Panel Cointegration Tests with Structural Breaks R package xtbreakcoint version 1.0.4 Implements panel cointegration tests allowing for structural breaks and cross-section dependence following the methodology of Banerjee and Carrion-i-Silvestre (2015) <doi:10.1002/jae.2348>. The package provides iterative factor-break estimation, individual ADF tests on defactored residuals, standardized panel test statistics, and the Bai and Ng (2004) <doi:10.1111/j.1468-0262.2004.00528.x> MQ test for identifying common stochastic trends. Supports five model specifications with varying deterministic components and break structures. 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>), Anindya Banerjee [ctb] (Original GAUSS code), Josep Lluis Carrion-i-Silvestre [ctb] (Original GAUSS code) GPL-3 2026-03-16 application/tgz https://CRAN.R-project.org/package=xtbreakcoint doi:10.32614/CRAN.package.xtbreakcoint