Changes in version 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