Hatemi-J Cointegration Test with Two Unknown Regime Shifts R package hatemicoint version 1.0.1 Implements the Hatemi-J (2008) cointegration test which allows for two unknown structural breaks (regime shifts) in the cointegrating relationship. The test provides three test statistics: ADF* (Augmented Dickey-Fuller), Zt* (Phillips-Perron Z_t), and Za* (Phillips-Perron Z_alpha), along with endogenously determined break dates. Critical values are based on simulations from Hatemi-J (2008) <doi:10.1007/s00181-007-0175-9>. Software Depends: R (>= 3.5.0) Imports: stats Suggests: testthat (>= 3.0.0), knitr, rmarkdown Muhammad Alkhalaf <muhammedalkhalaf@gmail.com> Comprehensive R Archive Network (CRAN) Muhammad Alkhalaf [aut, cre, cph] (ORCID: <https://orcid.org/0009-0002-2677-9246>) GPL-3 2026-03-13 application/tgz https://CRAN.R-project.org/package=hatemicoint doi:10.32614/CRAN.package.hatemicoint