Access Statistics for Luca Margaritella

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Decomposing Global Bank Network Connectedness: What is Common, Idiosyncratic and When? 0 1 4 16 2 6 23 42
Factor Models with Sparse VAR Idiosyncratic Components 0 0 0 99 2 5 14 51
Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure 0 0 0 102 2 7 26 187
High-Dimensional Granger Causality for Climatic Attribution 0 0 0 3 3 5 8 18
Inference in Non-stationary High-Dimensional VARs 0 0 0 92 1 4 17 38
New Tests of Equal Forecast Accuracy for Factor-Augmented Regressions with Weaker Loadings 0 0 0 6 1 3 10 18
Total Working Papers 0 1 4 318 11 30 98 354


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Estimating Aggregate Relationships in Panel Data via the LASSO 0 0 0 0 1 3 6 6
Factor Models With Sparse Vector Autoregressive Idiosyncratic Components 0 1 1 1 4 6 13 13
Granger Causality Testing in High-Dimensional VARs: A Post-Double-Selection Procedure* 0 0 2 6 2 14 39 49
Precision Least Squares: Estimation and Inference in High-Dimensions 0 0 0 0 2 3 9 9
Using information criteria to select averages in CCE 0 0 1 2 2 6 15 17
Total Journal Articles 0 1 4 9 11 32 82 94


Statistics updated 2026-05-06