
Luca Margaritella
Associate senior lecturer

Publications
Displaying of publications. Sorted by year, then title.
Estimating Aggregate Relationships in Panel Data via the LASSO
Luca Margaritella, Joakim Westerlund
(2026) Oxford Bulletin of Economics and Statistics, 88 p.22-35
Journal articleNew tests of equal forecast accuracy for factor-augmented regressions with weaker loadings
Luca Margaritella, Ovidijus Stauskas
(2026) International Journal of Forecasting
Journal articleFactor Models With Sparse Vector Autoregressive Idiosyncratic Components
Jonas Krampe, Luca Margaritella
(2025) Oxford Bulletin of Economics and Statistics, 87 p.837-849
Journal articlePrecision Least Squares: Estimation and Inference in High-Dimensions
Luca Margaritella, Rosnel Sessinou
(2025) Journal of Business & Economic Statistics, 43 p.884-896
Journal articleUsing Information Criteria to Select Averages in CCE
Luca Margaritella, Joakim Westerlund
(2023) Econometrics Journal, 26 p.405-421
Journal articleGranger Causality Testing in High-Dimensional VARs: A Post-Double-Selection Procedure
Alain Hecq, Luca Margaritella, Stephan Smeekes
(2023) Journal of Financial Econometrics, 21 p.915-958
Journal article