Personal profile
Subject classification (UKÄ)
- Economics
Free keywords
- Econometrics
- High dimensional statistics
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Dive into the research topics where Luca Margaritella is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Collaborations the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
Research output
- 6 Article
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Estimating Aggregate Relationships in Panel Data via the LASSO
Margaritella, L. & Westerlund, J., 2026 Feb, In: Oxford Bulletin of Economics and Statistics. 88, 1, p. 22-35Research output: Contribution to journal › Article › peer-review
Open Access -
New tests of equal forecast accuracy for factor-augmented regressions with weaker loadings
Margaritella, L. & Stauskas, O., 2026 Jan 20, (E-pub ahead of print) In: International Journal of Forecasting.Research output: Contribution to journal › Article › peer-review
Open Access -
Precision Least Squares: Estimation and Inference in High-Dimensions
Margaritella, L. & Sessinou, R., 2025 Feb, In: Journal of Business & Economic Statistics. 43, 4, p. 884-896Research output: Contribution to journal › Article › peer-review
Open Access -
Factor Models With Sparse Vector Autoregressive Idiosyncratic Components
Krampe, J. & Margaritella, L., 2025, In: Oxford Bulletin of Economics and Statistics. 87, 4, p. 837-849Research output: Contribution to journal › Article › peer-review
Open Access -
Using Information Criteria to Select Averages in CCE
Margaritella, L. & Westerlund, J., 2023 Apr 3, In: Econometrics Journal. 26, 3, p. 405-421Research output: Contribution to journal › Article › peer-review
Open Access
Activities
- 1 Organisation of workshop/ seminar/ course
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Organizer of FEM seminar series
Sondershaus, T. (Host) & Margaritella, L. (Host)
2024 Aug 1 → …Activity: Participating in or organising an event › Organisation of workshop/ seminar/ course