Access Statistics for Marco Avarucci

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	74	1	1	4	273
Frequency-band estimation of the number of factors detecting the main business cycle shocks	0	0	2	33	1	1	9	59
On moment conditions for quasi-maximum likelihood estimation of multivariate ARCH models	1	1	2	136	1	1	4	382
Polynomial Cointegration between Stationary Processes with Long Memory	0	0	0	56	0	0	2	123
Polynomial cointegration among stationary processes with long memory	0	0	0	85	0	0	2	216
Robust Nearly-Efficient Estimation of Large Panels with Factor Structures	0	0	0	24	0	0	5	32
The Main Business Cycle Shock(s): Frequency-Band Estimation of the Number of Dynamic Factors	0	0	3	14	0	0	11	29
Total Working Papers	1	1	7	422	3	3	37	1,114

Journal Article	File Downloads				Abstract Views
Journal Article	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	1	64	0	1	4	262
ON MOMENT CONDITIONS FOR QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF MULTIVARIATE ARCH MODELS	0	0	0	21	0	0	2	87
Polynomial Cointegration Between Stationary Processes With Long Memory	0	0	0	18	0	0	3	67
Total Journal Articles	0	0	1	103	0	1	9	416

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Statistics updated 2025-07-04