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Testing for causality in the Richardson arms race model

✍ Scribed by De-piao Tang; David C.H. Yang


Book ID
107908765
Publisher
Elsevier Science
Year
1988
Tongue
English
Weight
424 KB
Volume
15
Category
Article
ISSN
0165-4896

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## Abstract In this paper we propose Granger (non‐)causality tests based on a VAR model allowing for time‐varying coefficients. The functional form of the time‐varying coefficients is a logistic smooth transition autoregressive (LSTAR) model using time as the transition variable. The model allows f