Testing for Panel Cointegration with Multiple Structural Breaks

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The effect of tourism investment on tourism development and CO2 emissions: empirical evidence from the EU nations (2018, methodology): “As a robustness check, we also applied the panel cointegration test with unknown breaks, as suggested by Westerlund (2006). The panel LM statistics for variables of Equations (1) and (3) are 27.”
Renewable and non-renewable energy consumption and economic activities: Further evidence from OECD countries (2014, methodology): “Following Westerlund (2007), the maximum lag length is selected according to 9 / 2 ) 100 / ( 4 T .”
Investigating the Relationship between Health and Economic Growth: Empirical Evidence from a Panel of 5 Asian Countries (2010, methodology): “In this study, we use the panel cointegration test with multiple structural breaks proposed by Westerlund (2006) in order to test for cointegration in our panel of 5 Asian countries.”
Urbanization and renewable and non-renewable energy consumption in OECD countries: An empirical analysis (2014, background): “(2005) and panel cointegration test by Westerlund (2006) which account for structural breaks and cross sectional dependence.”
Energy Consumption and Economic Growth Revisited in African Countries (2011, methodology): “Table 6: Westerlund (2007) panel cointegration tests All countries Energy exporters Energy importers Value P-value Robust p-value Value P-value Robust p-value Value P-value Robust p-value G -4.”