Access Statistics for Marco Avarucci

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
On moment conditions for quasi-maximum likelihood estimation of multivariate ARCH models 0 0 6 122 0 1 15 296
Polynomial Cointegration between Stationary Processes with Long Memory 0 0 0 55 0 0 0 114
Polynomial cointegration among stationary processes with long memory 0 0 1 84 0 0 3 202
Total Working Papers 0 0 7 261 0 1 18 612


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Wald test for the cointegration rank in nonstationary fractional systems 0 0 0 58 0 0 3 211
ON MOMENT CONDITIONS FOR QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF MULTIVARIATE ARCH MODELS 0 0 3 18 1 1 10 63
Polynomial Cointegration Between Stationary Processes With Long Memory 0 0 0 18 0 0 1 61
Total Journal Articles 0 0 3 94 1 1 14 335


Statistics updated 2017-08-03