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COINT  

Unit Root Tests with Structural Breaks and Fully-Modified Estimators
View on CRAN: Click here


Download and install COINT package within the R console
Install from CRAN:
install.packages("COINT")

Install from Github:
library("remotes")
install_github("cran/COINT")

Install by package version:
library("remotes")
install_version("COINT", "0.0.4")



Attach the package and use:
library("COINT")
Maintained by
Ho Tsung-wu
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2025-09-08
Latest Update: 2025-09-08
Description:
Procedures include Phillips (1995) FMVAR <doi:10.2307/2171721>,Kitamura and Phillips (1997) FMGMM <doi:10.1016/S0304-4076(97)00004-3>, and 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>.
How to cite:
Ho Tsung-wu (2025). COINT: Unit Root Tests with Structural Breaks and Fully-Modified Estimators. R package version 0.0.4, https://cran.r-project.org/web/packages/COINT. Accessed 24 Oct. 2026.
Previous versions and publish date:
0.0.1 (2025-09-08 21:10), 0.0.2 (2025-10-01 04:50), 0.0.3 (2026-05-11 04:12), (2026-07-09 07:59)
Other packages that cited COINT R package
View COINT citation profile
Other R packages that COINT depends, imports, suggests or enhances
Complete documentation for COINT
Functions, R codes and Examples using the COINT R package
Full COINT package functions and examples
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