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
A wald test for the cointegration rank in nonstationary fractional systems 0 0 0 74 1 2 4 274
Frequency-band estimation of the number of factors detecting the main business cycle shocks 0 1 3 34 0 4 12 62
On moment conditions for quasi-maximum likelihood estimation of multivariate ARCH models 0 1 2 136 0 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 1 1 1 25 2 2 7 34
The Main Business Cycle Shock(s): Frequency-Band Estimation of the Number of Dynamic Factors 0 0 3 14 0 0 8 29
Total Working Papers 1 3 9 424 3 9 39 1,120


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 64 0 2 6 264
ON MOMENT CONDITIONS FOR QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF MULTIVARIATE ARCH MODELS 0 0 0 21 0 1 3 88
Polynomial Cointegration Between Stationary Processes With Long Memory 0 0 0 18 0 0 3 67
Total Journal Articles 0 0 1 103 0 3 12 419


Statistics updated 2025-09-05