Package: Westerlund
Type: Package
Title: Panel Cointegration Tests Based on Westerlund (2007)
Version: 0.1.4
Authors@R: c(
    person(
      "Bosco", "Hung",
      email = "bosco.hung@politics.ox.ac.uk",
      role = c("aut", "cre"),
      comment = c(ORCID = "0000-0003-3073-303X")
    )
  )
Description: Implements a functional approximation of the four panel
        cointegration tests developed by Westerlund (2007)
        <doi:10.1111/j.1468-0084.2007.00477.x>. The tests are based on
        structural rather than residual dynamics and allow for
        heterogeneity in both the long-run cointegrating relationship
        and the short-run dynamics. The package includes logic for
        automated lag and lead selection via AIC/BIC, Bartlett kernel
        long-run variance estimation, and a bootstrap procedure to
        handle cross-sectional dependence. It also includes a
        bootstrapping distribution visualization function for
        diagnostic purposes.
License: MIT + file LICENSE
URL: https://github.com/bosco-hung/WesterlundTest
BugReports: https://github.com/bosco-hung/WesterlundTest/issues
Depends: R (>= 4.0.0)
Imports: stats, graphics, grDevices, utils, scales, dplyr, ggplot2,
        tidyr
Suggests: testthat (>= 3.0.0), knitr, rmarkdown
VignetteBuilder: knitr
Encoding: UTF-8
RoxygenNote: 7.3.3
Config/testthat/edition: 3
Config/pak/sysreqs: libicu-dev
Repository: https://bosco-hung.r-universe.dev
Date/Publication: 2026-10-05 19:23:39 UTC
RemoteUrl: https://github.com/bosco-hung/westerlundtest
RemoteRef: HEAD
RemoteSha: 7f54f21bb5b1a6c946c0222984663e8e22637e72
RemoteSubdir: R
NeedsCompilation: no
Packaged: 2026-10-07 08:51:41 UTC; root
Author: Bosco Hung [aut, cre] (ORCID: <https://orcid.org/0000-0003-3073-303X>)
Maintainer: Bosco Hung <bosco.hung@politics.ox.ac.uk>