Details about Stefano Maria Iacus

Access statistics for papers by Stefano Maria Iacus.

Last updated 2025-01-06. Update your information in the RePEc Author Service.

Short-id: pia3

Working Papers

2021

1. Mobility Functional Areas and COVID-19 Spread
   Papers, arXiv.org View citations (1)
   See also Journal Article Mobility functional areas and COVID-19 spread, Transportation, Springer (2022) (2022)
2. Mobility and Economic Impact of COVID-19 Restrictions in Italy using Mobile Network Operator Data
   Papers, arXiv.org View citations (3)
3. Monitoring COVID-19-induced gender differences in teleworking rates using Mobile Network Data
   Papers, arXiv.org
4. Territorial differences in the spread of COVID-19 in European regions and US counties
   Papers, arXiv.org View citations (1)
5. Twitter Subjective Well-Being Indicator During COVID-19 Pandemic: A Cross-Country Comparative Study
   Papers, arXiv.org View citations (1)

2020

6. Estimating and Projecting Air Passenger Traffic during the COVID-19 Coronavirus Outbreak and its Socio-Economic Impact
   Papers, arXiv.org View citations (62)
7. On a Japanese Subjective Well-Being Indicator Based on Twitter data
   Papers, arXiv.org
   See also Journal Article A Japanese Subjective Well-Being Indicator Based on Twitter Data, Social Science Japan Journal, University of Tokyo and Oxford University Press (2022) (2022)

2018

8. 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

9. 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 View citations (1)

2015

10. Social Networks, Happiness and Health: From Sentiment Analysis to a Multidimensional Indicator of Subjective Well-Being
    Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano View citations (8)

2013

11. Does European Monetary Union make inflation dynamics more uniform?
    Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano
    See also Journal Article Does European Monetary Union make inflation dynamics more uniform?, Applied Economics Letters, Taylor & Francis Journals (2014) View citations (1) (2014)
12. Measuring Psychospread: idiosyncratic happiness of Italian citizens through the analysis of their tweets
    Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano
13. Taxpaying response of small firms to an increased probability of audit: some evidence from Italy
    Working Papers, University of Milano-Bicocca, Department of Economics View citations (7)

2012

14. Every tweet counts? How sentiment analysis of social networks can improve our knowledge of citizens’ policy preferences. An application to Italy and France
    Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano View citations (1)
15. The evolution of regional unemployment in the EU. An analysis via the Gompertz diffusion process
    Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano

2011

16. On a family of test statistics for discretely observed diffusion processes
    UNIMI - Research Papers in Economics, Business, and Statistics, Universitá degli Studi di Milano View citations (1)
    Also in Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano (2011) View citations (1)
    See also Journal Article On a family of test statistics for discretely observed diffusion processes, Journal of Multivariate Analysis, Elsevier (2013) (2013)

2010

17. Adaptive LASSO-type estimation for ergodic diffusion processes
    Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano
    Also in UNIMI - Research Papers in Economics, Business, and Statistics, Universitá degli Studi di Milano (2010)
18. CEM: Coarsened Exact Matching in Stata
    BOS10 Stata Conference, Stata Users Group View citations (36)
    See also Journal Article cem: Coarsened exact matching in Stata, Stata Journal, StataCorp LLC (2009) View citations (459) (2009)
19. On Lasso-type estimation for dynamical systems with small noise
    UNIMI - Research Papers in Economics, Business, and Statistics, Universitá degli Studi di Milano
    Also in Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano (2010)

2009

20. 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 View citations (1)
    Also in Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano (2009) View citations (1)
    See also Journal Article Estimation for the change point of volatility in a stochastic differential equation, Stochastic Processes and their Applications, Elsevier (2012) View citations (8) (2012)
21. Multivariate Matching Methods That are Monotonic Imbalance Bounding
    UNIMI - Research Papers in Economics, Business, and Statistics, Universitá degli Studi di Milano View citations (10)
    Also in Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano (2009) View citations (5)
    See also Journal Article Multivariate Matching Methods That Are Monotonic Imbalance Bounding, Journal of the American Statistical Association, American Statistical Association (2011) View citations (324) (2011)
22. Pseudo phi-divergence test statistics and multidimensional Ito processes
    UNIMI - Research Papers in Economics, Business, and Statistics, Universitá degli Studi di Milano
    Also in Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano (2009)

