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A Systems View Across Time and Space

Table 7 VAR Granger causality/block exogeneity Wald tests

From: Interplays among R&D spending, patent and income growth: new empirical evidence from the panel of countries and groups

 

Included observations: 266

Dependent variable: D(PCGDPGRTH)

   

 Excluded

Chi-sq

df

Prob.

 D(RDSHARE)

1.523615

2

0.4668

 D(PATENT)

4.859931

2

0.088

 All

7.926856

4

0.0943

Dependent variable: D(RDSHARE)

   

 Excluded

Chi-sq

df

Prob.

 D(PATENT)

8.258505

2

0.0161

 D(PCGDPGRTH)

22.08857

2

0

 All

34.10394

4

0

Dependent variable: D(PATENT)

   

 Excluded

Chi-sq

df

Prob.

 D(RDSHARE)

1.617572

2

0.4454

 D(PCGDPGRTH)

2.903713

2

0.2341

 All

3.839845

4

0.4281

  1. Note: Optimum lag has been derived as 2
  2. Source: computed by the authors using Eviews