xtbreakcoint: 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) . The package provides iterative factor-break estimation, individual ADF tests on defactored residuals, standardized panel test statistics, and the Bai and Ng (2004) MQ test for identifying common stochastic trends. Supports five model specifications with varying deterministic components and break structures.