← All authors Stefano M. Iacus Joint Research Centre (from arXiv:2103.16894, 2021) · ORCID · OpenAlex
56 papers in scope · 56 published · 2 on the econ.EM arXiv · 8,138 citations · h-index 20 (over the papers listed here)
Papers (3 of 56)
Adaptive Elastic-Net estimation for sparse diffusion processes
published 2025 · Statistical Inference for Stochastic Processes · 1 citations · first circulated 2024
with Alessandro De Gregorio, Dario Frisardi, Francesco Iafrate
clarify: Simulation-Based Inference for Regression Models
published 2025 · The R Journal · 8 citations · first circulated 2023
with Noah Greifer, Steven Worthington, Gary King
Nowcasting tourist nights spent using innovative human mobility data
published 2023 · PLoS ONE · 2 citations
Search-and-rescue in the Central Mediterranean Route does not induce migration: Predictive modeling to answer causal queries in migration research
published 2023 · Scientific Reports · 20 citations
with Alejandra Rodríguez Sánchez, Julian Wucherpfennig, Ramona Rischke
Territorial differences in the spread of COVID-19 in European regions and US counties
published 2023 · PLoS ONE · 8 citations · first circulated 2021
The impact of air travel on the precocity and severity of COVID-19 deaths in sub-national areas across 45 countries
published 2022 · Scientific Reports · 16 citations
Forecasting asylum-related migration flows with machine learning and data at scale
published 2022 · Scientific Reports · 78 citations
with Marcello Carammia, Teddy Wilkin
published 2022 · Journal of Data Science · 3 citations · first circulated 2021
published 2021 · Transportation · 1 citations
Anomaly detection of mobile positioning data with applications to COVID-19 situational awareness
published 2021 · Japanese Journal of Statistics and Data Science · 7 citations · first circulated 2020
Measuring the impact of COVID-19 confinement measures on human mobility using mobile positioning data. A European regional analysis
published 2020 · Safety Science · 128 citations
Explaining the travelling behaviour of migrants using Facebook audience estimates
published 2020 · PLoS ONE · 5 citations
published 2020 · Safety Science · 358 citations
A Theory of Statistical Inference for Matching Methods in Causal Research
published 2018 · Political Analysis · 106 citations
with Gary King, Giuseppe Porro
Discrete‐Time Approximation of a Cogarch( p , q ) Model and its Estimation
published 2018 · Journal of Time Series Analysis · 6 citations · first circulated 2015
with Lorenzo Mercuri, Edit Rroji
Empirical $$L^2$$ L 2 -distance test statistics for ergodic diffusions
published 2018 · Statistical Inference for Stochastic Processes · 5 citations
with Alessandro De Gregorio
On penalized estimation for dynamical systems with small noise
published 2018 · Electronic Journal of Statistics
with Alessandro De Gregorio
Estimating the Causal Effect of Green Payments in Agriculture: The Coarsened Exact Matching
published 2018 · 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia
with Danilo Bertoni, Daniele Curzi, Alessandro Olper, D. Bertoni, D. Curzi, S. Iacus, A. Olper
Big Data and Social Science - A Practical Guide to Methods and Tools
published 2017 · Journal of Statistical Software · 51 citations
COGARCH ( p , q ) : Simulation and Inference with the yuima Package
published 2017 · Journal of Statistical Software · 26 citations
with Lorenzo Mercuri, Edit Rroji
Nash Optimal Party Positions: The nopp R Package
published 2017 · Journal of Statistical Software · 3 citations · first circulated 2012
with Luigi Curini
iSA: A fast, scalable and accurate algorithm for sentiment analysis of social media content
published 2016 · Information Sciences · 76 citations
with Andrea Cerón, Luigi Curini
EU regional unemployment as a transnational matter: An analysis via the Gompertz diffusion processs
published 2015 · Papers of the Regional Science Association · 4 citations
with Giuseppe Porro
Implementation of Lévy CARMA model in Yuima package
published 2015 · Computational Statistics · 24 citations · first circulated 2014
with Lorenzo Mercuri
Automated Data Collection with R - A Practical Guide to Web Scraping and Text Mining
published 2015 · Journal of Statistical Software · 11 citations
Does European Monetary Union make inflation dynamics more uniform?
