Concepedia
Statistics
Publications
9
Citations
196
H-Index
Active since
1998
Affiliations
University of York(Current)
Centre for Economic Policy Research
Bocconi University
University of Essex
London School of Economics and Political Science
Fabrizio Iacone is an author at University of York specializing in econometrics, economics, and time series analysis.
Publications per year
1998–2020
Comparing predictive accuracy in small samples using fixed‐smoothing asymptotics
Laura Coroneo, Fabrizio Iacone · Journal of Applied Econometrics · 2020 · 47 citations · Full text
Business, Business Economics, Economics +17
Local Whittle estimation of the memory parameter in presence of deterministic components
Fabrizio Iacone · Journal of Time Series Analysis · 2009 · 37 citations
Natural Sciences, Mathematics, Probability Theory +10
Cointegration in fractional systems with deterministic trends
Peter M. Robinson, Fabrizio Iacone · Journal of Econometrics · 2004 · 27 citations
Social Sciences, Economics, Mathematics +10
Extracting information from asset prices: The methodology of EMU calculators
Carlo A. Favero, Francesco Giavazzi, Fabrizio Iacone et al. · European Economic Review · 2000 · 19 citations
Business, Economics, Finance +12
A FIXED‐ <i>b</i> TEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION
Fabrizio Iacone, Stephen J. Leybourne, Robert Taylor · Journal of Time Series Analysis · 2013 · 15 citations
Computing, Economics, Econometrics +9
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