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 2 122 2 4 11 300
Polynomial Cointegration between Stationary Processes with Long Memory 0 0 0 55 0 1 1 115
Polynomial cointegration among stationary processes with long memory 0 0 1 84 0 1 3 203
Total Working Papers 0 0 3 261 2 6 15 618


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 0 58 0 2 3 214
ON MOMENT CONDITIONS FOR QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF MULTIVARIATE ARCH MODELS 0 0 4 19 0 0 6 64
Polynomial Cointegration Between Stationary Processes With Long Memory 0 0 0 18 0 0 0 61
Total Journal Articles 0 0 4 95 0 2 9 339


Statistics updated 2017-12-03