2
H index
1
i10 index
15
Citations
Lunds Universitet | 2 H index 1 i10 index 15 Citations RESEARCH PRODUCTION: 2 Articles 6 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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 | 6 |
Year ![]() | Title of citing document ![]() |
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2024 | Min(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 |
2024 | VAR 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 |
2024 | Moment-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 |
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 |
2024 | Handling Distinct Correlated Effects with CCE. (2024). de Vos, Ignace ; Stauskas, Ovidijus. In: MPRA Paper. RePEc:pra:mprapa:120194. 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 | 11 |
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: 11 | 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 | 4 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team