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 1 10 121 1 4 25 293
Polynomial Cointegration between Stationary Processes with Long Memory 0 0 0 55 0 0 2 114
Polynomial cointegration among stationary processes with long memory 0 0 0 83 1 1 4 201
Total Working Papers 0 1 10 259 2 5 31 608


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 12 211
ON MOMENT CONDITIONS FOR QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF MULTIVARIATE ARCH MODELS 3 3 4 18 3 3 14 61
Polynomial Cointegration Between Stationary Processes With Long Memory 0 0 1 18 0 0 5 61
Total Journal Articles 3 3 5 94 3 3 31 333


Statistics updated 2017-03-07