R: Unit Root Tests with Structural Breaks and Fully-Modified Estimators

# Unit Root Tests with Structural Breaks and Fully-Modified Estimators

## Documentation for package ‘COINT’ version 0.0.3

- DESCRIPTION file

## Help Pages

bartlett | Bartlett Kernel for Consistent Estimate of Long-run Variance
Bartlett_uni | Bartlett Kernel for Consistent Estimate of Long-run Variance
bohman | Bohman Kernel for Consistent Estimate of Long-run Variance
cauchy | Cauchy Kernel for Consistent Estimate of Long-run Variance
ccr | Canonical Cointegrating Regression Estimator
ccrQ | Canonical Cointegrating Regression with Time Polynomial
CZa | Phillips' (1987) Za and Zt test for cointegration
dchlet | Dirichlet Kernel for Consistent Estimate of Long-run Variance
fm | Fully-Modified OLS Estimator
fmgive | Fully-Modified GIVE Estimator
fmgmm | Fully-Modified GMM Estimator
fmols | Multivariate Fully-Modified OLS Estimator
fmQ | Fully-Modified OLS Estimator with Time Polynomial
fmvar | Fully-Modified VAR Estimator
fmvar_forecast | Forecast a FM-VAR System
fmvar_plag | Select the q in a FMVAR(p,q) by Specific Criterion
GHansen | Gregory-Hansen Test for Cointegration in Models with Regime Shifts
gw | Gauss-Weierstrass Kernel for Consistent Estimate of Long-run Variance
kpss | KPSS Unit Root Test for the null of stationarity
kpss_1br | KPSS Unit Root Test with One Structural Break
kpss_2br | KPSS Unit Root Test with Two Structural Breaks
Kurozumi_Bartlett | Bartlett Kernel for Consistent Estimate of Long-run Variance
Kurozumi_QS | Quadratic Spectral Kernel for Consistent Estimate of Long-run Variance
macro | Macroeconomic Time Series Data Sets, 1967M1-2025M7
mdchlet | Modified Dirichlet Kernel for Consistent Estimate of Long-run Variance
parzen | Parzen Kernel for Consistent Estimate of Long-run Variance
Parzen_uni | Parzen Kernel for Consistent Estimate of Long-run Variance
pp | Phillips and Perron Unit Root Test
qs | Quadratic-Spectral Kernel for Consistent Estimate of Long-run Variance
QS_uni | Quadratic Spectral Kernel for Consistent Estimate of Long-run Variance
reisz | Reisz Kernel for Consistent Estimate of Long-run Variance
SPC_Bartlett | Bartlett Kernel for Consistent Estimate of Long-run Variance
SPC_QS | Quadratic Spectral Kernel for Consistent Estimate of Long-run Variance
sw | Stock-Watson Common Trends Statistic
tukham | Tukey-Hamming Kernel for Consistent Estimate of Long-run Variance
tukhan | Tukey-Hanning Kernel for Consistent Estimate of Long-run Variance
Za | Phillips' (1987) Za and Zt Test for Unit Root
ZA_1br | Zivot-Andrews unit root test with unknown one structural break.
ZA_2br | Zivot-Andrews unit root test with unknown one structural break.