Modeling Non-Stationary Processes in Panel Data Econometrics: Cointegration Tests and Error Correction Mechanisms Applied to Macroeconomic Time Series Across Multiple Countries. JECMAS [Internet]. 2025 May 4 [cited 2025 Sep. 12];10(5):1-13. Available from: https://openscis.com/index.php/JECMAS/article/view/2025-05-04