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1. HDGCvar HDGCvar Public

   Granger causality testing in High Dimensional Vector Autoregressive Models

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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"

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3. Climate_Granger_Causality Climate_Granger_Causality Public

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4. New-Tests-of-Equal-Forecast-Accuracy-for-Factor-Augmented-Regressions-with-Weaker-Loadings New-Tests-of-Equal-Forecast-Accuracy-for-Factor-Augmented-Regressions-with-Weaker-Loadings Public

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