Cointegration Tests with Structural Breaks in Small Samples R package cointsmall version 1.0.2 Implements cointegration tests with structural breaks designed for small sample sizes, following the methodology of Trinh (2022) <https://ideas.repec.org/p/ema/worpap/2022-01.html>. Supports models with no breaks, breaks in constant only, and breaks in both constant and slope. Provides endogenous break date detection using ADF or SSR minimization criteria, with small-sample adjusted critical values via response surface methodology. Software Depends: R (>= 3.5.0) Imports: stats Suggests: testthat (>= 3.0.0) Muhammad Alkhalaf <muhammedalkhalaf@gmail.com> Comprehensive R Archive Network (CRAN) Muhammad Alkhalaf [aut, cre, cph] (ORCID: <https://orcid.org/0009-0002-2677-9246>), Hoang Huy Trinh [ctb] GPL-3 2026-03-19 application/tgz https://CRAN.R-project.org/package=cointsmall doi:10.32614/CRAN.package.cointsmall