caustests: Multiple Granger Causality Tests for Time Series and Panel Data
Comprehensive suite of Granger causality tests for time series
and panel data. For time series: Toda-Yamamoto (1995)
<doi:10.1016/0304-4076(94)01616-8>, Fourier-based tests with single
frequency (Enders and Jones, 2016) <doi:10.1515/snde-2014-0101> and
cumulative frequencies (Nazlioglu et al., 2019)
<doi:10.1080/1540496X.2018.1434072>, quantile causality tests (Cai et al.,
2023) <doi:10.1016/j.frl.2023.104327>, and Bootstrap Fourier Granger
Causality in Quantiles (Cheng et al., 2021)
<doi:10.1007/s12076-020-00263-0>. For panel data: Panel Fourier
Toda-Yamamoto (Yilanci and Gorus, 2020)
<doi:10.1007/s11356-020-10092-9> and Panel Quantile Causality tests
(Wang and Nguyen, 2022) <doi:10.1080/1331677X.2021.1952089>, as well as
Group-Mean and Pooled Fully Modified OLS estimators for panel
cointegrating polynomial regressions (Wagner and Reichold, 2023)
<doi:10.1080/07474938.2023.2178141>. All tests include bootstrap
inference for robust p-values.
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