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 0 2 16 2 7 27 49
Factor Models with Sparse VAR Idiosyncratic Components 0 0 0 99 2 2 15 53
Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure 0 0 0 102 2 3 26 191
High-Dimensional Granger Causality for Climatic Attribution 0 0 0 3 0 1 10 20
Inference in Non-stationary High-Dimensional VARs 0 0 0 92 0 0 16 39
New Tests of Equal Forecast Accuracy for Factor-Augmented Regressions with Weaker Loadings 0 0 0 6 0 0 10 18
Total Working Papers 0 0 2 318 6 13 104 370


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 1 7 7
Factor Models With Sparse Vector Autoregressive Idiosyncratic Components 0 0 2 2 0 0 13 16
Granger Causality Testing in High-Dimensional VARs: A Post-Double-Selection Procedure* 1 1 3 7 2 2 30 51
New tests of equal forecast accuracy for factor-augmented regressions with weaker loadings 0 0 0 0 0 2 2 2
Precision Least Squares: Estimation and Inference in High-Dimensions 0 0 0 0 0 1 11 11
Using information criteria to select averages in CCE 0 0 1 2 1 2 17 19
Total Journal Articles 1 1 6 11 3 8 80 106


Statistics updated 2026-09-10