Westerlund 0.1.0__tar.gz

westerlund-0.1.0/LICENSE

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+MIT License
+
+Copyright (c) 2026 Bosco Hung
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

westerlund-0.1.0/PKG-INFO

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+Metadata-Version: 2.4
+Name: Westerlund
+Version: 0.1.0
+Summary: Westerlund: Westerlund ECM Panel Cointegration Test.
+Author-email: Bosco Hung <bosco.hung@st-annes.ox.ac.uk>
+Project-URL: Homepage, https://github.com/bosco-hung/WesterlundTest
+Project-URL: Bug Tracker, https://github.com/bosco-hung/WesterlundTest/issues
+Classifier: Programming Language :: Python :: 3
+Classifier: License :: OSI Approved :: MIT License
+Classifier: Operating System :: OS Independent
+Classifier: Intended Audience :: Science/Research
+Classifier: Intended Audience :: Education
+Classifier: Topic :: Scientific/Engineering :: Information Analysis
+Classifier: Topic :: Scientific/Engineering :: Mathematics
+Classifier: Topic :: Sociology
+Requires-Python: >=3.8
+Description-Content-Type: text/markdown
+License-File: LICENSE
+Requires-Dist: numpy>=1.20.0
+Requires-Dist: pandas>=1.3.0
+Requires-Dist: statsmodels>=0.13.0
+Requires-Dist: scipy>=1.7.0
+Requires-Dist: matplotlib>=3.4.0
+Requires-Dist: seaborn>=0.11.0
+Dynamic: license-file
+
+# Westerlund: Panel Cointegration Testing in Python
+
+`Westerlund` is a Python package implementing a functional approximation of the four panel cointegration tests developed by **Westerlund (2007)**. The Westerlund test evaluates the null hypothesis of **no cointegration** by testing whether the error-correction term in a conditional panel ECM is equal to zero. If the null is rejected, there is evidence of a long-run equilibrium relationship between the variables.
+
+## Key Features
+
+The package replicates the logic of the Westerlund (2007) methodology, including:
+* **Four Test Statistics**: Computes $G_t$, $G_a$, $P_t$, and $P_a$.
+* **Flexible Dynamics**: Allows for unit-specific lag and lead lengths.
+* **Automated Selection**: Built-in AIC/BIC selection logic for optimal lag and lead lengths.
+* **Bootstrap Procedure**: Robust p-values to handle cross-sectional dependence.
+* **Kernel Estimation**: Bartlett kernel long-run variance estimation.
+* **Gap Handling**: Strict time-series continuity checks to ensure valid econometric results.
+
+
+
+## Usage Examples
+```python
+import pandas as pd
+from westerlund_test import WesterlundTest
+
+# 1. Prepare your panel data (Long format)
+# Required columns: ID, Time, Y, X1, X2...
+df = pd.read_csv("your_data.csv")
+
+# 2. Initialize the test
+test = WesterlundTest(
+    data=df, 
+    y_var='log_gdp', 
+    x_vars=['log_energy', 'log_capital'], 
+    id_var='country_id', 
+    time_var='year',
+    lags=(0, 2),        # Auto-select lags between 0 and 2
+    leads=(0, 1),       # Auto-select leads between 0 and 1
+    constant=True,      # Include intercept
+    trend=True,         # Include time trend
+    bootstrap=100,      # Perform 100 bootstrap replications
+    seed=42
+)
+
+# 3. Run the estimation
+results = test.run()
+
+# 4. Visualize the results
+test.plot_bootstrap()
+```
+
+## References
+Westerlund, J. (2007). Testing for Error Correction in Panel Data. Oxford Bulletin of Economics and Statistics, 69(6), 709-748.
+
+Persyn, D., & Westerlund, J. (2008). Error-Correction-Based Cointegration Tests for Panel Data. Stata Journal, 8(2), 232-241.

