Table 3 Panel VAR-Granger causality Wald test
From: Role of foreign direct investments in agriculture, forestry and fishing in developing countries
Ho: Excluded variable does not Granger-cause equation variable | |||
|---|---|---|---|
Ha: Excluded variable Granger-causes equation variable | |||
Equation\Excluded | Chi2 | d.f | Prob > chi2 |
FDI | |||
VA | 14.322 | 1 | 0.0000 |
DFA | 12.284 | 1 | 0.0000 |
GFC | 4.856 | 1 | 0.028 |
ALL | 22.512 | 3 | 0.0000 |
VA | |||
FDI | 70.468 | 1 | 0.0000 |
DFA | 8.47 | 1 | 0.004 |
GFC | 4.377 | 1 | 0.036 |
ALL | 93.032 | 3 | 0.0000 |
DFA | |||
FDI | 0.858 | 1 | 0.354 |
VA | 13.885 | 1 | 0.0000 |
GFC | 0.249 | 1 | 0.618 |
ALL | 14.846 | 3 | 0.002 |
GFC | |||
FDI | 9.409 | 1 | 0.002 |
VA | 1.721 | 1 | 0.19 |
DFA | 7.735 | 1 | 0.005 |
ALL | 15.099 | 3 | 0.002 |