2008

23. Analisi di secondo livello del questionario E-Learning CTU
    Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano
24. Clustering of discretely observed diffusion processes
    Papers, arXiv.org
    Also in UNIMI - Research Papers in Economics, Business, and Statistics, Universitá degli Studi di Milano (2008)
    See also Journal Article Clustering of discretely observed diffusion processes, Computational Statistics & Data Analysis, Elsevier (2010) View citations (6) (2010)
25. Divergences Test Statistics for Discretely Observed Diffusion Processes
    UNIMI - Research Papers in Economics, Business, and Statistics, Universitá degli Studi di Milano View citations (1)
26. Matching for Causal Inference Without Balance Checking
    UNIMI - Research Papers in Economics, Business, and Statistics, Universitá degli Studi di Milano View citations (65)

2007

27. Change point estimation for the telegraph process observed at discrete times
    UNIMI - Research Papers in Economics, Business, and Statistics, Universitá degli Studi di Milano View citations (1)
    Also in Papers, arXiv.org (2007) View citations (1)
28. Least squares volatility change point estimation for partially observed diffusion processes
    UNIMI - Research Papers in Economics, Business, and Statistics, Universitá degli Studi di Milano
29. Rényi information for ergodic diffusion processes
    UNIMI - Research Papers in Economics, Business, and Statistics, Universitá degli Studi di Milano
30. 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 View citations (5)

2006

31. Estimation for the discretely observed telegraph process
    UNIMI - Research Papers in Economics, Business, and Statistics, Universitá degli Studi di Milano View citations (2)
32. IFSM representation of Brownian motion with applications to simulation
    UNIMI - Research Papers in Economics, Business, and Statistics, Universitá degli Studi di Milano
33. 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 View citations (1)
34. Parametric estimation for partially hidden diffusion processes sampled at discrete times
    UNIMI - Research Papers in Economics, Business, and Statistics, Universitá degli Studi di Milano View citations (1)
    See also Journal Article Parametric estimation for partially hidden diffusion processes sampled at discrete times, Stochastic Processes and their Applications, Elsevier (2009) View citations (3) (2009)
35. 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
    See also Journal Article Parametric estimation for the standard and geometric telegraph process observed at discrete times, Statistical Inference for Stochastic Processes, Springer (2008) View citations (5) (2008)
36. 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 View citations (3)
    See also Journal Article Random Recursive Partitioning: a matching method for the estimation of the average treatment effect, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2009) View citations (18) (2009)

2004

37. Average treatment effect estimation via random recursive partitioning
    Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano
38. Formazione e percorsi lavorativi dei laureati dell'Università degli Studi di Milano (IIa edizione: laureati 1999)
    Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano View citations (2)

2002

39. Approximating distribution functions by iterated function systems
    Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano View citations (5)
40. Il lavoro interinale in Italia: uno sguardo all'offerta
    Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano View citations (4)
41. Nonparametric estimation of distribution and density functions in presence of missing data: an IFS approach
    Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano
42. On fractal distribution function estimation and applications
    Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano

2001

43. Statistic analysis of stochastic resonance with ergodic diffusion noise
    Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano
44. Statistical analysis of the inhomogeneous telegrapher's process
    Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano View citations (5)
    See also Journal Article Statistical analysis of the inhomogeneous telegrapher's process, Statistics & Probability Letters, Elsevier (2001) View citations (7) (2001)

2000

45. Semiparametric hypotheses testing for dynamical system with small noise
    Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano

1999

46. Efficient Estimation of Dynamical systems
    Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano View citations (1)
    See also Journal Article Efficient Estimation of Dynamical Systems, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2001) (2001)

Journal Articles

2024

1. International mobility between the UK and Europe around Brexit: a data-driven study
   Journal of Computational Social Science, 2024, 7, (2), 1451-1482

