Panel Cointegration Tests Based on Westerlund (2007) // 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.