Luca Margaritella
Associate senior lecturer
Publications
Displaying of publications. Sorted by year, then title.
Granger Causality Testing in High-Dimensional VARs: A Post-Double-Selection Procedure
Alain Hecq, Luca Margaritella, Stephan Smeekes
(2023) Journal of Financial Econometrics, 21 p.915-958
Journal articleUsing Information Criteria to Select Averages in CCE
Joakim Westerlund, Luca Margaritella
(2023) Econometrics Journal
Journal article