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Number of items: 9.

Article

Hualde, Javier and Iacone, Fabrizio orcid.org/0000-0002-2681-9036 (2019) Fixed bandwidth inference for fractional cointegration. Journal of Time Series Analysis. ISSN 1467-9892

Iacone, Fabrizio orcid.org/0000-0002-2681-9036 and Lazarova, Stepana (2019) Semiparametric detection of changes in long range dependence. Journal of Time Series Analysis. JTSA-4555.R1. ISSN 1467-9892

Iacone, Fabrizio orcid.org/0000-0002-2681-9036, Leybourne, Stephen J. and Taylor, A. M. Robert (2018) Testing the order of fractional integration of a time series in the possible presence of a trend break at an unknown point. Econometric Theory. ISSN 0266-4666

Hualde, Javier and Iacone, Fabrizio orcid.org/0000-0002-2681-9036 (2017) Revisiting inflation in the euro area allowing for long memory. Economics Letters. pp. 145-150. ISSN 0165-1765

Hualde, Javier and Iacone, Fabrizio orcid.org/0000-0002-2681-9036 (2017) Fixed bandwidth asymptotics for the studentized mean of fractionally integrated processes. Economics Letters. ISSN 0165-1765

Iacone, Fabrizio orcid.org/0000-0002-2681-9036, Leybourne, Stephen and Taylor, A M Robert (2017) Testing for a change in mean under fractional integration. Journal of Time Series Econometrics. ISSN 1941-1928

Hualde, Javier and Iacone, Fabrizio orcid.org/0000-0002-2681-9036 (2015) Small-b and fixed-b asymptotics for weighted covariance estimation in fractional cointegration. Journal of Time Series Analysis. pp. 528-540. ISSN 1467-9892

Monograph

Iacone, Fabrizio orcid.org/0000-0002-2681-9036, Martin, Stephen, Siciliani, Luigi orcid.org/0000-0003-1739-7289 et al. (1 more author) (2017) Modelling the Dynamics of a Public Health Care System : Evidence from Time-Series Data. Discussion Paper. CHE Research Paper . Centre for Health Economics, University of York , York, UK.

Coroneo, Laura orcid.org/0000-0001-5740-9315 and Iacone, Fabrizio orcid.org/0000-0002-2681-9036 (2015) Comparing predictive accuracy in small samples. Discussion Paper. Discussion Paper in Economics . Department of Economics and Related Studies, University of York

This list was generated on Mon Aug 19 05:29:10 2019 BST.