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# CITATION file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
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cff-version: 1.2.0
message: 'To cite package "hatemicoint" in publications use:'
type: software
license: GPL-3.0-only
title: 'hatemicoint: Hatemi-J Cointegration Test with Two Unknown Regime Shifts'
version: 1.0.1
doi: 10.32614/CRAN.package.hatemicoint
identifiers:
- type: doi
  value: 10.32614/CRAN.package.hatemicoint
abstract: 'Implements the Hatemi-J (2008) cointegration test which allows for two
  unknown structural breaks (regime shifts) in the cointegrating relationship. The
  test provides three test statistics: ADF* (Augmented Dickey-Fuller), Zt* (Phillips-Perron
  Z_t), and Za* (Phillips-Perron Z_alpha), along with endogenously determined break
  dates. Critical values are based on simulations from Hatemi-J (2008) <https://doi.org/10.1007/s00181-007-0175-9>.'
authors:
- family-names: Alkhalaf
  given-names: Muhammad
  email: muhammedalkhalaf@gmail.com
  orcid: https://orcid.org/0009-0002-2677-9246
preferred-citation:
  type: manual
  title: Hatemi-J Cointegration Test with Two Unknown Regime Shifts
  authors:
  - family-names: Alkhalaf
    given-names: Muhammad Abdullah
    email: muhammedalkhalaf@gmail.com
    orcid: https://orcid.org/0009-0002-2677-9246
  year: '2026'
  notes: R package version 1.0.1
  url: https://CRAN.R-project.org/package=hatemicoint
  doi: 10.32614/CRAN.package.hatemicoint
repository: https://muhammedalkhalaf.r-universe.dev
repository-code: https://github.com/muhammedalkhalaf/hatemicoint
commit: ce01f636e01bb4f1c54fa49efc7d50f1e4353c11
url: https://github.com/muhammedalkhalaf/hatemicoint
date-released: '2026-04-27'
contact:
- family-names: Alkhalaf
  given-names: Muhammad
  email: muhammedalkhalaf@gmail.com
  orcid: https://orcid.org/0009-0002-2677-9246