MIT License

Copyright (c) 2024 Dr. Merwan Roudane

Permission is hereby granted, free of charge, to any person obtaining a copy
of this software and associated documentation files (the "Software"), to deal
in the Software without restriction, including without limitation the rights
to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
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furnished to do so, subject to the following conditions:

The above copyright notice and this permission notice shall be included in all
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ATTRIBUTION NOTICE:

This software implements the methodology developed by:
- Prof. Abdulnasser Hatemi-J (UAE University)
- Dr. Alan Mustafa (IEEE)

Based on the original GAUSS code and the following papers:

1. Hatemi-J, A. (2021). Dynamic Asymmetric Causality Tests with an Application.
   Papers 2106.07612, arXiv.org.

2. Hatemi-J, A. (2012). Asymmetric Causality Tests with an Application.
   Empirical Economics, 43(1), 447-456.

3. Hacker, S. and Hatemi-J, A. (2006). Tests for causality between integrated
   variables using asymptotic and bootstrap distributions: theory and application.
   Applied Economics, 38(13), 1489-1500.

4. Hacker, S. and Hatemi-J, A. (2012). A bootstrap test for causality with
   endogenous lag length choice: theory and application in finance.
   Journal of Economic Studies, 39(2), 144-160.

Proper citation of the original methodology is required when using this software
for academic or research purposes.
