1
H index
0
i10 index
8
Citations
Lunds Universitet | 1 H index 0 i10 index 8 Citations RESEARCH PRODUCTION: 2 Articles 5 Papers RESEARCH ACTIVITY: 4 years (2020 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pma2743 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Luca Margaritella. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Papers / arXiv.org | 5 |
Year | Title of citing document |
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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 |
Year | Title | Type | Cited |
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2020 | Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure In: Papers. [Full Text][Citation analysis] | paper | 8 |
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: 8 | 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 |
2023 | High-Dimensional 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 |
2023 | Using information criteria to select averages in CCE In: The Econometrics Journal. [Full Text][Citation analysis] | article | 0 |
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