Package: xtbreakcoint
Title: Panel Cointegration Tests with Structural Breaks
Version: 1.0.6
Date: 2026-09-28
Authors@R: c(
    person("Muhammad", "Alkhalaf", 
           email = "muhammedalkhalaf@gmail.com",
           role = c("aut", "cre", "cph"),
           comment = c(ORCID = "0009-0002-2677-9246")),
    person("Anindya", "Banerjee", role = "ctb",
           comment = "Original GAUSS code"),
    person("Josep Lluis", "Carrion-i-Silvestre", role = "ctb",
           comment = "Original GAUSS code"))
Description: Implements panel cointegration tests allowing for
        structural breaks and cross-section dependence following the
        methodology of Banerjee and Carrion-i-Silvestre (2015)
        <doi:10.1002/jae.2348>. The package provides iterative
        factor-break estimation, individual ADF tests on defactored
        residuals, standardized panel test statistics, and the Bai and
        Ng (2004) <doi:10.1111/j.1468-0262.2004.00528.x> MQ test for
        identifying common stochastic trends. Supports five model
        specifications with varying deterministic components and break
        structures.
License: GPL-3
URL: https://github.com/muhammedalkhalaf/xtbreakcoint
BugReports: https://github.com/muhammedalkhalaf/xtbreakcoint/issues
Encoding: UTF-8
Roxygen: list(markdown = TRUE)
Depends: R (>= 3.5.0)
Imports: stats
Suggests: testthat (>= 3.0.0), knitr, rmarkdown
Config/testthat/edition: 3
Config/roxygen2/version: 8.1.0
Repository: https://muhammedalkhalaf.r-universe.dev
Date/Publication: 2026-09-28 16:21:39 UTC
RemoteUrl: https://github.com/muhammedalkhalaf/xtbreakcoint
RemoteRef: HEAD
RemoteSha: b78ed988afe385717831507b2f5e228f030ec8a4
NeedsCompilation: no
Packaged: 2026-10-28 12:27:55 UTC; root
Author: Muhammad Alkhalaf [aut, cre, cph] (ORCID:
    <https://orcid.org/0009-0002-2677-9246>),
  Anindya Banerjee [ctb] (Original GAUSS code),
  Josep Lluis Carrion-i-Silvestre [ctb] (Original GAUSS code)
Maintainer: Muhammad Alkhalaf <muhammedalkhalaf@gmail.com>