; ; 2026-04-27 05:30:23 UTC; unix