2022

2. A Japanese Subjective Well-Being Indicator Based on Twitter Data
   (Collective Smile: Measuring Societal Happiness from Geolocated Images)
   Social Science Japan Journal, 2022, 25, (2), 273-296
   See also Working Paper On a Japanese Subjective Well-Being Indicator Based on Twitter data, Papers (2020) (2020)
3. An Italian Composite Subjective Well-Being Index: The Voice of Twitter Users from 2012 to 2017
   Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, 2022, 161, (2), 471-489 View citations (3)
4. Forecasting change in conflict fatalities with dynamic elastic net
   International Interactions, 2022, 48, (4), 649-677 View citations (1)
5. Mobility functional areas and COVID-19 spread
   Transportation, 2022, 49, (6), 1999-2025
   See also Working Paper Mobility Functional Areas and COVID-19 Spread, Papers (2021) View citations (1) (2021)

2021

6. Mobility in Blue-Green Spaces Does Not Predict COVID-19 Transmission: A Global Analysis
   IJERPH, 2021, 18, (23), 1-12

2020

7. Controlling for Selection Bias in Social Media Indicators through Official Statistics: a Proposal
   Journal of Official Statistics, 2020, 36, (2), 315-338 View citations (6)
   Also in Journal of Official Statistics, 2020, 36, (2), 315-338 (2020) View citations (7)

2019

8. A Theory of Statistical Inference for Matching Methods in Causal Research
   Political Analysis, 2019, 27, (1), 46-68 View citations (25)
9. Empirical $$L^2$$ L 2 -distance test statistics for ergodic diffusions
   Statistical Inference for Stochastic Processes, 2019, 22, (2), 233-261 View citations (1)
10. ISIS at Its Apogee: The Arabic Discourse on Twitter and What We Can Learn From That About ISIS Support and Foreign Fighters
    SAGE Open, 2019, 9, (1), 2158244018789229

2018

11. Discrete‐Time Approximation of a Cogarch(p,q) Model and its Estimation
    Journal of Time Series Analysis, 2018, 39, (5), 787-809 View citations (2)

2017

12. Big Data and Social Science - A Practical Guide to Methods and Tools
    Journal of Statistical Software, 2017, 078, (b02) View citations (1)
13. COGARCH(p, q): Simulation and Inference with the yuima Package
    Journal of Statistical Software, 2017, 080, (i04) View citations (4)

2015

14. Automated Data Collection with R - A Practical Guide to Web Scraping and Text Mining
    Journal of Statistical Software, 2015, 068, (b03)
15. EU regional unemployment as a transnational matter: An analysis via the Gompertz diffusion processs
    Papers in Regional Science, 2015, 94, (4), 703-726 View citations (1)
16. Implementation of Lévy CARMA model in Yuima package
    Computational Statistics, 2015, 30, (4), 1111-1141 View citations (6)
17. 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 View citations (18)

2014

18. Does European Monetary Union make inflation dynamics more uniform?
    Applied Economics Letters, 2014, 21, (6), 391-396 View citations (1)
    See also Working Paper Does European Monetary Union make inflation dynamics more uniform?, Departmental Working Papers (2013) (2013)
19. The YUIMA Project: A Computational Framework for Simulation and Inference of Stochastic Differential Equations
    Journal of Statistical Software, 2014, 057, (i04) View citations (22)

2013

20. On a family of test statistics for discretely observed diffusion processes
    Journal of Multivariate Analysis, 2013, 122, (C), 292-316
    See also Working Paper On a family of test statistics for discretely observed diffusion processes, UNIMI - Research Papers in Economics, Business, and Statistics (2011) View citations (1) (2011)
21. Parameter estimation for the discretely observed fractional Ornstein–Uhlenbeck process and the Yuima R package
    Computational Statistics, 2013, 28, (4), 1529-1547 View citations (10)

