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Stefano Maria Iacus

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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
Location: Milano, Italy
Homepage: http://www.demm.unimi.it/
Email:
Phone: +39 02 503 16486
Fax: +39 02 503 16475
Postal: Via Conservatorio 7 - 20122 Milano
Handle: RePEc:edi:damilit (more details at EDIRC)
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  1. Luigi CURINI & Stefano IACUS & Luciano CANOVA, 2013. "Measuring Psychospread: idiosyncratic happiness of Italian citizens through the analysis of their tweets," Departmental Working Papers 2013-18, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  2. Carlo Fiorio & Stefano Iacus & Alessandro Santoro, 2013. "Taxpaying response of small firms to an increased probability of audit: some evidence from Italy," Working Papers 251, University of Milano-Bicocca, Department of Economics, revised Jul 2013.
  3. Stefano IACUS & Giuseppe PORRO, 2013. "Does European Monetary Union make inflation dynamics more uniform?," Departmental Working Papers 2013-12, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  4. Stefano Maria IACUS & Giuseppe PORRO & Luigi CURINI & Andrea CERON, 2012. "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 2012-19, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  5. Stefano Maria IACUS & Giuseppe PORRO, 2012. "The evolution of regional unemployment in the EU. An analysis via the Gompertz diffusion process," Departmental Working Papers 2012-17, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  6. Alessandro DE GREGORIO & Stefano Maria IACUS, 2011. "On a family of test statistics for discretely observed diffusion processes," Departmental Working Papers 2011-37, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  7. Stefano Maria IACUS, 2010. "On Lasso-type estimation for dynamical systems with small noise," Departmental Working Papers 2010-12, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  8. Matthew Blackwell & Stefano Iacus & Gary King & Giuseppe Porro, 2010. "CEM: Coarsened Exact Matching in Stata," BOS10 Stata Conference 8, Stata Users Group.
  9. Stefano Maria IACUS & Alessandro DE GREGORIO, 2010. "Adaptive LASSO-type estimation for ergodic diffusion processes," Departmental Working Papers 2010-13, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  10. Stefano Maria IACUS & Gary KING & Giuseppe PORRO, 2009. "Multivariate matching methods that are monotonic imbalance bounding," Departmental Working Papers 2009-51, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  11. Alessandro DE GREGORIO & Stefano Maria IACUS, 2009. "Pseudo phi-divergence test statistics and multidimensional Ito processes," Departmental Working Papers 2009-48, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  12. Stefano Maria IACUS & Nakahiro YOSHIDA, 2009. "Estimation for the change point of the volatility in a stochastic differential equation," Departmental Working Papers 2009-49, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  13. Alessandro De Gregorio & Stefano Maria Iacus, 2008. "Clustering of discretely observed diffusion processes," Papers 0809.3902, arXiv.org.
  14. Alessandro De Gregorio & Stefano Iacus, 2008. "Divergences Test Statistics for Discretely Observed Diffusion Processes," UNIMI - Research Papers in Economics, Business, and Statistics unimi-1076, Universitá degli Studi di Milano.
  15. Stefano Maria IACUS & Ilia NEGRI, 2008. "Analisi di secondo livello del questionario E-Learning CTU," Departmental Working Papers 2008-22, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  16. Stefano Iacus & Gary King & Giuseppe Porro, 2008. "Matching for Causal Inference Without Balance Checking," UNIMI - Research Papers in Economics, Business, and Statistics unimi-1073, Universitá degli Studi di Milano.
  17. 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 unimi-1061, Universitá degli Studi di Milano.
  18. Alessandro De Gregorio & Stefano M. Iacus, 2007. "Change point estimation for the telegraph process observed at discrete times," Papers 0705.0503, arXiv.org.
  19. 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 unimi-1063, Universitá degli Studi di Milano.
  20. Alessandro De Gregorio & Stefano Iacus, 2007. "Rényi information for ergodic diffusion processes," UNIMI - Research Papers in Economics, Business, and Statistics unimi-1064, Universitá degli Studi di Milano.
