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	3	6	10	280
Frequency-band estimation of the number of factors detecting the main business cycle shocks	0	0	1	34	0	0	9	62
On moment conditions for quasi-maximum likelihood estimation of multivariate ARCH models	0	0	1	136	1	3	6	385
Polynomial Cointegration between Stationary Processes with Long Memory	0	0	0	56	2	2	4	125
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	1	25	1	2	9	36
The Main Business Cycle Shock(s): Frequency-Band Estimation of the Number of Dynamic Factors	0	0	2	14	0	1	6	30
Total Working Papers	0	0	5	424	7	14	46	1,134

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	7	266
ON MOMENT CONDITIONS FOR QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF MULTIVARIATE ARCH MODELS	0	0	0	21	1	1	4	89
Polynomial Cointegration Between Stationary Processes With Long Memory	0	0	0	18	1	1	4	68
Total Journal Articles	0	0	0	103	3	4	15	423

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Statistics updated 2025-12-06