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  "Title": "Panel Cointegration Tests Based on Westerlund (2007)",
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  "Description": "Implements a functional approximation of the four panel\ncointegration tests developed by Westerlund (2007)\n<doi:10.1111/j.1468-0084.2007.00477.x>. The tests are based on\nstructural rather than residual dynamics and allow for\nheterogeneity in both the long-run cointegrating relationship\nand the short-run dynamics. The package includes logic for\nautomated lag and lead selection via AIC/BIC, Bartlett kernel\nlong-run variance estimation, and a bootstrap procedure to\nhandle cross-sectional dependence. It also includes a\nbootstrapping distribution visualization function for\ndiagnostic purposes.",
  "License": "MIT + file LICENSE",
  "URL": "https://github.com/bosco-hung/WesterlundTest",
  "BugReports": "https://github.com/bosco-hung/WesterlundTest/issues",
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  "Date/Publication": "2026-10-05 19:23:39 UTC",
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    "DisplayWesterlund",
    "get_diff",
    "get_lag",
    "get_ts_val",
    "shiftNA",
    "westerlund_test",
    "westerlund_test_mg",
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    "WesterlundPlain"
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      "page": "calc_lrvar_bartlett",
      "title": "Long-Run Variance Estimation with Bartlett Kernel",
      "topics": [
        "calc_lrvar_bartlett"
      ]
    },
    {
      "page": "DisplayWesterlund",
      "title": "Standardize and Display Westerlund ECM Panel Cointegration Test Results",
      "topics": [
        "DisplayWesterlund"
      ]
    },
    {
      "page": "get_diff",
      "title": "First Difference with Strict Time Indexing",
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        "get_diff"
      ]
    },
    {
      "page": "get_lag",
      "title": "Time-Indexed Lag Extraction with Explicit Gaps",
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        "get_lag"
      ]
    },
    {
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        "get_ts_val"
      ]
    },
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      "title": "Plot Bootstrap Distributions for Westerlund ECM Panel Cointegration Tests",
      "topics": [
        "plot.westerlund_test"
      ]
    },
    {
      "page": "print.summary.westerlund_test",
      "title": "Print Summary for Westerlund Test",
      "topics": [
        "print.summary.westerlund_test"
      ]
    },
    {
      "page": "print.westerlund_test",
      "title": "Print Method for Westerlund ECM Panel Cointegration Tests",
      "topics": [
        "print.westerlund_test"
      ]
    },
    {
      "page": "shiftNA",
      "title": "NA-Padded Lag and Lead Operator",
      "topics": [
        "shiftNA"
      ]
    },
    {
      "page": "summary.westerlund_test",
      "title": "Summary for Westerlund Test",
      "topics": [
        "summary.westerlund_test"
      ]
    },
    {
      "page": "westerlund_test",
      "title": "Westerlund ECM-Based Panel Cointegration Test",
      "topics": [
        "westerlund_test"
      ]
    },
    {
      "page": "westerlund_test_mg",
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      "topics": [
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    },
    {
      "page": "westerlund_test_reg",
      "title": "Formatted Coefficient Table for Westerlund Test Reporting",
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      "topics": [
        "WesterlundBootstrap"
      ]
    },
    {
      "page": "WesterlundPlain",
      "title": "Compute Raw Westerlund ECM Panel Cointegration Statistics (Plain Routine)",
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      ]
    }
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        "The econometric model",
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        "Code description",
        "Econometric Estimation Logic",
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        "Long-Run Variance (HAC) Estimation",
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        "OLS Equations",
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