Unit Root Tests with Structural Breaks and Fully-Modified Estimators R package COINT version 0.0.3 CRAN Task View: TimeSeries (https://CRAN.R-project.org/view=TimeSeries) 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>. Software Depends: R (>= 3.5) Imports: timeSeries Suggests: cointReg, forecast, timeDate, urca, zoo Ho Tsung-wu <tsungwu@ntnu.edu.tw> Comprehensive R Archive Network (CRAN) Ho Tsung-wu [aut, cre] GPL (>= 2) 2026-05-11 application/tgz https://CRAN.R-project.org/package=COINT doi:10.32614/CRAN.package.COINT