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	5	11	281
Frequency-band estimation of the number of factors detecting the main business cycle shocks	1	1	2	35	3	3	10	65
On moment conditions for quasi-maximum likelihood estimation of multivariate ARCH models	0	0	1	136	5	8	11	390
Polynomial Cointegration between Stationary Processes with Long Memory	0	0	0	56	2	4	6	127
Polynomial cointegration among stationary processes with long memory	0	0	0	85	1	1	3	217
Robust Nearly-Efficient Estimation of Large Panels with Factor Structures	0	0	1	25	1	3	10	37
The Main Business Cycle Shock(s): Frequency-Band Estimation of the Number of Dynamic Factors	0	0	1	14	0	0	5	30
Total Working Papers	1	1	5	425	13	24	56	1,147

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	0	64	1	2	8	267
ON MOMENT CONDITIONS FOR QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF MULTIVARIATE ARCH MODELS	0	0	0	21	1	2	5	90
Polynomial Cointegration Between Stationary Processes With Long Memory	0	0	0	18	1	2	5	69
Total Journal Articles	0	0	0	103	3	6	18	426

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Statistics updated 2026-01-09