Luca Margaritella : Citation Profile

Lunds Universitet

2

H index

1

i10 index

15

Citations

RESEARCH PRODUCTION:

2

Articles

6

Papers

RESEARCH ACTIVITY:

   4 years (2020 - 2024). See details.
   Cites by year: 3
   Journals where Luca Margaritella has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 1 (6.25 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma2743
   Updated: 2025-03-15    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:

Smeekes, Stephan (2)

Cubadda, Gianluca (2)

De Vos, Ignace (2)

Hecq, Alain (2)

Wilms, Ines (2)

Lieb, Lenard (1)

Brown, Nicholas (1)

Calvo Pardo, Hector (1)

Medeiros, Marcelo (1)

Olmo, Jose (1)

Su, Liangjun (1)

Cites to:

Ng, Serena (21)

Palm, Franz (14)

Diebold, Francis (13)

Bai, Jushan (12)

Hecq, Alain (11)

Watson, Mark (9)

Hallin, Marc (9)

Reichlin, Lucrezia (8)

Laurent, Sébastien (8)

Barigozzi, Matteo (8)

Pesaran, Mohammad (8)

Main data

Production by document typearticlepaper20202021202220232024024Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published2020202120222023202402.557.510Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received20202021202220232024202502.557.5Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year202020212022202320240510Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 2Most cited documents1234051015Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025030123h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Luca Margaritella has published?

Working Papers Series with more than one paper published# docs
Papers / arXiv.org6

Recent works citing Luca Margaritella (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Min(d)ing the President: A text analytic approach to measuring tax news. (2021). Smeekes, Stephan ; Bacsturk, Nalan ; Almeida, Rui Jorge ; Lieb, Lenard ; Jassem, Adam. In: Papers. RePEc:arx:papers:2104.03261.

Full description at Econpapers || Download paper

2024VAR models with an index structure: A survey with new results. (2024). Cubadda, Gianluca. In: Papers. RePEc:arx:papers:2412.11278.

Full description at Econpapers || Download paper

2024Moment-Based Estimation of Linear Panel Data Models with Factor-Augmented Errors. (2024). Nicholas, Brown. In: Journal of Econometric Methods. RePEc:bpj:jecome:v:13:y:2024:i:2:p:299-317:n:1005.

Full description at Econpapers || Download paper

2024Cross-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

2024Handling Distinct Correlated Effects with CCE. (2024). de Vos, Ignace ; Stauskas, Ovidijus. In: MPRA Paper. RePEc:pra:mprapa:120194.

Full description at Econpapers || Download paper

Works by Luca Margaritella:

Year  ↓Title  ↓Type  ↓Cited  ↓
2020Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure In: Papers.
[Full Text][Citation analysis]		paper11
2023Granger 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: 11		article
2022Factor Models with Sparse VAR Idiosyncratic Components In: Papers.
[Full Text][Citation analysis]		paper0
2023Inference in Non-stationary High-Dimensional VARs In: Papers.
[Full Text][Citation analysis]		paper0
2024High-Dimensional Granger Causality for Climatic Attribution In: Papers.
[Full Text][Citation analysis]		paper0
2024Global bank network connectedness revisited: What is common, idiosyncratic and when? In: Papers.
[Full Text][Citation analysis]		paper0
2024New Tests of Equal Forecast Accuracy for Factor-Augmented Regressions with Weaker Loadings In: Papers.
[Full Text][Citation analysis]		paper0
2023Using information criteria to select averages in CCE In: The Econometrics Journal.
[Full Text][Citation analysis]		article4

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team