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Testing for non causality by using the Autoregressive Metric

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Figure

Table 1: VAR(2) AR-metric and lag-augmented Wald test Size and Power - Bootstrap p-values
Table 2: Model 1: AR-metric and lag-augmented Wald tests Size and Power - Bootstrap p-values
Figure 1: Model 1. Monte Carlo rejection rates (power) of the AR-metric and lag-augmentedWald tests, for different values of β2

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