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Marco Avarucci

This is information that was supplied by Marco Avarucci in registering through RePEc. If you are Marco Avarucci, you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Marco
Middle Name:
Last Name:Avarucci
RePEc Short-ID:pav24
Glasgow, United Kingdom

: 0141 330 4618
0141 330 4940
Adam Smith Building, Glasgow G12 8RT
RePEc:edi:dpglauk (more details at EDIRC)
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  1. Marco Avarucci & Eric Beutner & Paolo Zaffaroni, 2012. "On moment conditions for quasi-maximum likelihood estimation of multivariate ARCH models," DSS Empirical Economics and Econometrics Working Papers Series 2012/1, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
  2. Marco Avarucci & Domenico Marinucci, 2007. "Polynomial Cointegration between Stationary Processes with Long Memory," CEIS Research Paper 99, Tor Vergata University, CEIS.
  3. Marinucci, Domenico & Avarucci, Marco, 2005. "Polynomial cointegration among stationary processes with long memory," UC3M Working papers. Economics we055123, Universidad Carlos III de Madrid. Departamento de Economía.
  1. Avarucci, Marco & Beutner, Eric & Zaffaroni, Paolo, 2013. "On Moment Conditions For Quasi-Maximum Likelihood Estimation Of Multivariate Arch Models," Econometric Theory, Cambridge University Press, vol. 29(03), pages 545-566, June.
  2. Avarucci, Marco & Velasco, Carlos, 2009. "A Wald test for the cointegration rank in nonstationary fractional systems," Journal of Econometrics, Elsevier, vol. 151(2), pages 178-189, August.
  3. Marco Avarucci & Domenico Marinucci, 2007. "Polynomial Cointegration Between Stationary Processes With Long Memory," Journal of Time Series Analysis, Wiley Blackwell, vol. 28(6), pages 923-942, November.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (3) 2005-09-11 2007-07-13 2012-01-25
  2. NEP-ETS: Econometric Time Series (3) 2005-09-11 2007-07-13 2012-01-25
  3. NEP-ORE: Operations Research (1) 2012-01-25

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