Westerlund: Panel Cointegration Tests Based on Westerlund (2007)28 days ago
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 | Returned Results and Reporting | Bootstrap Inference | Visualization | Integration with the Other Packages | Simple Implementation Examples | Points to Note | Randomization | OLS Equations | Floating Point Drifts | Conclusion