Luca Margaritella
Names
| first: | Luca |
| last: | Margaritella |
Identifer
| RePEc Short-ID: | pma2743 |
Contact
| homepage: | https://sites.google.com/view/luca-margaritella |
Affiliations
-
Lunds Universitet
/ Ekonomihögskolan
/ Nationalekonomiska Institutionen
- EDIRC entry
- location:
Research profile
author of:
- Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure (RePEc:arx:papers:1902.10991)
by Alain Hecq & Luca Margaritella & Stephan Smeekes - Factor Models with Sparse VAR Idiosyncratic Components (RePEc:arx:papers:2112.07149)
by Jonas Krampe & Luca Margaritella - Inference in Non-stationary High-Dimensional VARs (RePEc:arx:papers:2302.01434)
by Alain Hecq & Luca Margaritella & Stephan Smeekes - High-Dimensional Granger Causality for Climatic Attribution (RePEc:arx:papers:2302.03996)
by Marina Friedrich & Luca Margaritella & Stephan Smeekes - Global bank network connectedness revisited: What is common, idiosyncratic and when? (RePEc:arx:papers:2402.02482)
by Jonas Krampe & Luca Margaritella - New Tests of Equal Forecast Accuracy for Factor-Augmented Regressions with Weaker Loadings (RePEc:arx:papers:2409.20415)
by Luca Margaritella & Ovidijus Stauskas - Using information criteria to select averages in CCE (RePEc:oup:emjrnl:v:26:y:2023:i:3:p:405-421.)
by Luca Margaritella & Joakim Westerlund - Granger Causality Testing in High-Dimensional VARs: A Post-Double-Selection Procedure (RePEc:oup:jfinec:v:21:y:2023:i:3:p:915-958.)
by Alain Hecq & Luca Margaritella & Stephan Smeekes