“Modeling Non-Stationary Processes in Panel Data Econometrics: Cointegration Tests and Error Correction Mechanisms Applied to Macroeconomic Time Series Across Multiple Countries”. Journal of Experimental and Computational Methods in Applied Sciences 10, no. 5 (May 4, 2025): 1–13. Accessed September 12, 2025. https://openscis.com/index.php/JECMAS/article/view/2025-05-04.