Westerlund test for panel cointegration in R

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Ambreen Sethi

may be these articles will help u

Ghislain Nono Gueye

As was previously said, the procedure does not exist in R as of now. I myself am an avid R user and needed to use Westerlund's error-correction panel cointegration test for my research. I resorted to using Stata for that and stuck with R for everything else. I actually started working on a Westerlund function in R, but left the project some time ago due to other things I was working on. If anyone would like to collaborate on that, please contact me.

Issam Khelfaoui

Ghislain Nono Gueye i would like to work with on that project in R

Issam Khelfaoui I apologize for the late reply. Are you still interested in working on the project?