
Luca Margaritella
Biträdande universitetslektor

Publikationer
Visar av publikationer. Sorterade efter år och sen titel.
Estimating Aggregate Relationships in Panel Data via the LASSO
Luca Margaritella, Joakim Westerlund
(2026) Oxford Bulletin of Economics and Statistics, 88 p.22-35
Artikel i vetenskaplig tidskriftNew tests of equal forecast accuracy for factor-augmented regressions with weaker loadings
Luca Margaritella, Ovidijus Stauskas
(2026) International Journal of Forecasting
Artikel i vetenskaplig tidskriftPrecision Least Squares: Estimation and Inference in High-Dimensions
Luca Margaritella, Rosnel Sessinou
(2025) Journal of Business & Economic Statistics, 43 p.884-896
Artikel i vetenskaplig tidskriftFactor Models With Sparse Vector Autoregressive Idiosyncratic Components
Jonas Krampe, Luca Margaritella
(2025) Oxford Bulletin of Economics and Statistics, 87 p.837-849
Artikel i vetenskaplig tidskriftGranger Causality Testing in High-Dimensional VARs: A Post-Double-Selection Procedure
Alain Hecq, Luca Margaritella, Stephan Smeekes
(2023) Journal of Financial Econometrics, 21 p.915-958
Artikel i vetenskaplig tidskriftUsing Information Criteria to Select Averages in CCE
Luca Margaritella, Joakim Westerlund
(2023) Econometrics Journal, 26 p.405-421
Artikel i vetenskaplig tidskrift