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Efficient Estimation of Dynami...
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Iacus, Stefano Maria
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ECONIS (ZBW)
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Random recursive partitioning : a matching method for the estimation of the average treatment effect
Porro, Giuseppe
;
Iacus, Stefano Maria
- In:
Journal of applied econometrics
24
(
2009
)
1
,
pp. 163-185
Persistent link: https://www.econbiz.de/10003807560
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Numerical analysis of volatility change point estimators for discretely sampled stochastic differential equations
Iacus, Stefano Maria
;
Yoshida, Nakahiro
- In:
Economic notes : economic review of Banca Monte dei …
39
(
2010
)
1/2
,
pp. 107-127
Persistent link: https://www.econbiz.de/10008826253
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3
Adaptive LASSO-type estimation for multivariate diffusion processes
De Gregorio, Alessandro
;
Iacus, Stefano Maria
- In:
Econometric theory
28
(
2012
)
4
,
pp. 838-860
Persistent link: https://www.econbiz.de/10009669733
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4
Average treatment effect estimation via random recursive partitioning
Porro, Giuseppe
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002418416
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5
On fractal distribution function estimation and applications
Iacus, Stefano Maria
;
La Torre, Davide
-
2002
Persistent link: https://www.econbiz.de/10001710511
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6
Efficient estimation of dynamical systems
Iacus, Stefano Maria
-
1999
Persistent link: https://www.econbiz.de/10001446037
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7
Approximating distribution functions by iterated function systems
Iacus, Stefano Maria
;
La Torre, Davide
-
2002
Persistent link: https://www.econbiz.de/10001678042
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8
Efficient estimation of dynamical systems
Iacus, Stefano Maria
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
4
(
2000
)
4
,
pp. 213-226
Persistent link: https://www.econbiz.de/10001773144
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9
Statistical analysis of the inhomogeneous telegrapher's process
Iacus, Stefano Maria
-
2001
Persistent link: https://www.econbiz.de/10001582676
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10
Estimation for the change point of the volatility in a stochastic differential equation
Iacus, Stefano Maria
;
Yoshida, Nakahiro
-
2009
Persistent link: https://www.econbiz.de/10011751961
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