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L. Margaritella

5 papers hereh-index 348 citations8 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author1
  • middle author2
  • last author2

Across the 5 of 5 papers where every author was matched, so the position is known.

fields
  • econ.EM4
  • stat.ME1

identity via Semantic Scholar / OpenAlex

activity
20192024
most citedFactor Models with Sparse VAR Idiosyncratic Components

3 citations · 4 across the 5 of their papers we have counts for

collaborators
Showing stat.MEShow all

1 paper · 1 filter

stat.ME2021★ 3 cited

Factor Models with Sparse VAR Idiosyncratic Components

Jonas Krampe, Luca Margaritella

We reconcile the two worlds of dense and sparse modeling by exploiting the positive aspects of both. We employ a factor model and assume {the dynamic of the factors is non-pervasiv…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.