| A Wald test for the cointegration rank in nonstationary fractional systems M Avarucci, C Velasco Journal of Econometrics 151 (2), 178-189, 2009 | 27 | 2009 |
| On moment conditions for quasi-maximum likelihood estimation of multivariate ARCH models M Avarucci, E Beutner, P Zaffaroni Econometric Theory 29 (3), 545-566, 2013 | 24 | 2013 |
| The main business cycle shock (s): Frequency-band estimation of the number of dynamic factors M Avarucci, M Cavicchioli, M Forni, P Zaffaroni CEPR Discussion Paper No. DP17281, 2022 | 10 | 2022 |
| Three essays on fractional cointegration M Avarucci PhD Thesis, University of Rome VTor VergataV, 2007 | 10 | 2007 |
| Polynomial cointegration between stationary processes with long memory M Avarucci, D Marinucci Journal of Time Series Analysis 28 (6), 923-942, 2007 | 6 | 2007 |
| Generalized least squares estimation of panel with common shocks M Avarucci, P Zafaroni Working paper, Imperial College London, 2012 | 2 | 2012 |
| Robust Nearly-Efficient Estimation of Large Panels with Factor Structures M Avarucci, P Zaffaroni arXiv preprint arXiv:1902.11181, 2019 | 1 | 2019 |
| Robust Estimation of Large Panels with Factor Structures M Avarucci, P Zaffaroni Journal of the American Statistical Association 118 (544), 2394-2405, 2023 | | 2023 |
| Frequency-band estimation of the number of factors detecting the main business cycle shocks M Avarucci, M Cavicchiol, M Forni, P Zaffaroni Adam Smith Business School, 2022 | | 2022 |
| A Wald test for the cointegration rank in nonstationary fractional systems C Velasco, M Avarucci Elsevier, 2009 | | 2009 |
| Polynomial cointegration between stationary processes with long memory D Marinucci, M Avarucci CEIS Tor Vergata Research Paper; 100, 2007 | | 2007 |
| Polynomial cointegration among stationary processes with long memory M Avarucci, D Marinucci | | 2005 |
| Non-linear fractional cointegration M Avarucci | | 2004 |
