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Details about Stefano Maria Iacus

E-mail:
Phone:+39 02 503 21461
Postal address:Department of Economics, Management and Quantitative Methods, Via Conservatorio 7, I-20123 Milan - Italy
Workplace:Dipartimento di Economia, Management e Metodi Quantitativi (DEMM) (Department of Economics, Management and Quantitative Methods), Università degli Studi di Milano (University of Milan), (more information at EDIRC)

Access statistics for papers by Stefano Maria Iacus.

Last updated 2019-01-22. Update your information in the RePEc Author Service.

Short-id: pia3


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Working Papers

2018

  1. Estimating the Causal Effect of Green Payments in Agriculture: The Coarsened Exact Matching
    2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia, International Association of Agricultural Economists View citations (1)

2016

  1. Expo Milano 2015: Legacies in Tweets
    2016 International European Forum (151st EAAE Seminar), February 15-19, 2016, Innsbruck-Igls, Austria, International European Forum on System Dynamics and Innovation in Food Networks Downloads

2013

  1. Taxpaying response of small firms to an increased probability of audit: some evidence from Italy
    Working Papers, University of Milano-Bicocca, Department of Economics Downloads View citations (4)

2011

  1. On a family of test statistics for discretely observed diffusion processes
    UNIMI - Research Papers in Economics, Business, and Statistics, Universitá degli Studi di Milano Downloads View citations (1)
    See also Journal Article in Journal of Multivariate Analysis (2013)

2010

  1. Adaptive LASSO-type estimation for ergodic diffusion processes
    UNIMI - Research Papers in Economics, Business, and Statistics, Universitá degli Studi di Milano Downloads
  2. CEM: Coarsened Exact Matching in Stata
    BOS10 Stata Conference, Stata Users Group Downloads View citations (8)
    See also Journal Article in Stata Journal (2009)
  3. On Lasso-type estimation for dynamical systems with small noise
    UNIMI - Research Papers in Economics, Business, and Statistics, Universitá degli Studi di Milano Downloads

2009

  1. Estimation for the change point of the volatility in a stochastic differential equation
    UNIMI - Research Papers in Economics, Business, and Statistics, Universitá degli Studi di Milano Downloads
  2. Multivariate Matching Methods That are Monotonic Imbalance Bounding
    UNIMI - Research Papers in Economics, Business, and Statistics, Universitá degli Studi di Milano Downloads View citations (7)
    See also Journal Article in Journal of the American Statistical Association (2011)
  3. Pseudo phi-divergence test statistics and multidimensional Ito processes
    UNIMI - Research Papers in Economics, Business, and Statistics, Universitá degli Studi di Milano Downloads

2008

  1. Clustering of discretely observed diffusion processes
    UNIMI - Research Papers in Economics, Business, and Statistics, Universitá degli Studi di Milano Downloads
    Also in Papers, arXiv.org (2008) Downloads

    See also Journal Article in Computational Statistics & Data Analysis (2010)
  2. Divergences Test Statistics for Discretely Observed Diffusion Processes
    UNIMI - Research Papers in Economics, Business, and Statistics, Universitá degli Studi di Milano Downloads
  3. Matching for Causal Inference Without Balance Checking
    UNIMI - Research Papers in Economics, Business, and Statistics, Universitá degli Studi di Milano Downloads View citations (22)

2007

  1. Change point estimation for the telegraph process observed at discrete times
    Papers, arXiv.org Downloads View citations (1)
    Also in UNIMI - Research Papers in Economics, Business, and Statistics, Universitá degli Studi di Milano (2007) Downloads
  2. Least squares volatility change point estimation for partially observed diffusion processes
    UNIMI - Research Papers in Economics, Business, and Statistics, Universitá degli Studi di Milano Downloads
  3. Rényi information for ergodic diffusion processes
    UNIMI - Research Papers in Economics, Business, and Statistics, Universitá degli Studi di Milano Downloads
  4. 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 Downloads View citations (3)

2006

  1. Estimation for the discretely observed telegraph process
    UNIMI - Research Papers in Economics, Business, and Statistics, Universitá degli Studi di Milano Downloads View citations (2)
  2. IFSM representation of Brownian motion with applications to simulation
    UNIMI - Research Papers in Economics, Business, and Statistics, Universitá degli Studi di Milano Downloads
  3. 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 Downloads
  4. Parametric estimation for partially hidden diffusion processes sampled at discrete times
    UNIMI - Research Papers in Economics, Business, and Statistics, Universitá degli Studi di Milano Downloads
    See also Journal Article in Stochastic Processes and their Applications (2009)
  5. 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 Downloads
  6. 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 Downloads View citations (2)
    See also Journal Article in Journal of Applied Econometrics (2009)

Journal Articles

2018

  1. Discrete‐Time Approximation of a Cogarch(p,q) Model and its Estimation
    Journal of Time Series Analysis, 2018, 39, (5), 787-809 Downloads

2017

  1. Big Data and Social Science - A Practical Guide to Methods and Tools
    Journal of Statistical Software, 2017, 078, (b02) Downloads
  2. COGARCH(p, q): Simulation and Inference with the yuima Package
    Journal of Statistical Software, 2017, 080, (i04) Downloads