  21. 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 unimi-1033, Universitá degli Studi di Milano.
  22. 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 unimi-1018, Universitá degli Studi di Milano.
  23. 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 unimi-1042, Universitá degli Studi di Milano.
  24. Stefano Iacus & Nakahiro Yoshida, 2006. "Estimation for the discretely observed telegraph process," UNIMI - Research Papers in Economics, Business, and Statistics unimi-1045, Universitá degli Studi di Milano.
  25. Stefano Iacus & Davide La Torre, 2006. "IFSM representation of Brownian motion with applications to simulation," UNIMI - Research Papers in Economics, Business, and Statistics unimi-1016, Universitá degli Studi di Milano.
  26. 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 unimi-1022, Universitá degli Studi di Milano.
  27. Daniele CHECCHI & Stefano Maria IACUS & Giuseppe PORRO, 2004. "Formazione e percorsi lavorativi dei laureati dell'Università degli Studi di Milano (IIa edizione: laureati 1999)," Departmental Working Papers 2004-04, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  28. Giuseppe PORRO & Stefano Maria IACUS, 2004. "Average treatment effect estimation via random recursive partitioning," Departmental Working Papers 2004-28, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  29. Stefano Iacus & Davide La Torre, 2002. "Nonparametric estimation of distribution and density functions in presence of missing data: an IFS approach," Departmental Working Papers 2002-25, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  30. Stefano Maria Iacus & Davide La Torre, 2002. "Approximating distribution functions by iterated function systems," Departmental Working Papers 2002-03, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  31. Stefano Maria Iacus & Davide La Torre, 2002. "On fractal distribution function estimation and applications," Departmental Working Papers 2002-07, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  32. Stefano Maria Iacus & Giuseppe Porro, 2002. "Il lavoro interinale in Italia: uno sguardo all'offerta," Departmental Working Papers 2002-26, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  33. Stefano Iacus, 2001. "Statistical analysis of the inhomogeneous telegrapher's process," Departmental Working Papers 2001-02, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  34. Stefano Iacus, 2001. "Statistic analysis of stochastic resonance with ergodic diffusion noise," Departmental Working Papers 2001-06, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  35. Stefano Iacus & Yu. A. Kutoyants, 2000. "Semiparametric hypotheses testing for dynamical system with small noise," Departmental Working Papers 2000-02, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  36. Stefano Iacus, 1999. "Efficient Estimation of Dynamical systems," Departmental Working Papers 1999-03, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  1. Stefano Maria Iacus & Giuseppe Porro, 2014. "Does European Monetary Union make inflation dynamics more uniform?," Applied Economics Letters, Taylor & Francis Journals, vol. 21(6), pages 391-396, April.
  2. De Gregorio, A. & Iacus, S.M., 2013. "On a family of test statistics for discretely observed diffusion processes," Journal of Multivariate Analysis, Elsevier, vol. 122(C), pages 292-316.
  3. Alexandre Brouste & Stefano Iacus, 2013. "Parameter estimation for the discretely observed fractional Ornstein–Uhlenbeck process and the Yuima R package," Computational Statistics, Springer, vol. 28(4), pages 1529-1547, August.
  4. Iacus, Stefano M. & Yoshida, Nakahiro, 2012. "Estimation for the change point of volatility in a stochastic differential equation," Stochastic Processes and their Applications, Elsevier, vol. 122(3), pages 1068-1092.
  5. De Gregorio, Alessandro & Iacus, Stefano M., 2012. "Adaptive Lasso-Type Estimation For Multivariate Diffusion Processes," Econometric Theory, Cambridge University Press, vol. 28(04), pages 838-860, August.
  6. Stefano Iacus & Giuseppe Porro, 2011. "Teachers' evaluations and students' achievement: a 'deviation from the reference' analysis," Education Economics, Taylor & Francis Journals, vol. 19(2), pages 139-159.
