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 0 0 3 272
Frequency-band estimation of the number of factors detecting the main business cycle shocks 0 0 2 33 0 0 8 58
On moment conditions for quasi-maximum likelihood estimation of multivariate ARCH models 0 0 1 135 0 0 3 381
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 0 0 0 24 0 1 5 32
The Main Business Cycle Shock(s): Frequency-Band Estimation of the Number of Dynamic Factors 0 1 3 14 0 1 11 29
Total Working Papers 0 1 6 421 0 2 34 1,111


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 1 1 4 262
ON MOMENT CONDITIONS FOR QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF MULTIVARIATE ARCH MODELS 0 0 0 21 0 0 2 87
Polynomial Cointegration Between Stationary Processes With Long Memory 0 0 0 18 0 0 3 67
Total Journal Articles 0 0 1 103 1 1 9 416


Statistics updated 2025-06-06