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accessRights:"free"
type_genre:"Article in journal"
~isPartOf:"Cambridge-INET working papers"
~isPartOf:"Journal of financial econometrics"
~person:"Margaritella, Luca"
~type_genre:"Graue Literatur"
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Granger causality testing in high-dimensional VARs : a post-double-selection procedure
Hecq, Alain W. J.
;
Margaritella, Luca
;
Smeekes, Stephan
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 915-958
Persistent link: https://www.econbiz.de/10014314841
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