Refer to the VAR regression results given in the following table. From the various F tests reported

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Refer to the VAR regression results given in the following table. From the various F tests reported in the three regressions given there, what can you say about the nature of causality in the three variables?

Dependent variable: x (percentage change in real price of oil) Significance level Variable Coefficient Standard error La

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Basic Econometrics

ISBN: 978-0073375779

5th edition

Authors: Damodar N. Gujrati, Dawn C. Porter

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