# -------------------------------------------- # CITATION file created with {cffr} R package # See also: https://docs.ropensci.org/cffr/ # -------------------------------------------- cff-version: 1.2.0 message: 'To cite package "Westerlund" in publications use:' type: software license: MIT title: 'Westerlund: Panel Cointegration Tests Based on Westerlund (2007)' version: 0.1.3 doi: 10.32614/CRAN.package.Westerlund abstract: Implements a functional approximation of the four panel cointegration tests developed by Westerlund (2007) . 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. authors: - family-names: Hung given-names: Bosco email: bosco.hung@st-annes.ox.ac.uk orcid: https://orcid.org/0000-0003-3073-303X repository: https://cran.r-universe.dev repository-code: https://github.com/bosco-hung/WesterlundTest commit: 2c94a7e0f598c3641312eb3e0b5fa3ce217c3fcc url: https://github.com/bosco-hung/WesterlundTest date-released: '2026-04-12' contact: - family-names: Hung given-names: Bosco email: bosco.hung@st-annes.ox.ac.uk orcid: https://orcid.org/0000-0003-3073-303X