COINT
Unit Root Tests with Structural Breaks and Fully-Modified Estimators
Procedures include Phillips (1995) FMVAR <doi:10.2307/2171721>, Kitamura and Phillips (1997) FMGMM <doi:10.1016/S0304-4076(97)00004-3>, Park (1992) CCR <doi:10.2307/2951679>, and so on. Tests with 1 or 2 structural breaks include Gregory and Hansen (1996) <doi:10.1016/0304-4076(69)41685-7>, Zivot and Andrews (1992) <doi:10.2307/1391541>, and Kurozumi (2002) <doi:10.1016/S0304-4076(01)00106-3>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.0.2 |
2026-04-09 windows/windows R-4.5 | COINT_0.0.2.zip |
435.3 KiB |