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2025
Mark Precision Least Squares: Estimation and Inference in High-Dimensions
Margaritella, Luca ^LU and Sessinou, Rosnel (2025) In Journal of Business & Economic Statistics
- Contribution to journal › Article
2023
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
2022
Mark Monetary Policy Shocks for Sweden
Kilman, Josefin ^LU (2022) In Working Papers
- Working paper/Preprint › Working paper
2019
Mark On the Limit Theory of Mixed to Unity VARs: Panel Setting With Weakly Dependent Errors
Stauskas, Ovidijus ^LU (2019) In Working Papers
- Working paper/Preprint › Working paper
2018
Mark Cross-Commodity News Transmission and Volatility Spillovers in the German Energy Markets
Green, Rikard ^LU ; Larsson, Karl ^LU ; Lunina, Veronika ^LU and Nilsson, Birger ^LU (2018) In Journal of Banking and Finance 95. p.231-243
- Contribution to journal › Article
2017
Mark Modeling Inequality and Mobility with Stochastic Processes
Fischer, Thomas ^LU (2017) p.1-55
- Working paper/Preprint › Working paper