← All authors Fabrizio Iacone University of York (from arXiv:2405.11954, 2024) · ORCID · OpenAlex
24 papers in scope · 24 published · 2 on the econ.EM arXiv · 233 citations · h-index 8 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Laura Coroneo Josef Schreiner Michael Pfarrhofer Luca Onorante Florian Huber Gary Koop Serena Ng Niko Hauzenberger Rubén Loaiza-Maya Luca Rossini Gregor Kastner Sofia Rafaela Maito Velasco David J. Kohns Massimiliano Marcellino Worapree Maneesoonthorn John M. Maheu Joshua C. C. Chan Sylvia Frühwirth-Schnatter Philippe Goulet Coulombe Nattapol Aunsri Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (2 of 24)
published 2025 · Econometrics Journal · first circulated 2024
Nonparametric Detection of a Time‐Varying Mean
published 2025 · Journal of Time Series Analysis · 1 citations
published 2024 · International Journal of Forecasting · 5 citations
Survey density forecast comparison in small samples
published 2024 · International Journal of Forecasting · 2 citations · first circulated 2023
Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks
published 2021 · Journal of Business and Economic Statistics · 3 citations
Testing the Predictive Accuracy of COVID-19 Forecasts
published 2021 · International Journal of Forecasting · 1 citations
Comparing predictive accuracy in small samples using fixed‐smoothing asymptotics
published 2020 · Journal of Applied Econometrics · 47 citations · first circulated 2016
Fixed Bandwidth Inference for Fractional Cointegration
published 2019 · Journal of Time Series Analysis · 2 citations
Semiparametric Detection of Changes in Long Range Dependence
published 2019 · Journal of Time Series Analysis · 4 citations · first circulated 2017
with Štěpána Lazarová
TESTING THE ORDER OF FRACTIONAL INTEGRATION OF A TIME SERIES IN THE POSSIBLE PRESENCE OF A TREND BREAK AT AN UNKNOWN POINT
published 2018 · Econometric Theory · 7 citations · first circulated 2017
Revisiting inflation in the euro area allowing for long memory
published 2017 · Economics Letters · 5 citations
Fixed bandwidth asymptotics for the studentized mean of fractionally integrated processes
published 2016 · Economics Letters · 12 citations
Testing for a Change in Mean under Fractional Integration
published 2016 · Journal of Time Series Econometrics · 4 citations
Spatial effects in a common trend model of US city-level CPI
published 2015 · Regional Science and Urban Economics · 2 citations
with Peter Burridge, Štěpána Lazarová
Small‐ b and Fixed‐ b Asymptotics for Weighted Covariance Estimation in Fractional Cointegration
published 2015 · Journal of Time Series Analysis · 1 citations
A FIXED‐ b TEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION
published 2013 · Journal of Time Series Analysis · 15 citations
Testing for a break in trend when the order of integration is unknown
published 2013 · Journal of Econometrics · 14 citations
ON THE BEHAVIOR OF FIXED-b TREND BREAK TESTS UNDER FRACTIONAL INTEGRATION
published 2012 · Econometric Theory · 6 citations · first circulated 2011
First Stage Estimation of Fractional Cointegration
published 2012 · Journal of Time Series Econometrics · 3 citations
Modelling the dynamics of a public health care system: evidence from time-series data
published 2011 · Applied Economics · 4 citations · first circulated 2007
with Steve Martin, Luigi Siciliani, Peter Smith
Local Whittle estimation of the memory parameter in presence of deterministic components
published 2009 · Journal of Time Series Analysis · 37 citations
A Semiparametric Analysis of the Term Structure of the US Interest Rates*
published 2009 · Oxford Bulletin of Economics and Statistics · 12 citations
Cointegration in fractional systems with deterministic trends
published 2004 · Journal of Econometrics · 27 citations
with Peter M. Robinson
Extracting information from asset prices: The methodology of EMU calculators
published 2000 · European Economic Review · 19 citations · first circulated 1997
with Carlo A. Favero, Francesco Giavazzi, Guido Tabellini
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