This article proposes a new nonparametric test for conditional independence that can directly be applied to test for Granger causality. Based on the comparison of copula densities, the test is easy to ...

This study employs the Granger causality test within a multivariate cointegration and error-correction framework to investigate the relationship between health care spending, income and relative price ...

Granger Causality test can make epilepsy surgery more effective Date: November 4, 2014 Source: Georgia State University Summary: A new statistical test that looks at the patterns of high-frequency ...

The statistical test known as Granger causality spectral analysis was installed in a computer program, and the researchers found they were able to pinpoint where seizures were originating in the ...