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 4 16 1 5 28 47
Factor Models with Sparse VAR Idiosyncratic Components 0 0 0 99 0 0 13 51
Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure 0 0 0 102 0 2 24 189
High-Dimensional Granger Causality for Climatic Attribution 0 0 0 3 0 2 10 20
Inference in Non-stationary High-Dimensional VARs 0 0 0 92 0 1 18 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 4 318 1 10 103 364


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 1 7 7
Factor Models With Sparse Vector Autoregressive Idiosyncratic Components 0 1 2 2 0 3 16 16
Granger Causality Testing in High-Dimensional VARs: A Post-Double-Selection Procedure* 0 0 2 6 0 0 30 49
Precision Least Squares: Estimation and Inference in High-Dimensions 0 0 0 0 1 2 11 11
Using information criteria to select averages in CCE 0 0 1 2 0 1 16 18
Total Journal Articles 0 1 5 10 2 7 80 101


Statistics updated 2026-08-07