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Items where Author is "Iacone, Fabrizio"

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Number of items: 7.

Article

Iacone, Fabrizio and Ørregaard Nielsen, Morten and Taylor, AM Robert (2022) 'Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks.' Journal of Business and Economic Statistics, 40 (2). pp. 880-896. ISSN 0735-0015

Iacone, Fabrizio and Leybourne, Stephen J and Taylor, AM Robert (2019) 'Testing the Order of Fractional Integration of a Time Series in the Possible Presence of a Trend Break at an Unknown Point.' Econometric Theory, 35 (6). pp. 1201-1233. ISSN 0266-4666

Iacone, Fabrizio and Leybourne, Stephen J and Robert Taylor, AM (2014) 'A FIXED-<i>b</i>TEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION.' Journal of Time Series Analysis, 35 (1). pp. 40-54. ISSN 0143-9782

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

Iacone, Fabrizio and Leybourne, Stephen J and Taylor, AM Robert (2013) 'ON THE BEHAVIOR OF FIXED-<i>b</i> TREND BREAK TESTS UNDER FRACTIONAL INTEGRATION.' Econometric Theory, 29 (2). pp. 393-418. 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 (Unpublished)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 (Unpublished)

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