Marga8 / Granger-Causality-in-High-Dimensional-VARs
This repo gather R functions to reproduce analyses on the paper: Hecq,A.,Margaritella,L.,Smeekes,S. (2019), "Granger Causality testing in High-Dimensional VARs: a Post-Double-Selection Procedure"
☆7Updated 4 years ago
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