@article{vandeGeer14,
    title={On asymptotically optimal confidence regions and tests for high-dimensional models},
    author={van de Geer, Sara and Buhlmann, Peter and Ritov, Ya’acov and Dezeure, Ruben},
    journal={Annals of Statistics},
    volume={42},
    number={3},
    pages={1166--1202},
    year={2014},
    publisher={Institute of Mathematical Statistics}
}
@article{adamek2020lasso,
  title={LASSO inference for high-dimensional time series},
  author={Adamek, Robert and Smeekes, Stephan and Wilms, Ines},
  journal={arXiv preprint arXiv:2007.10952},
  year={2021}
}
@article{andrews1991heteroskedasticity,
  title={Heteroskedasticity and autocorrelation consistent covariance matrix estimation},
  author={Andrews, Donald WK},
  journal={Econometrica},
  volume = {59},
  issue = {3},
  pages={817--858},
  year={1991}
}
@article{plagborg2021local,
  title={Local projections and VARs estimate the same impulse responses},
  author={Plagborg-Moller, Mikkel and Wolf, Christian K},
  journal={Econometrica},
  volume={89},
  number={2},
  pages={955--980},
  year={2021},
  publisher={Wiley Online Library}
}
@article{ramey2018government,
  title={Government spending multipliers in good times and in bad: evidence from US historical data},
  author={Ramey, Valerie A and Zubairy, Sarah},
  journal={Journal of Political Economy},
  volume={126},
  number={2},
  pages={850--901},
  year={2018},
  publisher={University of Chicago Press Chicago, IL}
}
