cointests: Comprehensive Cointegration Tests with Fourier and Panel Methods

A unified toolkit for cointegration testing including Fourier-based cointegration tests (FADL, FEG, FEG2, Tsong) that accommodate smooth structural breaks via flexible Fourier terms, and panel CADF cointegration tests with structural breaks using the Common Correlated Effects (CCE) estimator following Banerjee, Arcabic and Lee (2017) <doi:10.1016/j.econmod.2016.11.004>, Tsong, Lee, Tsai and Hu (2016) <doi:10.1007/s00181-015-1028-6>, and Banerjee and Carrion-i-Silvestre (2025) <doi:10.1080/07350015.2024.2327844>.

Version:	1.1.0
Depends:	R (≥ 3.5.0)
Imports:	stats
Suggests:	testthat (≥ 3.0.0)
Published:	2026-09-29
DOI:	10.32614/CRAN.package.cointests
Author:	Muhammad Abdullah Alkhalaf [aut, cre, cph]
Maintainer:	Muhammad Abdullah Alkhalaf <muhammedalkhalaf at gmail.com>
License:	GPL-3
NeedsCompilation:	no
Citation:	cointests citation info
CRAN checks:	cointests results

Documentation:

Reference manual:

cointests.html , cointests.pdf

Downloads:

Package source:	cointests_1.1.0.tar.gz
Windows binaries:	r-devel: cointests_1.0.0.zip, r-release: cointests_1.0.0.zip, r-oldrel: cointests_1.0.0.zip
macOS binaries:	r-release (arm64): cointests_1.1.0.tgz, r-oldrel (arm64): cointests_1.1.0.tgz, r-release (x86_64): cointests_1.1.0.tgz, r-oldrel (x86_64): cointests_1.1.0.tgz
Old sources:	cointests archive

Linking:

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