Marco Avarucci
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Person:2628843
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 |
|---|---|---|
| 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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