Fabrizio Iacone

Available identifiers

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

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