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Items where Author is "Iacone, Fabrizio"

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Number of items: 4.

Article

Iacone, Fabrizio and Ørregaard Nielsen, Morten and Taylor, AM Robert (2021) 'Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks.' Journal of Business and Economic Statistics. ISSN 0735-0015

Iacone, Fabrizio and Leybourne, Stephen J and Taylor, AM Robert (2018) 'Testing the Order of Fractional Integration of a Time Series in the Possible Presence of a Trend Break at an Unknown Point.' Econometric Theory. ISSN 0266-4666

Monograph

Iacone, Fabrizio and Ørregaard Nielsen, Morten and Taylor, AM Robert (2021) Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks. Working Paper. Essex Finance Centre Working Papers. (Unpublished)

Iacone, Fabrizio and Leybourne, Stephen J and Taylor, AM Robert (2017) Testing the Order of Fractional Integration of a Time Series in the Possible Presence of a Trend Break at an Unknown Point. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

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