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) 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.