published 2014 · Applied Economics Letters · 6 citations · first circulated 2013
with Giuseppe Porro
The YUIMA Project: A Computational Framework for Simulation and Inference of Stochastic Differential Equations
published 2014 · Journal of Statistical Software · 74 citations
On a family of test statistics for discretely observed diffusion processes
published 2013 · Journal of Multivariate Analysis · 12 citations · first circulated 2011
with Alessandro De Gregorio
Parameter estimation for the discretely observed fractional Ornstein–Uhlenbeck process and the Yuima R package
published 2012 · Computational Statistics · 83 citations · first circulated 2011
with Alexandre Brouste
ADAPTIVE LASSO-TYPE ESTIMATION FOR MULTIVARIATE DIFFUSION PROCESSES
published 2012 · Econometric Theory · 40 citations · first circulated 2010
with Alessandro De Gregorio, Angelica De Gregorio
Estimation for the change point of volatility in a stochastic differential equation
published 2011 · Stochastic Processes and their Applications · 2 citations
with Nakahiro Yoshida
Causal Inference without Balance Checking: Coarsened Exact Matching
published 2011 · Political Analysis · 3563 citations · first circulated 2008
with Gary King, Giuseppe Porro
The "yuima" package: an R framework for simulation and inference of stochastic differential equations (諸分野との協働による数理科学のフロンティア--RIMS研究集会報告集) -- (確率統計学における漸近的方法とその広がり)
published 2011 · 数理解析研究所講究録
no link
Multivariate Matching Methods That Are Monotonic Imbalance Bounding
published 2011 · Journal of the American Statistical Association · 996 citations · first circulated 2009
with Gary King, Giuseppe Porro
Least-squares change-point estimation for the telegraph process observed at discrete times
published 2010 · Statistics · 13 citations · first circulated 2007
with Alessandro De Gregorio
Numerical Analysis of Volatility Change Point Estimators for Discretely Sampled Stochastic Differential Equations
published 2010 · Economic Notes · 9 citations
with Nakahiro Yoshida
Divergences test statistics for discretely observed diffusion processes
published 2010 · Journal of Statistical Planning and Inference · 1 citations · first circulated 2008
with Alessandro De Gregorio
Cem: Coarsened Exact Matching in Stata
published 2009 · The Stata Journal Promoting communications on statistics and Stata · 1732 citations · first circulated 2008
with Matthew Blackwell, Gary King, Giuseppe Porro, Stefano Iacus
Clustering of discretely observed diffusion processes
published 2009 · Computational Statistics & Data Analysis · 13 citations · first circulated 2008
with Alessandro De Gregorio
cem : Software for Coarsened Exact Matching
published 2009 · Journal of Statistical Software · 425 citations
with Gary King, Giuseppe Porro
Estimation for the discretely observed telegraph process
published 2009 · Theory of Probability and Mathematical Statistics · 30 citations · first circulated 2006
with Norimasa Yoshida, Nakahiro Yoshida
On Rényi information for ergodic diffusion processes
published 2008 · Information Sciences · 20 citations · first circulated 2007
with A Degregorio, Alessandro De Gregorio
Random Recursive Partitioning: a matching method for the estimation of the average treatment effect
published 2008 · Journal of Applied Econometrics · 34 citations · first circulated 2004
with Giuseppe Porro
Parametric estimation for partially hidden diffusion processes sampled at discrete times
published 2008 · Stochastic Processes and their Applications · first circulated 2006
with Masayuki Uchida, Nakahiro Yoshida
Least Squares Volatility Change Point Estimation for Partially Observed Diffusion Processes
published 2008 · Communication in Statistics-Theory and Methods · 34 citations · first circulated 2007
with Alessandro De Gregorio
Invariant and Metric Free Proximities for Data Matching: An R Package
published 2008 · Journal of Statistical Software · 7 citations
with Giuseppe Porro
Parametric estimation for the standard and geometric telegraph process observed at discrete times
published 2007 · Statistical Inference for Stochastic Processes · 21 citations · first circulated 2006
with Alessandro De Gregorio
Missing data imputation, matching and other applications of random recursive partitioning
published 2006 · Computational Statistics & Data Analysis · 43 citations
with Giuseppe Porro
Il lavoro interinale in Italia. Analisi di un caso per riflettere sulle caratteristiche dell'offerta e sul comportamento degli operatori
published 2005 · Rivista di Politica Economica
with Giuseppe Porro
no link
Temporary Agency Workers in Italy: Alternative Techniques of Classification
published 2004 · Labour · 1 citations
with Giuseppe Porro, Andrea Vezzulli
Estimating unobservable signal by Markovian noise induction
published 2003 · Statistical Methods & Applications · 7 citations
with Ilia Negri
Statistical analysis of the inhomogeneous telegrapher's process
published 2001 · Statistics & Probability Letters
Efficient Estimation of Dynamical Systems
published 2000 · Studies in Nonlinear Dynamics and Econometrics · 17 citations · first circulated 1999
Semiparametric Estimation of the State of a Dynamical System with Small Noise
published 2000 · Statistical Inference for Stochastic Processes · 7 citations
Semiparametric estimation of a functional of the drift coefficient for a non-homogeneous dynamical system with small noise
published 2000 · Journal of nonparametric statistics
Semiparametric estimation of a functional of the drift coefficient of a dynamical system with small noise
published 1997 · Statistical Methods & Applications · 1 citations
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
Built from arXiv and OpenAlex. Supported by UKRI grant APP47921 (Martin Weidner, UCL · Francis J. DiTraglia, Oxford).