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 1 129 2 4 14 328
Polynomial Cointegration between Stationary Processes with Long Memory 0 0 0 56 0 0 0 116
Polynomial cointegration among stationary processes with long memory 0 0 0 84 0 0 3 209
Total Working Papers 0 0 1 269 2 4 17 653


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 1 61 0 0 16 243
ON MOMENT CONDITIONS FOR QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF MULTIVARIATE ARCH MODELS 0 0 0 20 0 0 5 74
Polynomial Cointegration Between Stationary Processes With Long Memory 0 0 0 18 0 0 0 63
Total Journal Articles 0 0 1 99 0 0 21 380


Statistics updated 2020-07-04