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.