@article{grangercausalitytestinginhighdimensional,
  title = {Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure},
  year = {2019},
  eprint = {1902.10991},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/1902.10991v4},
}