2 citations · 2 across the 2 of their papers we have counts for
2 papers
econ.EM2019
Robust Nearly-Efficient Estimation of Large Panels with Factor Structures
Marco Avarucci, Paolo Zaffaroni
This paper studies estimation of linear panel regression models with heterogeneous coefficients, when both the regressors and the residual contain a possibly common, latent, factor…
math.ST2006★ 2 cited
Polynomial Cointegration among Stationary Processes with Long Memory
Marco Avarucci, Domenico Marinucci
n this paper we consider polynomial cointegrating relationships among stationary processes with long range dependence. We express the regression functions in terms of Hermite polyn…