I'm wondering if there's any R package that allows me to test for
cointegration in the presence of multiple structural breaks? The references
are:

> Kejriwal, M., Perron, P., 2008. *The limit distribution of the estimates
in cointegrated regression models with multiple structural changes*.
Journal of Econometrics 146 (1), 59–73.
> Kejriwal, M., Perron, P., 2010. *Testing for multiple structural changes
in cointegrated regression models*. Journal of Business and Economic
Statistics 28 (4), 503–522.

	[[alternative HTML version deleted]]

