| Granger causality testing in high-dimensional VARs: a post-double-selection procedure A Hecq, L Margaritella, S Smeekes Journal of Financial Econometrics 21 (3), 915-958, 2021 | 55 | 2021 |
| Factor Models With Sparse Vector Autoregressive Idiosyncratic Components J Krampe, L Margaritella Oxford Bulletin of Economics and Statistics, 1-13, 2025 | 8* | 2025 |
| Using information criteria to select averages in CCE L Margaritella, J Westerlund The Econometrics Journal 26 (3), 405-421, 2023 | 5 | 2023 |
| High-Dimensional Granger Causality for Climatic Attribution M Friedrich, L Margaritella, S Smeekes arXiv preprint arXiv:2302.03996, 2023 | 3* | 2023 |
| Inference in Non-stationary High-Dimensional VARs A Hecq, L Margaritella, S Smeekes arXiv preprint arXiv:2302.01434, 2023 | 2 | 2023 |
| Global bank network connectedness revisited: What is common, idiosyncratic and when? J Krampe, L Margaritella arXiv preprint arXiv:2402.02482, 2024 | 1 | 2024 |
| Precision Least Squares: Estimation and Inference in High-Dimensions L Margaritella, R Sessinou Journal of Business & Economic Statistics, 1-26, 2024 | | 2024 |
| New Tests of Equal Forecast Accuracy for Factor-Augmented Regressions with Weaker Loadings L Margaritella, O Stauskas arXiv preprint arXiv:2409.20415v2, 2024 | | 2024 |
| Inference in high-dimensional time series models L Margaritella | | 2021 |
| Applications of Big Data methods in Finance: Index Tracking K Simka, L Margaritella The R User Conference, useR! 2017 July 4-7 2017 Brussels, Belgium, 267, 2017 | | 2017 |