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Journal: Econometrics, 2023
Volume: 11
Number: 7

Article: Causal Vector Autoregression Enhanced with Covariance and Order Selection
Authors: by Marianna Bolla, Dongze Ye, Haoyu Wang, Renyuan Ma, Valentin Frappier, William Thompson, Catherine Donner, Máté Baranyi and Fatma Abdelkhalek
Link: https://www.mdpi.com/2225-1146/11/1/7

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