https://bosco-hung.r-universe.devRecent package updates in bosco-hungR-universehttps://github.com/bosco-hung.pnghttps://bosco-hung.r-universe.devMon, 05 Oct 2026 19:23:39 GMTbosco.hung@politics.ox.ac.uk (Bosco Hung)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.https://github.com/r-universe/bosco-hung/actions/runs/37594494696Mon, 05 Oct 2026 19:23:39 GMTWesterlund0.1.4successhttps://bosco-hung.r-universe.devhttps://github.com/bosco-hung/westerlundtestmy-vignette.Rmdmy-vignette.htmlWesterlund: Panel Cointegration Tests Based on Westerlund (2007)2026-01-08 12:37:362026-10-04 16:20:19