Details about Stefano Maria Iacus

Access statistics for papers by Stefano Maria Iacus.

Last updated 2009-10-08. Update your information in the RePEc Author Service.

Short-id: pia3

Working Papers

2009

1. Pseudo phi-divergence test statistics and multidimensional Ito processes
   UNIMI - Research Papers in Economics, Business, and Statistics, Universitá degli Studi di Milano

2008

2. Analisi di secondo livello del questionario E-Learning CTU
   Departemental Working Papers, Department of Economics University of Milan Italy
3. Clustering of discretely observed diffusion processes
   UNIMI - Research Papers in Economics, Business, and Statistics, Universitá degli Studi di Milano
   Also in Quantitative Finance Papers, arXiv.org (2008)
4. Divergences Test Statistics for Discretely Observed Diffusion Processes
   UNIMI - Research Papers in Economics, Business, and Statistics, Universitá degli Studi di Milano
5. Matching for Causal Inference Without Balance Checking
   UNIMI - Research Papers in Economics, Business, and Statistics, Universitá degli Studi di Milano

2007

6. Change point estimation for the telegraph process observed at discrete times
   UNIMI - Research Papers in Economics, Business, and Statistics, Universitá degli Studi di Milano
   Also in Quantitative Finance Papers, arXiv.org (2007)
7. Least squares volatility change point estimation for partially observed diffusion processes
   UNIMI - Research Papers in Economics, Business, and Statistics, Universitá degli Studi di Milano
8. Rényi information for ergodic diffusion processes
   UNIMI - Research Papers in Economics, Business, and Statistics, Universitá degli Studi di Milano
9. School grades and students' achievement: how to identify grading standards and measure their effects
   UNIMI - Research Papers in Economics, Business, and Statistics, Universitá degli Studi di Milano

2006

10. Estimation for the discretely observed telegraph process
    UNIMI - Research Papers in Economics, Business, and Statistics, Universitá degli Studi di Milano View citations
11. IFSM representation of Brownian motion with applications to simulation
    UNIMI - Research Papers in Economics, Business, and Statistics, Universitá degli Studi di Milano
12. Missing data imputation, classification, prediction and average treatment effect estimation via Random Recursive Partitioning
    UNIMI - Research Papers in Economics, Business, and Statistics, Universitá degli Studi di Milano
13. Parametric estimation for partially hidden diffusion processes sampled at discrete times
    UNIMI - Research Papers in Economics, Business, and Statistics, Universitá degli Studi di Milano
14. Parametric estimation for the standard and the geometric telegraph process observed at discrete times
    UNIMI - Research Papers in Economics, Business, and Statistics, Universitá degli Studi di Milano
15. Random recursive partitioning: a matching method for the estimation of the average treatment effect
    UNIMI - Research Papers in Economics, Business, and Statistics, Universitá degli Studi di Milano
    See also Journal Article in Journal of Applied Econometrics (2009)

2004

16. Average treatment effect estimation via random recursive partitioning
    Departemental Working Papers, Department of Economics University of Milan Italy
17. Formazione e percorsi lavorativi dei laureati dell'Università degli Studi di Milano (IIa edizione: laureati 1999)
    Departemental Working Papers, Department of Economics University of Milan Italy View citations

2002

18. Approximating distribution functions by iterated function systems
    Departemental Working Papers, Department of Economics University of Milan Italy View citations
19. Il lavoro interinale in Italia: uno sguardo all'offerta
    Departemental Working Papers, Department of Economics University of Milan Italy View citations
20. Nonparametric estimation of distribution and density functions in presence of missing data: an IFS approach
    Departemental Working Papers, Department of Economics University of Milan Italy
21. On fractal distribution function estimation and applications
    Departemental Working Papers, Department of Economics University of Milan Italy

2001

22. Statistic analysis of stochastic resonance with ergodic diffusion noise
    Departemental Working Papers, Department of Economics University of Milan Italy
23. Statistical analysis of the inhomogeneous telegrapher's process
    Departemental Working Papers, Department of Economics University of Milan Italy
    See also Journal Article in Statistics & Probability Letters (2001)

2000

24. Semiparametric hypotheses testing for dynamical system with small noise
    Departemental Working Papers, Department of Economics University of Milan Italy

1999

25. Efficient Estimation of Dynamical systems
    Departemental Working Papers, Department of Economics University of Milan Italy View citations

Journal Articles

2009

1. Random Recursive Partitioning: a matching method for the estimation of the average treatment effect
   Journal of Applied Econometrics, 2009, 24, (1), 163-185
   See also Working Paper (2006)

2008

2. Parametric estimation for the standard and geometric telegraph process observed at discrete times
   Statistical Inference for Stochastic Processes, 2008, 11, (3), 249-263

2007

3. Missing data imputation, matching and other applications of random recursive partitioning
   Computational Statistics & Data Analysis, 2007, 52, (2), 773-789 View citations

2004

4. Temporary Agency Workers in Italy: Alternative Techniques of Classification
   LABOUR, 2004, 18, (4), 699-725

2001

5. Statistical analysis of the inhomogeneous telegrapher's process
   Statistics & Probability Letters, 2001, 55, (1), 83-88
   See also Working Paper (2001)

2000

6. Semiparametric Estimation of the State of a Dynamical System with Small Noise
   Statistical Inference for Stochastic Processes, 2000, 3, (3), 277-288 View citations