All Stories

  1. Controlling for Selection Bias in Social Media Indicators through Official Statistics: a Proposal

    Article • June 2020, De Gruyter

    Professor Stefano Maria Iacus, Silvia Salini

  2. Discrete-Time Approximation of a Cogarch(p ,q ) Model and its Estimation

    Article • Journal of Time Series Analysis, May 2018, Wiley

    Professor Stefano Maria Iacus

  3. Big Data and Social Science - A Practical Guide to Methods and Tools

    Article • Journal of Statistical Software, January 2017, Foundation for Open Access Statistic

    Professor Stefano Maria Iacus

  4. Implementation of Lévy CARMA model in Yuima package

    Article • Computational Statistics, February 2015, Springer Science + Business Media

    Professor Stefano Maria Iacus

  5. Social Media e Sentiment Analysis

    Article • January 2014, Springer Science + Business Media

    Professor Luigi Curini, Professor Stefano Maria Iacus

  6. Taxpaying Response of Small Firms to an Increased Probability of Audit: Some Evidence from Italy

    Article • SSRN Electronic Journal, January 2013, Elsevier

    Professor Stefano Maria Iacus

  7. Parameter estimation for the discretely observed fractional Ornstein–Uhlenbeck process and the Yuima R package

    Article • Computational Statistics, September 2012, Springer Science + Business Media

    Professor Stefano Maria Iacus

  8. Causal Inference without Balance Checking: Coarsened Exact Matching

    Article • Political Analysis, January 2012, Cambridge University Press

    Professor Gary King, Professor Stefano Maria Iacus

  9. Appendix: An Introduction to R

    Article • November 2011, Wiley

    Professor Stefano Maria Iacus

  10. Teachers’ evaluations and students’ achievement: a ‘deviation from the reference’ analysis

    Article • Education Economics, May 2011, Taylor & Francis

    Professor Stefano Maria Iacus

  11. Option Pricing and Estimation of Financial Models with R

    Article • March 2011, Wiley

    Professor Stefano Maria Iacus

  12. Clustering of discretely observed diffusion processes

    Article • Computational Statistics & Data Analysis, February 2010, Elsevier

    Professor Stefano Maria Iacus

  13. Parametric estimation for partially hidden diffusion processes sampled at discrete times

    Article • Stochastic Processes and their Applications, May 2009, Elsevier

    Professor Stefano Maria Iacus

  14. Simulation and Inference for Stochastic Differential Equations: With R Examples by Stefano M. Iacus

    Article • International Statistical Review, April 2009, Wiley

    Professor Stefano Maria Iacus

  15. cem: Software for Coarsened Exact Matching

    Article • Journal of Statistical Software, January 2009, Foundation for Open Access Statistic

    Professor Stefano Maria Iacus

  16. Random Recursive Partitioning: a matching method for the estimation of the average treatment effect

    Article • Journal of Applied Econometrics, September 2008, Wiley

    Professor Stefano Maria Iacus

  17. Simulation and Inference for Stochastic Differential Equations

    Article • January 2008, Springer Science + Business Media

    Professor Stefano Maria Iacus

  18. Miscellaneous Topics

    Article • January 2008, Springer Science + Business Media

    Professor Stefano Maria Iacus

  19. Stochastic Processes and Stochastic Differential Equations

    Article • January 2008, Springer Science + Business Media

    Professor Stefano Maria Iacus

  20. Numerical Methods for SDE

    Article • January 2008, Springer Science + Business Media

    Professor Stefano Maria Iacus

  21. Parametric Estimation

    Article • January 2008, Springer Science + Business Media

    Professor Stefano Maria Iacus

  22. Matching for Causal Inference Without Balance Checking

    Article • SSRN Electronic Journal, January 2008, Elsevier

    Professor Stefano Maria Iacus

  23. Invariant and Metric Free Proximities for Data Matching: AnRPackage

    Article • Journal of Statistical Software, January 2008, Foundation for Open Access Statistic

    Professor Stefano Maria Iacus

  24. Parametric estimation for the standard and geometric telegraph process observed at discrete times

    Article • Statistical Inference for Stochastic Processes, December 2007, Springer Science + Business Media

    Professor Stefano Maria Iacus

  25. IFSM representation of Brownian Motion with Applications to Simulation

    Article • SSRN Electronic Journal, January 2006, Elsevier

    Professor Stefano Maria Iacus

  26. Parametric Estimation for Partially Hidden Diffusion Processes Sampled at Discrete Times

    Article • SSRN Electronic Journal, January 2006, Elsevier

    Professor Stefano Maria Iacus

  27. Random Recursive Partitioning: A Matching Method for the Estimation of the Average Treatment Effect

    Article • SSRN Electronic Journal, January 2006, Elsevier

    Professor Stefano Maria Iacus

  28. Missing Data Imputation, Classification, Prediction and Average Treatment Effect Estimation Via Random Recursive Partitioning

    Article • SSRN Electronic Journal, January 2006, Elsevier

    Professor Stefano Maria Iacus

  29. Parametric Estimation for the Standard and Geometric Telegraph Process Observed at Discrete Times

    Article • SSRN Electronic Journal, January 2006, Elsevier

    Professor Stefano Maria Iacus

  30. A comparative simulation study on the IFS distribution function estimator

    Article • Nonlinear Analysis Real World Applications, December 2005, Elsevier

    Professor Stefano Maria Iacus

  31. Approximating distribution functions by iterated function systems

    Article • Journal of Applied Mathematics and Decision Sciences, January 2005, Hindawi Publishing Corporation

    Professor Stefano Maria Iacus

  32. Average Treatment Effect Estimation Via Random Recursive Partitioning

    Article • SSRN Electronic Journal, January 2004, Elsevier

    Professor Stefano Maria Iacus

  33. Fractals and Statistics: An R Package Called IFS

    Article • SSRN Electronic Journal, January 2003, Elsevier

    Professor Stefano Maria Iacus

  34. Formazione e percorsi lavorativi dei laureati dell'Universita' degli Studi di Milano

    Article • SSRN Electronic Journal, January 2003, Elsevier

    Professor Stefano Maria Iacus

  35. Il Lavoro Interinale in Italia: Uno Sguardo All'offerta

    Article • SSRN Electronic Journal, January 2002, Elsevier

    Professor Stefano Maria Iacus

  36. On Fractal Distribution Function Estimation and Applications

    Article • SSRN Electronic Journal, January 2002, Elsevier

    Professor Stefano Maria Iacus

  37. Approximating Distribution Functions by Iterated Function Systems

    Article • SSRN Electronic Journal, January 2002, Elsevier

    Professor Stefano Maria Iacus

  38. Statistical analysis of stochastic resonance with ergodic diffusion noise

    Article • Stochastics and Stochastics Reports, January 2002, Taylor & Francis

    Professor Stefano Maria Iacus

  39. Statistical analysis of the inhomogeneous telegrapher's process

    Article • Statistics & Probability Letters, November 2001, Elsevier

    Professor Stefano Maria Iacus

  40. Efficient Estimation of Dynamical Systems

    Article • Studies in Nonlinear Dynamics & Econometrics, January 2001, De Gruyter

    Professor Stefano Maria Iacus

  41. R Porting for the Macintosh

    Article • SSRN Electronic Journal, January 2001, Elsevier

    Professor Stefano Maria Iacus

  42. IFSM Representation of Brownian Motion with Applications to Simulation

    Article • Springer Science + Business Media

    Professor Stefano Maria Iacus