Sfoglia per Autore IACONE, FABRIZIO
Extracting information from asset prices : The methodology of EMU calculators
2000 C..A. Favero, F. Giavazzi, F. Iacone, G. Tabellini
Cointegration in fractional systems with deterministic trends
2005 P..M. Robinson, F. Iacone
A Semiparametric Analysis of the Term Structure of the US Interest Rates
2009 F. Iacone
Inflation control in central and eastern European countries
2009 F. Iacone, R. Orsi
Local Whittle estimation of the memory parameter in presence of deterministic components
2010 F. Iacone
First Stage Estimation of Fractional Cointegration
2012 J. Hualde, F. Iacone
Modelling the dynamics of a public health care system : Evidence from time-series data
2012 F. Iacone, S. Martin, L. Siciliani, P.C. Smith
On the behavior of fixed-b trend break tests under fractional integration
2013 F. Iacone, S.J. Leybourne, A.M.R. Taylor
Testing for a break in trend when the order of integration is unknown
2013 F. Iacone, S.J. Leybourne, A.M. Robert Taylor
A fixed- b test for a break in level at an unknown time under fractional integration
2014 F. Iacone, S.J. Leybourne, A.M. Robert Taylor
Small-b and Fixed-b Asymptotics for Weighted Covariance Estimation in Fractional Cointegration
2015 J. Hualde, F. Iacone
Spatial effects in a common trend model of US city-level CPI
2015 P. Burridge, F. Iacone, Å. Lazarovã
Revisiting inflation in the euro area allowing for long memory
2017 J. Hualde, F. Iacone
Fixed bandwidth asymptotics for the studentized mean of fractionally integrated processes
2017 J. Hualde, F. Iacone
Testing for a change in mean under fractional integration
2017 F. Iacone, S.J. Leybourne, A.M.R. Taylor
Fixed bandwidth inference for fractional cointegration
2019 J. Hualde, F. Iacone
Semiparametric detection of changes in long range dependence
2019 F. Iacone, S. Lazarova
Testing the order of fractional integration of a time series in the possible presence of a trend break at an unknown point
2019 F. Iacone, S. Leybourne, R. Taylor
Comparing predictive accuracy in small samples using fixed‐smoothing asymptotics
2020 L. Coroneo, F. Iacone
Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks
2022 F. Iacone, M. Nielsen, R. Taylor
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