{
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  "Title": "Panel Cointegration Tests Based on Westerlund (2007)",
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  "Authors@R": "c(\nperson(\n\"Bosco\", \"Hung\",\nemail = \"bosco.hung@st-annes.ox.ac.uk\",\nrole = c(\"aut\", \"cre\"),\ncomment = c(ORCID = \"0000-0003-3073-303X\")\n)\n)",
  "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",
  "VignetteBuilder": "knitr",
  "Encoding": "UTF-8",
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  "Repository": "https://bosco-hung.r-universe.dev",
  "Date/Publication": "2026-04-12 13:44:39 UTC",
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  "Packaged": {
    "Date": "2026-05-12 09:26:15 UTC",
    "User": "root"
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  "Author": "Bosco Hung [aut, cre] (ORCID: <https://orcid.org/0000-0003-3073-303X>)",
  "Maintainer": "Bosco Hung <bosco.hung@st-annes.ox.ac.uk>",
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    "name": "Ho Ting (Bosco) Hung",
    "description": "MPhil Candidate in International Relations at the University of Oxford | LSE BSc 24'"
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    "extra/readme.md",
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    },
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      "date": "2026-04-12"
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    "DisplayWesterlund",
    "get_diff",
    "get_lag",
    "get_ts_val",
    "shiftNA",
    "westerlund_test",
    "westerlund_test_mg",
    "westerlund_test_reg",
    "WesterlundBootstrap",
    "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",
      "topics": [
        "get_diff"
      ]
    },
    {
      "page": "get_lag",
      "title": "Time-Indexed Lag Extraction with Explicit Gaps",
      "topics": [
        "get_lag"
      ]
    },
    {
      "page": "get_ts_val",
      "title": "Strict Time-Series Mapping with Explicit Gaps",
      "topics": [
        "get_ts_val"
      ]
    },
    {
      "page": "plot.westerlund_test",
      "title": "Plot Bootstrap Distributions for Westerlund ECM Panel Cointegration Tests",
      "topics": [
        "plot.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 Method for Westerlund ECM Panel Cointegration Tests",
      "topics": [
        "print.summary.westerlund_test",
        "summary.westerlund_test"
      ]
    },
    {
      "page": "westerlund_test",
      "title": "Westerlund ECM-Based Panel Cointegration Test",
      "topics": [
        "westerlund_test"
      ]
    },
    {
      "page": "westerlund_test_mg",
      "title": "Print Mean-Group ECM Output and Long-Run Relationship Tables",
      "topics": [
        "westerlund_test_mg"
      ]
    },
    {
      "page": "westerlund_test_reg",
      "title": "Formatted Coefficient Table for Westerlund Test Reporting",
      "topics": [
        "westerlund_test_reg"
      ]
    },
    {
      "page": "WesterlundBootstrap",
      "title": "Bootstrap Routine for Westerlund ECM Panel Cointegration Tests",
      "topics": [
        "WesterlundBootstrap"
      ]
    },
    {
      "page": "WesterlundPlain",
      "title": "Compute Raw Westerlund ECM Panel Cointegration Statistics (Plain Routine)",
      "topics": [
        "WesterlundPlain"
      ]
    }
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      "filename": "my-vignette.html",
      "title": "Westerlund: Panel Cointegration Tests Based on Westerlund (2007)",
      "engine": "knitr::rmarkdown",
      "headings": [
        "Introduction",
        "The econometric model",
        "Hypothesis Testing Framework",
        "Code description",
        "Econometric Estimation Logic",
        "Unit-Level Estimation",
        "Long-Run Variance (HAC) Estimation",
        "Panel Statistics Construction",
        "Group Mean Statistics ($G$)",
        "Pooled Panel Statistics ($P$)",
        "Standardization and Display",
        "Bootstrap Inference",
        "Visualization",
        "Integration with the Other Packages",
        "Simple Implementation Examples",
        "Points to Note",
        "Randomization",
        "OLS Equations",
        "Floating Point Drifts",
        "Conclusion"
      ],
      "created": "2026-01-08 12:37:36",
      "modified": "2026-04-12 13:44:39",
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