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Granger causality tests in the presence of structural changes [PDF]

, 1995
Granger causality tests are widely used in applied economics as a way of establishing if a variable has been a leading indicator of another over the past. However, like most statistical tests, Granger causality tests require that the relationship between the variables remains stable over the sample period being tested.
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The relationship between the F-test and the Schwarz criterion: Implications for Granger-causality tests [PDF]

Economics Bulletin, 2010
In applied research, the Schwarz Bayesian Information Criterion (BIC) and the F-test might yield different inferences about the causal relationships being investigated. This paper examines the relationship between the BIC and the F-tests in the context of Granger-causality tests.
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Mailed fecal immunochemical test outreach for colorectal cancer screening: Summary of a Centers for Disease Control and Prevention–sponsored Summit

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Granger causality test for the relationship between house and land prices

2012
This paper uses a Granger causality estimate to assess whether the theoretical Ricardian understanding of the relationship between house and land prices is valid in a dynamic urban land market. The paper compares a Site Adjusted Land Price Index with an equivalent Quality Adjusted Housing Price Index developed for Adelaide, the state capital of South ...
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Kenneth Offit
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COVID concerns highlight the importance of adequate fecal immunochemical test sample collection

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Cancer screening with multicancer detection tests: A translational science review

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Wendy S Rubinstein, Christos Patriotis, Anthony Dickherber   +2 more
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