westerlund-0.1.0/README.md

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+# Westerlund: Panel Cointegration Testing in Python
+
+`Westerlund` is a Python package implementing a functional approximation of the four panel cointegration tests developed by **Westerlund (2007)**. The Westerlund test evaluates the null hypothesis of **no cointegration** by testing whether the error-correction term in a conditional panel ECM is equal to zero. If the null is rejected, there is evidence of a long-run equilibrium relationship between the variables.
+
+## Key Features
+
+The package replicates the logic of the Westerlund (2007) methodology, including:
+* **Four Test Statistics**: Computes $G_t$, $G_a$, $P_t$, and $P_a$.
+* **Flexible Dynamics**: Allows for unit-specific lag and lead lengths.
+* **Automated Selection**: Built-in AIC/BIC selection logic for optimal lag and lead lengths.
+* **Bootstrap Procedure**: Robust p-values to handle cross-sectional dependence.
+* **Kernel Estimation**: Bartlett kernel long-run variance estimation.
+* **Gap Handling**: Strict time-series continuity checks to ensure valid econometric results.
+
+
+
+## Usage Examples
+```python
+import pandas as pd
+from westerlund_test import WesterlundTest
+
+# 1. Prepare your panel data (Long format)
+# Required columns: ID, Time, Y, X1, X2...
+df = pd.read_csv("your_data.csv")
+
+# 2. Initialize the test
+test = WesterlundTest(
+    data=df, 
+    y_var='log_gdp', 
+    x_vars=['log_energy', 'log_capital'], 
+    id_var='country_id', 
+    time_var='year',
+    lags=(0, 2),        # Auto-select lags between 0 and 2
+    leads=(0, 1),       # Auto-select leads between 0 and 1
+    constant=True,      # Include intercept
+    trend=True,         # Include time trend
+    bootstrap=100,      # Perform 100 bootstrap replications
+    seed=42
+)
+
+# 3. Run the estimation
+results = test.run()
+
+# 4. Visualize the results
+test.plot_bootstrap()
+```
+
+## References
+Westerlund, J. (2007). Testing for Error Correction in Panel Data. Oxford Bulletin of Economics and Statistics, 69(6), 709-748.
+
+Persyn, D., & Westerlund, J. (2008). Error-Correction-Based Cointegration Tests for Panel Data. Stata Journal, 8(2), 232-241.

westerlund-0.1.0/pyproject.toml

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+[build-system]
+requires = ["setuptools>=61.0"]
+build-backend = "setuptools.build_meta"
+
+[project]
+name = "Westerlund"
+version = "0.1.0"
+authors = [
+  { name="Bosco Hung", email="bosco.hung@st-annes.ox.ac.uk" },
+]
+description = "Westerlund: Westerlund ECM Panel Cointegration Test."
+readme = "README.md"
+requires-python = ">=3.8"
+classifiers = [
+    "Programming Language :: Python :: 3",
+    "License :: OSI Approved :: MIT License",
+    "Operating System :: OS Independent",
+    "Intended Audience :: Science/Research",
+    "Intended Audience :: Education",
+    "Topic :: Scientific/Engineering :: Information Analysis",
+    "Topic :: Scientific/Engineering :: Mathematics",
+    "Topic :: Sociology",
+]
+
+dependencies = [
+    "numpy>=1.20.0",
+    "pandas>=1.3.0",
+    "statsmodels>=0.13.0",
+    "scipy>=1.7.0",
+    "matplotlib>=3.4.0",
+    "seaborn>=0.11.0"
+]
+
+[project.urls]
+"Homepage" = "https://github.com/bosco-hung/WesterlundTest"
+"Bug Tracker" = "https://github.com/bosco-hung/WesterlundTest/issues"

westerlund-0.1.0/setup.cfg

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+[egg_info]
+tag_build = 
+tag_date = 0
+

westerlund-0.1.0/src/Westerlund/__init__.py

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+"""
+Westerlund: Westerlund ECM Panel Cointegration Test
+=============================================
+
+This package implements a functional approximation of the panel 
+cointegration tests proposed by Westerlund (2007). It computes 
+four statistics (Gt, Ga, Pt, Pa) based on unit-specific 
+error-correction models.
+"""
+
+from .main import WesterlundTest
+
+__all__ = ["Westerlund"]
+
+__version__ = "0.1.0"
+__author__ = "Bosco Hung"