2015

  1. Automated Data Collection with R - A Practical Guide to Web Scraping and Text Mining
    Journal of Statistical Software, 2015, 068, (b03) Downloads
  2. EU regional unemployment as a transnational matter: An analysis via the Gompertz diffusion processs
    Papers in Regional Science, 2015, 94, (4), 703-726 Downloads View citations (1)
  3. Implementation of Lévy CARMA model in Yuima package
    Computational Statistics, 2015, 30, (4), 1111-1141 Downloads View citations (1)
  4. Measuring Idiosyncratic Happiness Through the Analysis of Twitter: An Application to the Italian Case
    Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, 2015, 121, (2), 525-542 Downloads View citations (3)

2014

  1. Does European Monetary Union make inflation dynamics more uniform?
    Applied Economics Letters, 2014, 21, (6), 391-396 Downloads View citations (1)
  2. The YUIMA Project: A Computational Framework for Simulation and Inference of Stochastic Differential Equations
    Journal of Statistical Software, 2014, 057, (i04) Downloads View citations (8)

2013

  1. On a family of test statistics for discretely observed diffusion processes
    Journal of Multivariate Analysis, 2013, 122, (C), 292-316 Downloads
    See also Working Paper (2011)
  2. Parameter estimation for the discretely observed fractional Ornstein–Uhlenbeck process and the Yuima R package
    Computational Statistics, 2013, 28, (4), 1529-1547 Downloads

2012

  1. ADAPTIVE LASSO-TYPE ESTIMATION FOR MULTIVARIATE DIFFUSION PROCESSES
    Econometric Theory, 2012, 28, (04), 838-860 Downloads View citations (3)
  2. Causal Inference without Balance Checking: Coarsened Exact Matching
    Political Analysis, 2012, 20, (01), 1-24 Downloads View citations (129)
  3. Estimation for the change point of volatility in a stochastic differential equation
    Stochastic Processes and their Applications, 2012, 122, (3), 1068-1092 Downloads View citations (2)

2011

  1. Multivariate Matching Methods That Are Monotonic Imbalance Bounding
    Journal of the American Statistical Association, 2011, 106, (493), 345-361 Downloads View citations (93)
    See also Working Paper (2009)
  2. Teachers' evaluations and students' achievement: a 'deviation from the reference' analysis
    Education Economics, 2011, 19, (2), 139-159 Downloads

2010

  1. Clustering of discretely observed diffusion processes
    Computational Statistics & Data Analysis, 2010, 54, (2), 598-606 Downloads View citations (4)
    See also Working Paper (2008)
  2. Numerical Analysis of Volatility Change Point Estimators for Discretely Sampled Stochastic Differential Equations
    Economic Notes, 2010, 39, (s1), 107-127 Downloads View citations (2)

2009

  1. Parametric estimation for partially hidden diffusion processes sampled at discrete times
    Stochastic Processes and their Applications, 2009, 119, (5), 1580-1600 Downloads View citations (2)
    See also Working Paper (2006)
  2. Random Recursive Partitioning: a matching method for the estimation of the average treatment effect
    Journal of Applied Econometrics, 2009, 24, (1), 163-185 Downloads View citations (10)
    See also Working Paper (2006)
  3. cem: Coarsened exact matching in Stata
    Stata Journal, 2009, 09, (4), 23 Downloads View citations (86)
    Also in Stata Journal, 2009, 9, (4), 524-546 (2009) Downloads View citations (113)

    See also Working Paper (2010)
  4. cem: Software for Coarsened Exact Matching
    Journal of Statistical Software, 2009, 030, (i09) Downloads View citations (108)

2008

  1. Invariant and Metric Free Proximities for Data Matching: An R Package
    Journal of Statistical Software, 2008, 025, (i11) Downloads View citations (1)
  2. Parametric estimation for the standard and geometric telegraph process observed at discrete times
    Statistical Inference for Stochastic Processes, 2008, 11, (3), 249-263 Downloads View citations (1)

2007

  1. Missing data imputation, matching and other applications of random recursive partitioning
    Computational Statistics & Data Analysis, 2007, 52, (2), 773-789 Downloads View citations (7)

2005

  1. Il lavoro interinale in Italia. Analisi di un caso per riflettere sulle caratteristiche dell'offerta e sul comportamento degli operatori
    Rivista di Politica Economica, 2005, 95, (2), 123-154 Downloads

2004

  1. Temporary Agency Workers in Italy: Alternative Techniques of Classification
    LABOUR, 2004, 18, (4), 699-725 Downloads View citations (2)

2003

  1. Estimating unobservable signal by Markovian noise induction
    Statistical Methods & Applications, 2003, 12, (2), 153-167 Downloads

2001

  1. Efficient Estimation of Dynamical Systems
    Studies in Nonlinear Dynamics & Econometrics, 2001, 4, (4), 1-15 Downloads
  2. Statistical analysis of the inhomogeneous telegrapher's process
    Statistics & Probability Letters, 2001, 55, (1), 83-88 Downloads View citations (5)

2000

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

1997

  1. Semiparametric estimation of a functional of the drift coefficient of a dynamical system with small noise
    Statistical Methods & Applications, 1997, 6, (2), 161-176 Downloads View citations (1)

Software Items

2017

  1. CEM: Stata module to perform Coarsened Exact Matching
    Statistical Software Components, Boston College Department of Economics Downloads
 
Page updated 2019-07-16