Fabrizio Iacone

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks Journal of Business and Economic Statistics	2024-10-17	Paper
Testing the order of fractional integration of a time series in the possible presence of a trend break at an unknown point Econometric Theory	2019-12-11	Paper
Semiparametric detection of changes in long range dependence Journal of Time Series Analysis	2019-10-18	Paper
Fixed bandwidth inference for fractional cointegration Journal of Time Series Analysis	2019-07-30	Paper
Fixed bandwidth asymptotics for the Studentized mean of fractionally integrated processes Economics Letters	2018-09-11	Paper
Testing for a change in mean under fractional integration Journal of Time Series Econometrics	2018-02-07	Paper
Cointegration in fractional systems with deterministic trends Journal of Econometrics	2016-04-01	Paper
Small-\(b\) and fixed-\(b\) asymptotics for weighted covariance estimation in fractional cointegration Journal of Time Series Analysis	2015-06-29	Paper
A fixed-\(b\) test for a break in level at an unknown time under fractional integration Journal of Time Series Analysis	2014-12-10	Paper
Testing for a break in trend when the order of integration is unknown Journal of Econometrics	2014-04-04	Paper
On the behavior of fixed-\(b\) trend break tests under fractional integration Econometric Theory	2013-09-11	Paper
First stage estimation of fractional cointegration Journal of Time Series Econometrics	2013-06-14	Paper
Local Whittle estimation of the memory parameter in presence of deterministic components Journal of Time Series Analysis	2011-02-22	Paper

Research outcomes over time

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