The original PDF file contained two minor errors which have been corrected and three ambiguities which have been clarified.

On page 771, we replaced Figure 3 (which was not suited to illustrate the difference between Minimality and Faithfulness) with a single diamond graph and the paragraph below Figure 3 by: "In the case where the contributions of the two paths from Xs to Xr cancel out, then the graph in Figure 3 becomes unfaithful as Xs and Xr become unconditionally independent whereas they are unconditionally dependent when the two contributions do not cancel out." ... "Note that in both cases the graph and its compatible distribution satisfy the minimality condition.". (April 23, 2023)

On page 785: Definition 12 which used to correspond to the definition of Dsep in (Spirtes et al., 2000) has been corrected to correspond to the definition of Possible-Dsep in (Spirtes et al., 2000). (April 23, 2023)

On page 797:  in the caption of Table 3 we clarified that TCDF can either handle instantaneous relations or handle instantaneous hidden common causes but not both at the same time. (April 23, 2023)

On page 797:  in the caption of Table 3 we clarified that PCMCI was extended to handle instantaneous relations. (April 23, 2023)

On page 797:  in the caption of Table 3 we clarified that an empty cell can either mean that the information given in the corresponding column was not discussed by the authors of the corresponding method or that this information is not needed for the corresponding method. (April 23, 2023)