Fabrizio Iacone

Comparing predictive accuracy in small samples

Laura Coroneo, Fabrizio Iacone, 2015 .

Testing the predictive accuracy of COVID-19 forecasts

Laura Coroneo, Alessia Paccagnini, Fabrizio Iacone, 2021, International Journal of Forecasting.

Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks

A. M. Robert Taylor, Fabrizio Iacone, Morten Ørregaard Nielsen, 2021, Journal of Business & Economic Statistics.

Local Whittle estimation of the memory parameter in presence of deterministic components

Fabrizio Iacone, F. Iacone, 2010 .

ON THE BEHAVIOR OF FIXED-b TREND BREAK TESTS UNDER FRACTIONAL INTEGRATION

Stephen J. Leybourne, A. M. Robert Taylor, Fabrizio Iacone, 2013, Econometric Theory.

Testing for a break in trend when the order of integration is unknown

Stephen J. Leybourne, A. M. Robert Taylor, Fabrizio Iacone, 2013 .