This paper proposes residual-based tests for cointegration with three-regime threshold autoregressive (TAR) adjustment. We propose Wald-type and <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$t$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mi>t</mi> </math> </EquationSource> </InlineEquation>-type tests that have the null hypothesis of linear no cointegration and the alternative of cointegration with three-regime TAR adjustment...</equationsource></equationsource></inlineequation>