Consistent Causal Inference for High-Dimensional Time Series

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@article{77256b71037d472c8aa94609121bcb22,

title = "Consistent Causal Inference for High-Dimensional Time Series",

author = "Francesco Cordoni and Alessio Sancetta",

year = "2024",

month = nov,

doi = "10.1016/j.jeconom.2024.105902",

language = "English",

volume = "246",

journal = "Journal of Econometrics",

issn = "0304-4076",

publisher = "Elsevier B.V.",

number = "1-2",

}