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Items where Author is "Iacone, F"

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Number of items: 4.

Article

Iacone, F and Leybourne, SJ and Taylor, AMR (2017) 'Testing for a Change in Mean under Fractional Integration.' Journal of Time Series Econometrics, 9 (1). ISSN 1941-1928

Iacone, F and Leybourne, SJ and Robert Taylor, AM (2014) 'A fixed- b test for a break in level at an unknown time under fractional integration.' Journal of Time Series Analysis, 35 (1). 40 - 54. ISSN 0143-9782

Iacone, F and Leybourne, SJ and Taylor, AMR (2013) 'On the behavior of fixed-b trend break tests under fractional integration.' Econometric Theory, 29 (2). 393 - 418. ISSN 0266-4666

Iacone, F and Leybourne, SJ and Robert Taylor, AM (2013) 'Testing for a break in trend when the order of integration is unknown.' Journal of Econometrics, 176 (1). 30 - 45. ISSN 0304-4076

This list was generated on Fri Oct 22 14:39:32 2021 BST.