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  1. HDGCvar HDGCvar Public

    Granger causality testing in High Dimensional Vector Autoregressive Models

    R 15 8

  2. Granger-Causality-in-High-Dimensional-VARs Granger-Causality-in-High-Dimensional-VARs Public

    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"

    6 3

  3. Climate_Granger_Causality Climate_Granger_Causality Public

    R 2 1