Details about Marco Avarucci
Access statistics for papers by Marco Avarucci.
Last updated 2022-12-25. Update your information in the RePEc Author Service.
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- Frequency-band estimation of the number of factors detecting the main business cycle shocks
Working Papers, Business School - Economics, University of Glasgow
- The Main Business Cycle Shock(s): Frequency-Band Estimation of the Number of Dynamic Factors
CEPR Discussion Papers, C.E.P.R. Discussion Papers
- Robust Nearly-Efficient Estimation of Large Panels with Factor Structures
- 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 View citations (3)
See also Journal Article in Econometric Theory (2013)
- A wald test for the cointegration rank in nonstationary fractional systems
Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR)
See also Journal Article in Journal of Econometrics (2009)
- Polynomial Cointegration between Stationary Processes with Long Memory
CEIS Research Paper, Tor Vergata University, CEIS View citations (2)
See also Journal Article in Journal of Time Series Analysis (2007)
- Polynomial cointegration among stationary processes with long memory
UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía
- ON MOMENT CONDITIONS FOR QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF MULTIVARIATE ARCH MODELS
Econometric Theory, 2013, 29, (3), 545-566 View citations (15)
See also Working Paper (2012)
- A Wald test for the cointegration rank in nonstationary fractional systems
Journal of Econometrics, 2009, 151, (2), 178-189 View citations (15)
See also Working Paper (2008)
- Polynomial Cointegration Between Stationary Processes With Long Memory
Journal of Time Series Analysis, 2007, 28, (6), 923-942 View citations (2)
See also Working Paper (2007)
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