EconPapers    
Economics at your fingertips  

EconPapers Home
About EconPapers

Working Papers
Journal Articles
Books and Chapters
Software Components

Authors

JEL codes
New Economics Papers

Advanced Search


EconPapers FAQ
Archive maintainers FAQ
Cookies at EconPapers

The RePEc blog
The RePEc plagiarism page

 

Details about Marco Avarucci

E-mail:
Homepage:http://www.gla.ac.uk/schools/business/staff/marcoavarucci/
Workplace:Department of Economics, Adam Smith Business School, University of Glasgow, (more information at EDIRC)

Access statistics for papers by Marco Avarucci.

Last updated 2013-07-15. Update your information in the RePEc Author Service.

Short-id: pav24

Jump to Journal Articles

Working Papers

2012

  1. On moment conditions for quasi-maximum likelihood estimation of multivariate ARCH models
    DSS Empirical Economics and Econometrics Working Papers Series, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome Downloads View citations (3)
    See also Journal Article in Econometric Theory (2013)

2007

  1. Polynomial Cointegration between Stationary Processes with Long Memory
    CEIS Research Paper, Tor Vergata University, CEIS Downloads View citations (2)
    See also Journal Article in Journal of Time Series Analysis (2007)

2005

  1. Polynomial cointegration among stationary processes with long memory
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía Downloads

Journal Articles

2013

  1. ON MOMENT CONDITIONS FOR QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF MULTIVARIATE ARCH MODELS
    Econometric Theory, 2013, 29, (03), 545-566 Downloads View citations (12)
    See also Working Paper (2012)

2009

  1. A Wald test for the cointegration rank in nonstationary fractional systems
    Journal of Econometrics, 2009, 151, (2), 178-189 Downloads View citations (10)

2007

  1. Polynomial Cointegration Between Stationary Processes With Long Memory
    Journal of Time Series Analysis, 2007, 28, (6), 923-942 Downloads View citations (2)
    See also Working Paper (2007)
The links between different versions of a paper are constructed automatically by matching on the titles.

Please contact if a link is incorrect.

Use this form to add links between versions where the titles do not match.

RePEc
This site is part of RePEc and all the data displayed here is part of the RePEc data set.

Is your work missing from RePEc? Here is how to contribute.

Questions or problems? Check the EconPapers FAQ or send mail to .

Örebro UniversityEconPapers is hosted by the Örebro University School of Business.

 
Page updated 2018-12-06