Package: Westerlund
Type: Package
Title: Panel Cointegration Tests Based on Westerlund (2007)
Version: 0.1.3
Authors@R: c(
    person(
      "Bosco", "Hung",
      email = "bosco.hung@st-annes.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
NeedsCompilation: no
Packaged: 2026-04-12 13:07:06 UTC; boscohung
Author: Bosco Hung [aut, cre] (ORCID: <https://orcid.org/0000-0003-3073-303X>)
Maintainer: Bosco Hung <bosco.hung@st-annes.ox.ac.uk>
Repository: CRAN
Date/Publication: 2026-04-12 13:20:03 UTC
Built: R 4.6.0; ; 2026-04-26 01:27:25 UTC; unix
