Power-Boosted Granger-Causal Discovery for Large Heterogeneous Panel Data

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Yiheng Gu, Xiufan Yu

DOI: 10.2139/ssrn.6161249

Cited by: 0

References: 35

Fields of Study & Subjects

Spatial and Panel Data Analysis Statistical Methods and Inference Financial Risk and Volatility Modeling

References 35