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Application of bootstrap methods in investigation of size of the Granger causality test for integrated VAR systems

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Figure

Table 1: Compact notation used to formulate TY test statistics:
Table 3: Models used to generate distribution of error term14:
Table 4: Size of TY test for Granger causality – no-cointegration case:
Table 7: Size of TY test for Granger causality – no-cointegration case, misspecified  parameter p
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