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  "Description": "Implements the Hatemi-J (2008) cointegration test which\nallows for two unknown structural breaks (regime shifts) in the\ncointegrating relationship. The test provides three test\nstatistics: ADF* (Augmented Dickey-Fuller), Zt*\n(Phillips-Perron Z_t), and Za* (Phillips-Perron Z_alpha), along\nwith endogenously determined break dates. Critical values are\nbased on simulations from Hatemi-J (2008)\n<doi:10.1007/s00181-007-0175-9>. The long-run variance in the\nPhillips statistics is estimated by default with a prewhitened\nquadratic spectral kernel and the automatic bandwidth of\nAndrews (1991) <doi:10.2307/2938229>, following Andrews and\nMonahan (1992) <doi:10.2307/2951574>.",
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