Panel Cointegration Tests Based on Westerlund (2007) R package Westerlund version 0.1.3 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. Software Depends: R (>= 4.0.0) Imports: stats, graphics, grDevices, utils, scales, dplyr, ggplot2, tidyr Suggests: testthat (>= 3.0.0), knitr, rmarkdown Bosco Hung <bosco.hung@st-annes.ox.ac.uk> Comprehensive R Archive Network (CRAN) Bosco Hung [aut, cre] (ORCID: <https://orcid.org/0000-0003-3073-303X>) MIT + file LICENSE (https://CRAN.R-project.org/package=Westerlund/LICENSE) 2026-04-12 application/tgz https://CRAN.R-project.org/package=Westerlund doi:10.32614/CRAN.package.Westerlund