Panel Cointegration Tests Based on Westerlund (2007)
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Documentation for package ‘Westerlund’ version 0.1.2
Help Pages
| calc_lrvar_bartlett | Long-Run Variance Estimation with Bartlett Kernel |
| DisplayWesterlund | Standardize and Display Westerlund ECM Panel Cointegration Test Results |
| get_diff | First Difference with Strict Time Indexing |
| get_lag | Time-Indexed Lag Extraction with Explicit Gaps |
| get_ts_val | Strict Time-Series Mapping with Explicit Gaps |
| plot_westerlund_bootstrap | Plot Bootstrap Distributions for Westerlund ECM Panel Cointegration Tests |
| shiftNA | NA-Padded Lag and Lead Operator |
| WesterlundBootstrap | Bootstrap Routine for Westerlund ECM Panel Cointegration Tests |
| WesterlundPlain | Compute Raw Westerlund ECM Panel Cointegration Statistics (Plain Routine) |
| westerlund_test | Westerlund ECM-Based Panel Cointegration Test |
| westerlund_test_mg | Print Mean-Group ECM Output and Long-Run Relationship Tables |
| westerlund_test_reg | Formatted Coefficient Table for Westerlund Test Reporting |