Granger Causality Testing in High-Dimensional VARs: A Post-Double-Selection Procedure

A. Hecq, L. Margaritella^*, S. Smeekes

^*Corresponding author for this work

Research output: Contribution to journal › Article › Academic › peer-review

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2019
Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure
Hecq, A., Margaritella, L. & Smeekes, S., 28 Feb 2019, Cornell University - arXiv, (arXiv.org; No. 1902.10991).
Research output: Working paper / Preprint › Preprint

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