Research output per year
Research output per year
- 22 results
Search results
-
2024
Survey density forecast comparison in small samples
Coroneo, L., Iacone, F. & Profumo, F., 29 Aug 2024, In: International journal of forecasting. 40, 4, p. 1486-1504 19 p.Research output: Contribution to journal › Article › peer-review
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Testing for equal predictive accuracy with strong dependence
Coroneo, L. & Iacone, F., 4 Nov 2024, (Accepted/In press) In: International journal of forecasting.Research output: Contribution to journal › Article › peer-review
Open AccessFile -
2023
Testing the predictive accuracy of COVID-19 forecasts
Coroneo, L., Iacone, F., Paccagnini, A. & Santos Monteiro, P., 4 Mar 2023, (E-pub ahead of print) In: International journal of forecasting. 39, p. 606-622 17 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile -
2021
Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks
Iacone, F., Nielsen, M. & Taylor, A. M. R., 11 Mar 2021, (E-pub ahead of print) In: Journal of Business and Economic Statistics. 40, 2, p. 880-896Research output: Contribution to journal › Article › peer-review
Open AccessFile -
2020
Comparing predictive accuracy in small samples using fixed-smoothing asymptotic
Coroneo, L. & Iacone, F., 1 Jun 2020, In: Journal of Applied Econometrics. 35, 4, p. 391-405 19 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile -
2019
Fixed bandwidth inference for fractional cointegration
Hualde, J. & Iacone, F., Jul 2019, In: Journal of Time Series Analysis. 40, 4, p. 544–572 29 p., 40.Research output: Contribution to journal › Article › peer-review
Open AccessFile -
Semiparametric detection of changes in long range dependence
Iacone, F. & Lazarova, S., Sept 2019, In: Journal of Time Series Analysis. 40, 5, p. 693–706 14 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile -
Testing the order of fractional integration of a time series in the possible presence of a trend break at an unknown point
Iacone, F., Leybourne, S. J. & Taylor, A. M. R., Dec 2019, In: Econometric Theory. 35, p. 1201–1233 33 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile -
2017
Fixed bandwidth asymptotics for the studentized mean of fractionally integrated processes
Hualde, J. & Iacone, F., Jan 2017, In: Economics Letters. 150, p. 39-43 5 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile -
Revisiting inflation in the euro area allowing for long memory
Hualde, J. & Iacone, F., Jul 2017, In: Economics Letters. 156, p. 145-150 6 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile -
Testing for a change in mean under fractional integration
Iacone, F., Leybourne, S. & Taylor, A. M. R., Jan 2017, In: Journal of Time Series Econometrics. 1, 9, 8 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile -
2015
Small-b and fixed-b asymptotics for weighted covariance estimation in fractional cointegration
Hualde, J. & Iacone, F., Jul 2015, In: Journal of Time Series Analysis. 36, 4, p. 528-540 13 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile -
Spatial effects in a common trend model of US city-level CPI
Burridge, P., Iacone, F. & Lazarova, S., Sept 2015, In: Regional Science and Urban Economics. 54, p. 87-98 12 p.Research output: Contribution to journal › Article › peer-review
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2014
A Fixed-b Test for a Break in Level at an unknown time under Fractional Integration
Iacone, F., Leybourne, S. J. & Taylor, R. A. M., Jan 2014, In: Journal of Time Series Analysis. 35, 1, p. 40-54 15 p.Research output: Contribution to journal › Article › peer-review
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2013
On the behaviour of fixed-b trend break tests under fractional integration
Iacone, F., Leybourne, S. J. & Taylor, R. A. M., Apr 2013, In: Econometric Theory. 29, 2, p. 393-418 26 p.Research output: Contribution to journal › Article › peer-review
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Testing for a Break in Trend when the Order of Integration is Unknown
Iacone, F., Leybourne, S. & Taylor, R., Sept 2013, In: Journal of Econometrics. 176, 1, p. 30-45 16 p.Research output: Contribution to journal › Article › peer-review
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2012
First stage estimation of fractional cointegration
Hualde, J. & Iacone, F., May 2012, In: Journal of Time Series Econometrics. 4, 1, 32 p.Research output: Contribution to journal › Article › peer-review
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Modelling the dynamics of a public health care system: evidence from time-series data
Iacone, F., Martin, S., Siciliani, L. & Smith, P., Aug 2012, In: Applied Economics. 44, 23, p. 2955-2968 14 p.Research output: Contribution to journal › Article › peer-review
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2010
Local Whittle estimation of the memory parameter in presence of deterministic components
Iacone, F., Jan 2010, In: Journal of Time Series Analysis. 31, 1, p. 37-49 13 p.Research output: Contribution to journal › Article › peer-review
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2009
A Semiparametric Analysis of the Term Structure of the US Interest Rates
Iacone, F., Aug 2009, In: Oxford Bulletin of Economics and Statistics. 71, 4, p. 475-490 16 p.Research output: Contribution to journal › Article › peer-review
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2005
Cointegration in Fractional Systems with Deterministic Trends
Robinson, P. M. & Iacone, F., 2005, In: Journal of Econometrics. 129, 1-2, p. 263-298 35 p.Research output: Contribution to journal › Article › peer-review
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2000
Extracting information from asset prices: the methodology of EMU calculators
Favero, C., Giavazzi, F., Iacone, F. & Tabellini, G., 2000, In: European Economic Review. 44, p. 1607-1632 26 p.Research output: Contribution to journal › Article › peer-review