Citation profile for Luca Margaritella

Luca Margaritella : Citation Profile

Lunds Universitet

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Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   4 years (2020 - 2024). See details.
   Cites by year: 2
   Journals where Luca Margaritella has often published
   Relations with other researchers
   Recent citing documents: 4.    Total self citations: 1 (8.33 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma2743
   Updated: 2024-11-04    RAS profile: 2024-10-10
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Relations with other researchers

Works with:

Smeekes, Stephan (4)

Hecq, Alain (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Luca Margaritella.

Is cited by:

Hecq, Alain (2)

Smeekes, Stephan (2)

Wilms, Ines (2)

Calvo Pardo, Hector (1)

Almeida, Rui Jorge (1)

Medeiros, Marcelo (1)

Phillips, Peter (1)

Cubadda, Gianluca (1)

Lieb, Lenard (1)

Su, Liangjun (1)

Olmo, Jose (1)

Cites to:

Ng, Serena (21)

Palm, Franz (14)

Diebold, Francis (13)

Bai, Jushan (12)

Hecq, Alain (11)

Hallin, Marc (9)

Watson, Mark (9)

Chernozhukov, Victor (8)

Reichlin, Lucrezia (8)

McCracken, Michael (8)

Laurent, Sébastien (8)

Main data

Where Luca Margaritella has published?

Working Papers Series with more than one paper published	# docs
Papers / arXiv.org	6

Recent works citing Luca Margaritella (2024 and 2023)

Year	Title of citing document
2023	High-dimensional VARs with common factors. (2023). Su, Liangjun ; Phillips, Peter ; Miao, KE. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:155-183. Full description at Econpapers \|\| Download paper
2023	Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model. (2023). Park, Hyeonseok ; Han, Fang ; Fan, Yanqin. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:1:s0304407623002294. Full description at Econpapers \|\| Download paper
2024	Cross-section bootstrap for CCE regressions. (2024). Stauskas, Ovidijus ; de Vos, Ignace. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407623003640. Full description at Econpapers \|\| Download paper

Works by Luca Margaritella:

Year	Title	Type	Cited
2020	Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure In: Papers. [Full Text][Citation analysis]	paper	10
2023	Granger Causality Testing in High-Dimensional VARs: A Post-Double-Selection Procedure.(2023) In: Journal of Financial Econometrics.* [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10	article
2022	Factor Models with Sparse VAR Idiosyncratic Components In: Papers. [Full Text][Citation analysis]	paper	0
2023	Inference in Non-stationary High-Dimensional VARs In: Papers. [Full Text][Citation analysis]	paper	0
2024	High-Dimensional Granger Causality for Climatic Attribution In: Papers. [Full Text][Citation analysis]	paper	0
2024	Global bank network connectedness revisited: What is common, idiosyncratic and when? In: Papers. [Full Text][Citation analysis]	paper	0
2024	New Tests of Equal Forecast Accuracy for Factor-Augmented Regressions with Weaker Loadings In: Papers. [Full Text][Citation analysis]	paper	0
2023	Using information criteria to select averages in CCE In: The Econometrics Journal. [Full Text][Citation analysis]	article	1