xtbreakcoint

cranv1.0.4

Panel Cointegration Tests with Structural Breaks. 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, standard

License GPL-3strong copyleft0 versions1 maintainers1 deps123 weekly dl
muhammedalkhalaf/xtbreakcoint
50
/ 100
Health
safe to use

[email protected] is safe to use (health: 50/100)

Health breakdown0 – 100
20/25
maintenance
3/20
popularity
25/25
security
0/15
maturity
2/15
community
Vulnerabilities
0
none known

Health History

Dependency Tree

License Audit

Dependencies (1)
API access

Get this data programmatically — free, no authentication.

curl https://depscope.dev/api/check/cran/xtbreakcoint

First published · 2026-03-16 16:43:41

Last updated · 2026-03-16T15:00:03+00:00