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 0 6 23 42
Factor Models with Sparse VAR Idiosyncratic Components 0 0 0 99 0 5 14 51
Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure 0 0 0 102 1 5 27 188
High-Dimensional Granger Causality for Climatic Attribution 0 0 0 3 1 5 9 19
Inference in Non-stationary High-Dimensional VARs 0 0 0 92 1 4 18 39
New Tests of Equal Forecast Accuracy for Factor-Augmented Regressions with Weaker Loadings 0 0 0 6 0 3 10 18
Total Working Papers 0 1 4 318 3 28 101 357


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 0 2 6 6
Factor Models With Sparse Vector Autoregressive Idiosyncratic Components 1 2 2 2 3 8 16 16
Granger Causality Testing in High-Dimensional VARs: A Post-Double-Selection Procedure* 0 0 2 6 0 7 33 49
Precision Least Squares: Estimation and Inference in High-Dimensions 0 0 0 0 1 4 10 10
Using information criteria to select averages in CCE 0 0 1 2 0 5 15 17
Total Journal Articles 1 2 5 10 4 26 80 98


Statistics updated 2026-06-04