Changes in version 1.0.0                        

  - Initial CRAN release.

Features

  - cointsmall(): Main function for cointegration tests with structural
    breaks in small samples
  - cointsmall_combined(): Combined testing procedure evaluating all
    model specifications
  - cointsmall_cv(): Function to retrieve critical values for different
    model configurations

Model Specifications

  - Model "o": No structural break (standard Engle-Granger test)
  - Model "c": Break in constant only (Gregory-Hansen style level shift)
  - Model "cs": Break in constant and slope (regime change model)

Supported Options

  - 0, 1, or 2 structural breaks
  - Break date selection via minimum ADF statistic or minimum SSR
  - Adjustable trimming parameter for break date search
  - Automatic lag selection for ADF test using BIC
  - Small-sample adjusted critical values via response surface
    methodology

References

  - Based on Trinh (2022) "Testing for cointegration with structural
    changes in very small sample"