# hatemicoint 1.0.0

## Initial CRAN Release

* Implements the Hatemi-J (2008) cointegration test with two unknown regime shifts
* Three test statistics: ADF*, Zt*, and Za*
* Lag selection methods: t-statistic, AIC, SIC
* Kernel options: IID, Bartlett, Quadratic Spectral
* Critical values for k = 1 to 4 regressors
* Print and summary methods for test results

## References

* Hatemi-J, A. (2008). Tests for cointegration with two unknown regime shifts
  with an application to financial market integration. *Empirical Economics*,
  35, 497-505. DOI: 10.1007/s00181-007-0175-9
