Luca Margaritella
Associate senior lecturer
Publications
Displaying of publications. Sorted by year, then title.
Precision Least Squares: Estimation and Inference in High-Dimensions
Luca Margaritella, Rosnel Sessinou
(2024) Journal of Business & Economic Statistics
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