A Panel CUSUM Test of the Null of Cointegration

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Unit Roots and Cointegration in Panels (2005, unknown): “Westerlund (2005b) suggests a related test procedure based on the CUSUM statistic.”
Trade openness–carbon emissions nexus: The importance of turning points of trade openness for country panels (2016, methodology): “In a nutshell, Westerlund (2007) developed four tests that are based on the least squares estimates of i and its t-ratio for each cross-sectional i.”
New Simple Tests for Panel Cointegration (2005, methodology): “Other tests, such as those of McCoskey and Kao (1998) and Westerlund (2005), are based on taking cointegration as the null hypothesis.”
Testing for error correction in panel data (2006, unknown): “Thus, in this case, the statistics are calculated as before but with e e However, as demonstrated by Westerlund (2005b), although very convenient, subtracting the cross-sectional average in this way may not work very well, and may in fact result in a deterioration of the small-sample performance of…”