2012

22. ADAPTIVE LASSO-TYPE ESTIMATION FOR MULTIVARIATE DIFFUSION PROCESSES
    Econometric Theory, 2012, 28, (4), 838-860 View citations (11)
23. Causal Inference without Balance Checking: Coarsened Exact Matching
    Political Analysis, 2012, 20, (1), 1-24 View citations (823)
24. Estimation for the change point of volatility in a stochastic differential equation
    Stochastic Processes and their Applications, 2012, 122, (3), 1068-1092 View citations (8)
    See also Working Paper Estimation for the change point of the volatility in a stochastic differential equation, UNIMI - Research Papers in Economics, Business, and Statistics (2009) View citations (1) (2009)

2011

25. Multivariate Matching Methods That Are Monotonic Imbalance Bounding
    Journal of the American Statistical Association, 2011, 106, (493), 345-361 View citations (324)
    See also Working Paper Multivariate Matching Methods That are Monotonic Imbalance Bounding, UNIMI - Research Papers in Economics, Business, and Statistics (2009) View citations (10) (2009)
26. Teachers' evaluations and students' achievement: a 'deviation from the reference' analysis
    Education Economics, 2011, 19, (2), 139-159

2010

27. Clustering of discretely observed diffusion processes
    Computational Statistics & Data Analysis, 2010, 54, (2), 598-606 View citations (6)
    See also Working Paper Clustering of discretely observed diffusion processes, Papers (2008) (2008)
28. Numerical Analysis of Volatility Change Point Estimators for Discretely Sampled Stochastic Differential Equations
    Economic Notes, 2010, 39, (1‐2), 107-127 View citations (3)

2009

29. Parametric estimation for partially hidden diffusion processes sampled at discrete times
    Stochastic Processes and their Applications, 2009, 119, (5), 1580-1600 View citations (3)
    See also Working Paper Parametric estimation for partially hidden diffusion processes sampled at discrete times, UNIMI - Research Papers in Economics, Business, and Statistics (2006) View citations (1) (2006)
30. Random Recursive Partitioning: a matching method for the estimation of the average treatment effect
    Journal of Applied Econometrics, 2009, 24, (1), 163-185 View citations (18)
    See also Working Paper Random recursive partitioning: a matching method for the estimation of the average treatment effect, UNIMI - Research Papers in Economics, Business, and Statistics (2006) View citations (3) (2006)
31. cem: Coarsened exact matching in Stata
    Stata Journal, 2009, 9, (4), 524-546 View citations (459)
    See also Working Paper CEM: Coarsened Exact Matching in Stata, BOS10 Stata Conference (2010) View citations (36) (2010)
32. cem: Software for Coarsened Exact Matching
    Journal of Statistical Software, 2009, 030, (i09) View citations (474)

2008

33. Invariant and Metric Free Proximities for Data Matching: An R Package
    Journal of Statistical Software, 2008, 025, (i11) View citations (3)
34. Parametric estimation for the standard and geometric telegraph process observed at discrete times
    Statistical Inference for Stochastic Processes, 2008, 11, (3), 249-263 View citations (5)
    See also Working Paper Parametric estimation for the standard and the geometric telegraph process observed at discrete times, UNIMI - Research Papers in Economics, Business, and Statistics (2006) (2006)

2007

35. Missing data imputation, matching and other applications of random recursive partitioning
    Computational Statistics & Data Analysis, 2007, 52, (2), 773-789 View citations (12)

2005

36. 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

2004

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

2003

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

2001

39. Efficient Estimation of Dynamical Systems
    Studies in Nonlinear Dynamics & Econometrics, 2001, 4, (4), 15
    See also Working Paper Efficient Estimation of Dynamical systems, Departmental Working Papers (1999) View citations (1) (1999)
40. Statistical analysis of the inhomogeneous telegrapher's process
    Statistics & Probability Letters, 2001, 55, (1), 83-88 View citations (7)
    See also Working Paper Statistical analysis of the inhomogeneous telegrapher's process, Departmental Working Papers (2001) View citations (5) (2001)

2000

41. Semiparametric Estimation of the State of a Dynamical System with Small Noise
    Statistical Inference for Stochastic Processes, 2000, 3, (3), 277-288 View citations (4)

1997

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

Software Items

2020

1. CEM: Stata module to perform Coarsened Exact Matching
   Statistical Software Components, Boston College Department of Economics