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# CITATION file created with {cffr} R package
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cff-version: 1.2.0
message: 'To cite package "caustests" in publications use:'
type: software
license: GPL-3.0-only
title: 'caustests: Multiple Granger Causality Tests for Time Series and Panel Data'
version: 1.1.1
doi: 10.32614/CRAN.package.caustests
identifiers:
- type: doi
  value: 10.32614/CRAN.package.caustests
abstract: 'Comprehensive suite of Granger causality tests for time series and panel
  data. For time series: Toda-Yamamoto (1995) <https://doi.org/10.1016/0304-4076(94)01616-8>,
  Fourier-based tests with single frequency (Enders and Jones, 2016) <https://doi.org/10.1515/snde-2014-0101>
  and cumulative frequencies (Nazlioglu et al., 2019) <https://doi.org/10.1080/1540496X.2018.1434072>,
  quantile causality tests (Cai et al., 2023) <https://doi.org/10.1016/j.frl.2023.104327>,
  and Bootstrap Fourier Granger Causality in Quantiles (Cheng et al., 2021) <https://doi.org/10.1007/s12076-020-00263-0>.
  For panel data: Panel Fourier Toda-Yamamoto (Yilanci and Gorus, 2020) <https://doi.org/10.1007/s11356-020-10092-9>
  and Panel Quantile Causality tests (Wang and Nguyen, 2022) <https://doi.org/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) <https://doi.org/10.1080/07474938.2023.2178141>.
  All tests include bootstrap inference for robust p-values.'
authors:
- family-names: Alkhalaf
  given-names: Muhammad
  email: muhammedalkhalaf@gmail.com
  orcid: https://orcid.org/0009-0002-2677-9246
preferred-citation:
  type: manual
  title: Multiple Granger Causality Tests for Time Series and Panel Data
  authors:
  - family-names: Alkhalaf
    given-names: Muhammad Abdullah
    email: muhammedalkhalaf@gmail.com
    orcid: https://orcid.org/0009-0002-2677-9246
  year: '2026'
  notes: R package version 1.1.1
  url: https://CRAN.R-project.org/package=caustests
  doi: 10.32614/CRAN.package.caustests
repository: https://muhammedalkhalaf.r-universe.dev
repository-code: https://github.com/muhammedalkhalaf/caustests
commit: 3d90cd05af8711e8a800bdb32ed9c45f079bb029
url: https://github.com/muhammedalkhalaf/caustests
date-released: '2026-04-27'
contact:
- family-names: Alkhalaf
  given-names: Muhammad
  email: muhammedalkhalaf@gmail.com
  orcid: https://orcid.org/0009-0002-2677-9246