Local Whittle estimation of the memory parameter in presence of deterministic components von Iacone, Fabrizio

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Comparing predictive accuracy in small samples using fixed‐smoothing asymptotics von Coroneo, Laura, Iacone, Fabrizio

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Testing for equal predictive accuracy with strong dependence von Coroneo, Laura, Iacone, Fabrizio

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Survey density forecast comparison in small samples von Coroneo, Laura, Iacone, Fabrizio, Profumo, Fabio

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Fixed bandwidth asymptotics for the studentized mean of fractionally integrated processes von Hualde, Javier, Iacone, Fabrizio

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Revisiting inflation in the euro area allowing for long memory von Hualde, Javier, Iacone, Fabrizio

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Fixed Bandwidth Inference for Fractional Cointegration von Hualde, Javier, Iacone, Fabrizio

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Testing the predictive accuracy of COVID-19 forecasts von Coroneo, Laura, Iacone, Fabrizio, Paccagnini, Alessia, Santos Monteiro, Paulo

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Semiparametric Detection of Changes in Long Range Dependence von Iacone, Fabrizio, Lazarová, Štěpána

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Small-b and Fixed-b Asymptotics for Weighted Covariance Estimation in Fractional Cointegration von Hualde, Javier, Iacone, Fabrizio

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A Semiparametric Analysis of the Term Structure of the US Interest Rates von Iacone, Fabrizio

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Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks von Iacone, Fabrizio, Nielsen, Morten Ørregaard, Taylor, A. M. Robert

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Local Whittle estimation of the memory parameter in presence of deterministic components: LOCAL WHITTLE ESTIMATION OF THE MEMORY PARAMETER von Iacone, Fabrizio

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A Semiparametric Analysis of the Term Structure of the US Interest Rates von Iacone, Fabrizio

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TESTING THE ORDER OF FRACTIONAL INTEGRATION OF A TIME SERIES IN THE POSSIBLE PRESENCE OF A TREND BREAK AT AN UNKNOWN POINT von Iacone, Fabrizio, Leybourne, Stephen J., Taylor, A.M. Robert

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Testing for equal predictive accuracy with strong dependence von Coroneo, Laura, Iacone, Fabrizio

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Testing for equal predictive accuracy with strong dependence von Coroneo, Laura, Iacone, Fabrizio

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Spatial effects in a common trend model of US city-level CPI von Burridge, Peter, Iacone, Fabrizio, Lazarová, Štěpána

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Modelling the Dynamics of a Public Health Care System:Evidence from Time-Series Data von Iacone, Fabrizio, Martin, Stephen, Siciliani, Luigi, Smith, Peter Charles

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First Stage Estimation of Fractional Cointegration von Hualde, Javier, Iacone, Fabrizio

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