Luca Margaritella

Department of Economics

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2026
Mark Estimating Aggregate Relationships in Panel Data via the LASSO
Margaritella, Luca ^LU and Westerlund, Joakim ^LU (2026) In Oxford Bulletin of Economics and Statistics 88(1). p.22-35
- Contribution to journal › Article
Mark New tests of equal forecast accuracy for factor-augmented regressions with weaker loadings
Margaritella, Luca ^LU and Stauskas, Ovidijus (2026) In International Journal of Forecasting
- Contribution to journal › Article
2025
Mark Factor Models With Sparse Vector Autoregressive Idiosyncratic Components
Krampe, Jonas and Margaritella, Luca ^LU (2025) In Oxford Bulletin of Economics and Statistics 87(4). p.837-849
- Contribution to journal › Article
Mark Precision Least Squares: Estimation and Inference in High-Dimensions
Margaritella, Luca ^LU and Sessinou, Rosnel (2025) In Journal of Business & Economic Statistics 43(4). p.884-896
- Contribution to journal › Article
2023
Mark Using Information Criteria to Select Averages in CCE
Margaritella, Luca ^LU and Westerlund, Joakim ^LU (2023) In Econometrics Journal 26(3). p.405-421
- Contribution to journal › Article
Mark Granger Causality Testing in High-Dimensional VARs: A Post-Double-Selection Procedure
Hecq, Alain ; Margaritella, Luca ^LU and Smeekes, Stephan (2023) In Journal of Financial Econometrics 21(3). p.915-958
- Contribution to journal › Article