Title: CItest2b: GAUSS module to implement tests for cointegration with two unknown structural breaks. Abstract: This GAUSS module implements tests for cointegration with two unknown structural breaks. The tests are developed by (Hatemi-J 2008, Empirical Economics). The timing of structural break is determined by the underlying data. For critical values see the published paper. The module provides also the estimated cointegrating parameters with the breaks. Applications are allowed only if proper reference is provided. For non-Commercial applications only. No performance guarantee is made. Bug reports are welcome. Reference: Hatemi-J (2008) "Tests for cointegration with two unknown regime shifts with an application to financial market integration, Empirical Economics 35(3), 497-505"; Keywords: Cointegration, Structural Breaks, Files needed: data file in text format.