Items where authors include "Iacone, Fabrizio"

Article

Coroneo, Laura orcid.org/0000-0001-5740-9315, Iacone, Fabrizio orcid.org/0000-0002-2681-9036 and Profumo, Fabio orcid.org/0000-0001-7742-9532 (2023) Survey density forecast comparison in small samples. International journal of forecasting. ISSN 0169-2070 (In Press)

Coroneo, Laura orcid.org/0000-0001-5740-9315, Iacone, Fabrizio orcid.org/0000-0002-2681-9036, Paccagnini, Alessia et al. (1 more author) (2023) Testing the predictive accuracy of COVID-19 forecasts. International journal of forecasting. pp. 606-622. ISSN 0169-2070

Iacone, Fabrizio orcid.org/0000-0002-2681-9036, Nielsen, Morten and Taylor, A. M. Robert (2021) Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks. Journal of Business and Economic Statistics. pp. 880-896. ISSN 0735-0015

Coroneo, Laura orcid.org/0000-0001-5740-9315 and Iacone, Fabrizio orcid.org/0000-0002-2681-9036 (2020) Comparing predictive accuracy in small samples using fixed-smoothing asymptotic. Journal of Applied Econometrics. pp. 391-405. ISSN 0883-7252

Iacone, Fabrizio orcid.org/0000-0002-2681-9036, Leybourne, Stephen J. and Taylor, A. M. Robert (2019) Testing the order of fractional integration of a time series in the possible presence of a trend break at an unknown point. Econometric Theory. 1201–1233. ISSN 0266-4666

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. 693–706. ISSN 1467-9892

Hualde, Javier and Iacone, Fabrizio orcid.org/0000-0002-2681-9036 (2019) Fixed bandwidth inference for fractional cointegration. Journal of Time Series Analysis. 40. 544–572. ISSN 1467-9892

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. pp. 39-43. 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.