GNU GENERAL PUBLIC LICENSE
Version 3, 29 June 2007

Copyright (C) 2024 Dr. Merwan Roudane

This program is free software: you can redistribute it and/or modify
it under the terms of the GNU General Public License as published by
the Free Software Foundation, either version 3 of the License, or
(at your option) any later version.

This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
GNU General Public License for more details.

You should have received a copy of the GNU General Public License
along with this program.  If not, see <https://www.gnu.org/licenses/>.

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This software implements the methodology described in:

Hatemi-J, A. (2008). Tests for cointegration with two unknown regime shifts 
with an application to financial market integration. Empirical Economics, 
35(3), 497-505.

Original Python/GAUSS implementation by Dr. Alan Mustafa and Prof. Abdulnasser Hatemi-J.
Package adaptation by Dr. Merwan Roudane.

For the complete GNU General Public License text, see:
https://www.gnu.org/licenses/gpl-3.0.txt