  7. Iacus, Stefano M. & King, Gary & Porro, Giuseppe, 2011. "Multivariate Matching Methods That Are Monotonic Imbalance Bounding," Journal of the American Statistical Association, American Statistical Association, vol. 106(493), pages 345-361.
  8. Stefano M. Iacus & Nakahiro Yoshida, 2010. "Numerical Analysis of Volatility Change Point Estimators for Discretely Sampled Stochastic Differential Equations," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 39(s1), pages 107-127, 02.
  9. De Gregorio, Alessandro & Maria Iacus, Stefano, 2010. "Clustering of discretely observed diffusion processes," Computational Statistics & Data Analysis, Elsevier, vol. 54(2), pages 598-606, February.
  10. Iacus, Stefano Maria & Uchida, Masayuki & Yoshida, Nakahiro, 2009. "Parametric estimation for partially hidden diffusion processes sampled at discrete times," Stochastic Processes and their Applications, Elsevier, vol. 119(5), pages 1580-1600, May.
  11. Giuseppe Porro & Stefano Maria Iacus, 2009. "Random Recursive Partitioning: a matching method for the estimation of the average treatment effect," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(1), pages 163-185.
  12. Matthew Blackwell & Stefano Iacus & Gary King & Giuseppe Porro, 2009. "cem: Coarsened exact matching in Stata," Stata Journal, StataCorp LP, vol. 9(4), pages 524-546, December.
  13. Alessandro Gregorio & Stefano Iacus, 2008. "Parametric estimation for the standard and geometric telegraph process observed at discrete times," Statistical Inference for Stochastic Processes, Springer, vol. 11(3), pages 249-263, October.
  14. 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.
  15. Stefano M. Iacus & Giuseppe Porro, 2005. "Il lavoro interinale in Italia. Analisi di un caso per riflettere sulle caratteristiche dell'offerta e sul comportamento degli operatori," Rivista di Politica Economica, SIPI Spa, vol. 95(2), pages 123-154, March-Apr.
  16. Giuseppe Porro & Andrea Vezzulli & Stefano Maria Iacus, 2004. "Temporary Agency Workers in Italy: Alternative Techniques of Classification," LABOUR, CEIS, vol. 18(4), pages 699-725, December.
  17. Iacus Stefano Maria, 2001. "Efficient Estimation of Dynamical Systems," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 4(4), pages 1-15, January.
  18. Iacus, Stefano Maria, 2001. "Statistical analysis of the inhomogeneous telegrapher's process," Statistics & Probability Letters, Elsevier, vol. 55(1), pages 83-88, November.
  19. 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.
  20. Stefano Iacus, 1997. "Semiparametric estimation of a functional of the drift coefficient of a dynamical system with small noise," Statistical Methods and Applications, Springer, vol. 6(2), pages 161-176, August.
  21. Stefano Iacus & Giuseppe Porro, . "Invariant and Metric Free Proximities for Data Matching: An R Package," Journal of Statistical Software, American Statistical Association, vol. 25(i11).
  22. Stefano Iacus & Gary King & Giuseppe Porro, . "cem: Software for Coarsened Exact Matching," Journal of Statistical Software, American Statistical Association, vol. 30(i09).
  1. Matthew Blackwell & Stefano Iacus & Gary King & Giuseppe Porro, 2010. "CEM: Stata module to perform Coarsened Exact Matching," Statistical Software Components S457127, Boston College Department of Economics, revised 03 Sep 2012.
10 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ACC: Accounting & Auditing (1) 2013-07-28
  2. NEP-CMP: Computational Economics (1) 2003-05-15
  3. NEP-ECM: Econometrics (5) 2003-04-13 2003-05-16 2003-05-16 2004-07-17 2004-10-18. Author is listed
  4. NEP-EUR: Microeconomic European Issues (1) 2013-07-28
  5. NEP-IUE: Informal & Underground Economics (1) 2013-07-28
  6. NEP-PBE: Public Economics (1) 2013-07-28
  7. NEP-PUB: Public Finance (1) 2013-07-28

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