Marco Avarucci
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Frequency-Band Estimation of the Number of Factors Journal of the American Statistical Association | 2026-08-27 | Paper |
| Robust Estimation of Large Panels with Factor Structures Journal of the American Statistical Association | 2024-01-08 | Paper |
| A Wald test for the cointegration rank in nonstationary fractional systems Journal of Econometrics | 2016-07-18 | Paper |
| On moment conditions for quasi-maximum likelihood estimation of multivariate ARCH models Econometric Theory | 2013-08-22 | Paper |
| Polynomial Cointegration Between Stationary Processes With Long Memory Journal of Time Series Analysis | 2008-06-18 | Paper |
Research outcomes over time
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