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 | 1 | 15 | 289 |
| Frequency-band estimation of the number of factors detecting the main business cycle shocks | 0 | 0 | 1 | 35 | 1 | 2 | 10 | 72 |
| On moment conditions for quasi-maximum likelihood estimation of multivariate ARCH models | 0 | 0 | 0 | 136 | 0 | 1 | 22 | 404 |
| Polynomial Cointegration between Stationary Processes with Long Memory | 0 | 0 | 0 | 56 | 0 | 0 | 11 | 134 |
| Polynomial cointegration among stationary processes with long memory | 0 | 0 | 1 | 86 | 0 | 0 | 5 | 221 |
| Robust Nearly-Efficient Estimation of Large Panels with Factor Structures | 0 | 0 | 1 | 26 | 0 | 0 | 8 | 42 |
| The Main Business Cycle Shock(s): Frequency-Band Estimation of the Number of Dynamic Factors | 0 | 0 | 0 | 14 | 0 | 1 | 8 | 37 |
| Total Working Papers | 0 | 0 | 3 | 427 | 2 | 5 | 79 | 1,199 |
| 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 | 64 | 1 | 1 | 10 | 274 |
| ON MOMENT CONDITIONS FOR QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF MULTIVARIATE ARCH MODELS | 0 | 0 | 0 | 21 | 0 | 7 | 11 | 99 |
| Polynomial Cointegration Between Stationary Processes With Long Memory | 0 | 0 | 0 | 18 | 0 | 0 | 7 | 74 |
| Total Journal Articles | 0 | 0 | 0 | 103 | 1 | 8 | 28 | 447 |
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