← All authors Marco Avarucci University of Glasgow (from arXiv:1902.11181, 2019) · ORCID · OpenAlex
6 papers in scope · 5 published · 1 on the econ.EM arXiv · 52 citations · h-index 3 (over the papers listed here)
Papers (1 of 6)
Frequency-Band Estimation of the Number of Factors
published 2025 · Journal of the American Statistical Association · 9 citations · first circulated 2021
Robust Estimation of Large Panels with Factor Structures
published 2022 · Journal of the American Statistical Association · 1 citations
working paper 2019 · arXiv · 1 citations
ON MOMENT CONDITIONS FOR QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF MULTIVARIATE ARCH MODELS
published 2012 · Econometric Theory · 19 citations
A Wald test for the cointegration rank in nonstationary fractional systems
published 2009 · Journal of Econometrics · 22 citations
with Carlos Velasco
Polynomial Cointegration Between Stationary Processes With Long Memory
published 2007 · Journal of Time Series Analysis · first circulated 2006
with Domenico Marinucci
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
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