Panel Data

augmented Dickey-Fuller python

panel cointegration python

https://www.tstat.it/specifiche/panel-data-cointegration-tests/ 

https://en.wikipedia.org/wiki/Augmented_Dickey%E2%80%93Fuller_test 

https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4430683 

https://python.quantecon.org/pandas_panel.html