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Luca Margaritella

Lund University (from arXiv:2402.02482, 2024) · ORCID · OpenAlex

10 papers in scope · 5 published · 6 on the econ.EM arXiv · 20 citations · h-index 3 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Stephan Smeekes
  2. Jonas Krampe
  3. Alain Hecq
  4. Jean-Yves Pitarakis
  5. Marina Friedrich
  6. Ines Wilms
  7. Eduardo Mendes
  8. Marcelo C. Medeiros
  9. Ricardo Masini
  10. Ovidijus Stauskas
  11. Rui Almeida
  12. Nalan Baştürk
  13. Adam Jassem
  14. Alessandro Morico
  15. Etiënne Wijler
  16. Bart Keijsers
  17. Marc Hallin
  18. Eugene Dettaa
  19. Endong Wang
  20. Lenard Lieb

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(6 of 10)

Estimating Aggregate Relationships in Panel Data via the LASSO
published2025 · Oxford Bulletin of Economics and Statistics
with Joakim Westerlund
Oxford Bulletin of Economics and Statistics
Factor Models With Sparse Vector Autoregressive Idiosyncratic Components
published2025 · Oxford Bulletin of Economics and Statistics · 2 citations
with Jonas Krampe
Oxford Bulletin of Economics and Statistics
Precision Least Squares: Estimation and Inference in High-Dimensions
published2024 · Journal of Business and Economic Statistics
with Rosnel Sessinou
Journal of Business and Economic Statistics
New Tests of Equal Forecast Accuracy for Factor-Augmented Regressions with Weaker Loadings
working paper2024 · arXiv
with Ovidijus Stauskas
Paper profile arXiv arXiv:2409.20415
Decomposing Global Bank Network Connectedness: What is Common, Idiosyncratic and When?
working paper2024 · arXiv · 1 citations
with Jonas Krampe
Paper profile arXiv arXiv:2402.02482
Using information criteria to select averages in CCE
published2023 · Econometrics Journal · 8 citations
with Joakim Westerlund
Econometrics Journal
High-Dimensional Granger Causality for Climatic Attribution
working paper2023 · arXiv · 1 citations · first circulated 2021
with Marina Friedrich, Stephan Smeekes
Paper profile arXiv arXiv:2302.03996
Inference in Non-stationary High-Dimensional VARs
working paper2023 · arXiv
with Alain Hecq, Stephan Smeekes
Paper profile arXiv arXiv:2302.01434
Factor Models with Sparse VAR Idiosyncratic Components
working paper2021 · arXiv · 3 citations
with Jonas Krampe
Paper profile arXiv arXiv:2112.07149
Granger Causality Testing in High-Dimensional VARs: A Post-Double-Selection Procedure
published2021 · Journal of Financial Econometrics · 5 citations · first circulated 2019
with Alain Hecq, Stephan Smeekes
Paper profile Journal of Financial Econometrics arXiv:1902.10991

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.