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Information about:
Stefano Maria Iacus

Personal Details | Affiliation | Works
This is information that was supplied by Stefano Iacus in registering through RePEc. If you are Stefano Maria Iacus , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Stefano
Middle Name: Maria
Last Name: Iacus
Suffix:

RePEc Short-ID: pia3

Email:
Homepage: http://www.economia.unimi.it/iacus/
Postal Address: Department of Economics, Business and Statistics, Via Conservatorio 7, I-20123 Milan - Italy
Phone: +39 02 503 21461

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Alessandro De Gregorio & Stefano Iacus, 2007. "Rényi information for ergodic diffusion processes," UNIMI - Research Papers in Economics, Business, and Statistics 1064, Universitá degli Studi di Milano. [Downloadable!]

  2. Alessandro De Gregorio & Stefano Iacus, 2007. "Least squares volatility change point estimation for partially observed diffusion processes," UNIMI - Research Papers in Economics, Business, and Statistics 1063, Universitá degli Studi di Milano. [Downloadable!]

  3. Stefano Iacus & Giuseppe Porro, 2007. "School grades and students' achievement: how to identify grading standards and measure their effects," UNIMI - Research Papers in Economics, Business, and Statistics 1061, Universitá degli Studi di Milano. [Downloadable!]

  4. Alessandro De Gregorio & Stefano Iacus, 2007. "Change point estimation for the telegraph process observed at discrete times," UNIMI - Research Papers in Economics, Business, and Statistics 1053, Universitá degli Studi di Milano. [Downloadable!]

  5. Stefano Iacus & Giuseppe Porro, 2006. "Random recursive partitioning: a matching method for the estimation of the average treatment effect," UNIMI - Research Papers in Economics, Business, and Statistics 1018, Universitá degli Studi di Milano. [Downloadable!]

  6. Stefano Iacus & Nakahiro Yoshida, 2006. "Estimation for the discretely observed telegraph process," UNIMI - Research Papers in Economics, Business, and Statistics 1045, Universitá degli Studi di Milano. [Downloadable!]

  7. Stefano Iacus & Giuseppe Porro, 2006. "Missing data imputation, classification, prediction and average treatment effect estimation via Random Recursive Partitioning," UNIMI - Research Papers in Economics, Business, and Statistics 1022, Universitá degli Studi di Milano. [Downloadable!]

  8. Stefano Iacus & Davide La Torre, 2006. "IFSM representation of Brownian motion with applications to simulation," UNIMI - Research Papers in Economics, Business, and Statistics 1016, Universitá degli Studi di Milano. [Downloadable!]

  9. Stefano Iacus & Alessandro De Gregorio, 2006. "Parametric estimation for the standard and the geometric telegraph process observed at discrete times," UNIMI - Research Papers in Economics, Business, and Statistics 1033, Universitá degli Studi di Milano. [Downloadable!]

  10. Stefano Iacus & Masayuki Uchida & Nakahiro Yoshida, 2006. "Parametric estimation for partially hidden diffusion processes sampled at discrete times," UNIMI - Research Papers in Economics, Business, and Statistics 1042, Universitá degli Studi di Milano. [Downloadable!]

  11. Giuseppe PORRO & Stefano Maria IACUS, 2004. "Average treatment effect estimation via random recursive partitioning," Departemental Working Papers 2004-28, Department of Economics University of Milan Italy. [Downloadable!]

  12. Daniele CHECCHI & Stefano Maria IACUS & Giuseppe PORRO, 2004. "Formazione e percorsi lavorativi dei laureati dell'Università degli Studi di Milano (IIa edizione: laureati 1999)," Departemental Working Papers 2004-04, Department of Economics University of Milan Italy. [Downloadable!]

  13. Stefano Maria Iacus & Giuseppe Porro, 2002. "Il lavoro interinale in Italia: uno sguardo all'offerta," Departemental Working Papers 2002-26, Department of Economics University of Milan Italy. [Downloadable!]

  14. Stefano Maria Iacus & Davide La Torre, 2002. "On fractal distribution function estimation and applications," Departemental Working Papers 2002-07, Department of Economics University of Milan Italy. [Downloadable!]

  15. Stefano Maria Iacus & Davide La Torre, 2002. "Approximating distribution functions by iterated function systems," Departemental Working Papers 2002-03, Department of Economics University of Milan Italy. [Downloadable!]

  16. Stefano Iacus & Davide La Torre, 2002. "Nonparametric estimation of distribution and density functions in presence of missing data: an IFS approach," Departemental Working Papers 2002-25, Department of Economics University of Milan Italy. [Downloadable!]

  17. Stefano Iacus, 2001. "Statistic analysis of stochastic resonance with ergodic diffusion noise," Departemental Working Papers 2001-06, Department of Economics University of Milan Italy. [Downloadable!]

  18. Stefano Iacus, 2001. "Statistical analysis of the inhomogeneous telegrapher's process," Departemental Working Papers 2001-02, Department of Economics University of Milan Italy. [Downloadable!]

  19. Stefano Iacus & Yu. A. Kutoyants, 2000. "Semiparametric hypotheses testing for dynamical system with small noise," Departemental Working Papers 2000-02, Department of Economics University of Milan Italy. [Downloadable!]

  20. Stefano Iacus, 1999. "Efficient Estimation of Dynamical systems," Departemental Working Papers 1999-03, Department of Economics University of Milan Italy. [Downloadable!]
    Published as:

Articles

  1. Iacus, Stefano M. & Porro, Giuseppe, 2007. "Missing data imputation, matching and other applications of random recursive partitioning," Computational Statistics & Data Analysis, Elsevier, vol. 52(2), pages 773-789, October. [Downloadable!] (restricted)

  2. Giuseppe Porro & Andrea Vezzulli & Stefano Maria Iacus, 2004. "Temporary Agency Workers in Italy: Alternative Techniques of Classification," LABOUR, CEIS, Fondazione Giacomo Brodolini and Blackwell Publishing Ltd, vol. 18(4), pages 699-725, December. [Downloadable!] (restricted)

  3. Stefano Iacus, 2001. "Efficient Estimation of Dynamical Systems," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 4(4), pages 213-226. [Downloadable!] (restricted)
    Other versions:

  4. Stefano Iacus, 2000. "Semiparametric Estimation of the State of a Dynamical System with Small Noise," Statistical Inference for Stochastic Processes, Springer, vol. 3(3), pages 277-288, October. [Downloadable!] (restricted)

NEP Fields

17 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CMP: Computational Economics (2) 2003-05-15 2006-04-29
  2. NEP-ECM: Econometrics (14) 2003-04-13 2003-05-16 2003-05-16 2004-07-17 2004-10-18 2006-04-29 2006-04-29 2006-04-29 2006-08-19 2006-12-09 2007-05-04 2007-06-23 2008-01-05 2008-01-05 Author is listed
  3. NEP-EDU: Education (1) 2007-09-30
  4. NEP-ETS: Econometric Time Series (3) 2006-04-29 2006-08-19 2008-01-05
  5. NEP-SEA: South East Asia (1) 2006-12-09
  6. NEP-URE: Urban & Real Estate Economics (1) 2007-09-30
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This page was last updated on 2008-5-11.

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