API for caustests
Multiple Granger Causality Tests for Time Series and Panel Data

Global functions
.bootstrap_wald_ols Source code
.compute_var_ic Source code
.compute_wald_ols Source code
.make_deterministic Source code
.make_lags Source code
.onAttach Source code
.print_ols_results Source code
.print_quantile_results Source code
.quantile_wald_boot Source code
.run_ols_tests Source code
.run_quantile_tests Source code
.select_lag_freq Source code
.select_lag_freq_quantile Source code
.sig_stars Source code
.xtpcaus_ic_fn Source code
.xtpcaus_pfty Source code
.xtpcaus_pqc Source code
.xtpcaus_pqc_wald Source code
.xtpcaus_qreg_coef Source code
.xtpcaus_select_lag_freq Source code
.xtpcaus_wald_stat Source code
.xtpcaus_wald_stat_direct Source code
.xtpcmg_and91 Source code
.xtpcmg_demean Source code
.xtpcmg_get_bw Source code
.xtpcmg_lr_var Source code
.xtpcmg_lr_weights Source code
.xtpcmg_mg Source code
.xtpcmg_pmg Source code
.xtpcmg_simple_demean Source code
.xtpcmg_swamy Source code
.xtpcmg_twoway Source code
caustests Man page Source code
caustests-package Man page
caustests_data Man page
grunfeld_cmg Man page Source code
grunfeld_panel Man page Source code
plot.caustests Man page Source code
print.caustests Source code
print.xtpcaus Man page Source code
print.xtpcmg Man page Source code
summary.caustests Source code
summary.xtpcaus Man page Source code
summary.xtpcmg Man page Source code
xtpcaus Man page Source code
xtpcmg Man page Source code
caustests documentation built on April 5, 2026, 9:06 a.m.