Stefano Maria Iacus

University of Milan - Department of Economics, Business and Statistics

Via Conservatorio 7

Milano, 20122

Italy

http://www.economia.unimi.it/iacus

SCHOLARLY PAPERS

24

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CITATIONS
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Top 16,366

in Total Papers Citations

43

Scholarly Papers (24)

1.

Matching for Causal Inference Without Balance Checking

Number of pages: 39 Posted: 28 Jun 2008
Stefano Maria Iacus, Gary King and Giuseppe Porro
University of Milan - Department of Economics, Business and Statistics, Harvard University and University of Trieste
Downloads 400 (72,304)
Citation 30

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2.

On Fractal Distribution Function Estimation and Applications

UNIMI Economics Working Paper No. 07.2002
Number of pages: 30 Posted: 21 Nov 2004
Stefano Maria Iacus and Davide La Torre
University of Milan - Department of Economics, Business and Statistics and University of Milan - Department of Economics, Management and Quantitative Methods (DEMM)
Downloads 179 (167,035)
Citation 1

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Fractals, estimation

3.

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

Number of pages: 19 Posted: 31 May 2006
Stefano Maria Iacus and Giuseppe Porro
University of Milan - Department of Economics, Business and Statistics and University of Trieste
Downloads 165 (179,349)
Citation 1

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recursive partitioning \sep average treatment effect estimation, classification, missing data imputation

4.

Bioconductor: Open Software Development for Computational Biology and Bioinformatics

Genome Biology, Vol. 5, No. 10, Article. R80, September 2004
Number of pages: 16 Posted: 26 Dec 2007
Vienna University of Economics and Business Administration - Department of Statistics and Mathematics, Dana-Farber/Harvard Cancer Center, Brigham and Women's Hopsital/Harvard Medical School - Channing Laboratory, University of Wisconsin - Madison - Department of Statistics, University of California, Berkeley - Division of Biostatistics, ETH Zurich - Seminar for Statistics, affiliation not provided to SSRN, Harvard University - Department of Statistics, Technical University of Denmark - Centre for Biological Sequence Analysis, Mt. Sinai School of Medicine - Biomathematical Sciences, Dana-Farber/Harvard Cancer Center, University of Erlangen-Nürnberg, DKFZ (German Cancer Research Center), University of Milan - Department of Economics, Business and Statistics, Johns Hopkins University, Bloomberg School of Public Health, Vienna University of Technology, Dana-Farber Cancer Institute, ETH Zentrum - Seminar für Statistik, University of Washington - Department of Medical Education and Biomedical Informatics, Heidelberg University - StatLab Heidelberg, affiliation not provided to SSRN, affiliation not provided to SSRN, University of Iowa - Department of Statistics & Actuarial Science, The University of Sydney and affiliation not provided to SSRN
Downloads 143 (202,083)

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Genomic data, microarray

5.

Fractals and Statistics: An R Package Called Ifs

Number of pages: 6 Posted: 10 Dec 2004
Stefano Maria Iacus and Davide La Torre
University of Milan - Department of Economics, Business and Statistics and University of Milan - Department of Economics, Management and Quantitative Methods (DEMM)
Downloads 131 (216,903)

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Iterated function systems, optimization, distribution function estimation

6.

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

Number of pages: 55 Posted: 31 May 2006
Stefano Maria Iacus and Giuseppe Porro
University of Milan - Department of Economics, Business and Statistics and University of Trieste
Downloads 97 (268,924)
Citation 3

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average treatment effect, recursive partitioning, matching estimators, observational studies

7.

Nonparametric Estimation of Distribution and Density Functions in Presence of Missing Data: An Ifs Approach

UNIMI Economics Working Paper No. 25.2002
Number of pages: 22 Posted: 21 Nov 2004
Davide La Torre and Stefano Maria Iacus
University of Milan - Department of Economics, Management and Quantitative Methods (DEMM) and University of Milan - Department of Economics, Business and Statistics
Downloads 89 (284,188)

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Iterated function systems, distribution function estimation, nonparametric estimation, missing data, density estimation

8.

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

University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 251
Number of pages: 35 Posted: 22 Jul 2013
Carlo V. Fiorio, Stefano Maria Iacus and Alessandro Santoro
University of Milan - Dipartimento di Scienze Economiche, Aziendali e Statistiche, University of Milan - Department of Economics, Business and Statistics and Università degli Studi di Milano-Bicocca - Center for Interdisciplinary Studies in Economics, Psychology & Social Sciences (CISEPS)
Downloads 58 (360,658)
Citation 2

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Business Taxation, Tax Compliance, Coarsened Exact Matching, Studi di Settore

9.

Approximating Distribution Functions by Iterated Function Systems

UNIMI Economics Working Paper No. 03.2002
Number of pages: 14 Posted: 21 Nov 2004
Stefano Maria Iacus and Davide La Torre
University of Milan - Department of Economics, Business and Statistics and University of Milan - Department of Economics, Management and Quantitative Methods (DEMM)
Downloads 57 (363,768)
Citation 2

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Iterated function systems, optimization, distribution function estimation

10.

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

Number of pages: 17 Posted: 07 Nov 2006
Stefano Maria Iacus and Alessandro De Gregorio
University of Milan - Department of Economics, Business and Statistics and University of Padua
Downloads 56 (366,872)

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telegraph process, discretely observed process, inference for stochastic processes

11.

Ifsm Representation of Brownian Motion with Applications to Simulation

Number of pages: 11 Posted: 22 Jan 2006
Stefano Maria Iacus and Davide La Torre
University of Milan - Department of Economics, Business and Statistics and University of Milan - Department of Economics, Management and Quantitative Methods (DEMM)
Downloads 55 (370,031)

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iterated function systems, Brownian motion, simulation of stochastic differential equations

12.

Statistic Analysis of Stochastic Resonance with Ergodic Diffusion Noise

Stochastics & Stochastic Reports, pp. 1-15, 2002
Number of pages: 18 Posted: 10 Dec 2004
Stefano Maria Iacus
University of Milan - Department of Economics, Business and Statistics
Downloads 54 (373,263)
Citation 1

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Stochastic resonance, diffusion processes, unobservable signal detection, maximum a posterior probability

13.

Average Treatment Effect Estimation Via Random Recursive Partitioning

UNIMI Economics Working Paper No. 28.2004
Number of pages: 23 Posted: 21 Nov 2004
Stefano Maria Iacus and Giuseppe Porro
University of Milan - Department of Economics, Business and Statistics and University of Trieste
Downloads 48 (393,066)

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Average treatment effect, recursive partitioning, matching estimators, observational studies, bias reduction

14.

R Porting for the Macintosh

Number of pages: 5 Posted: 10 Dec 2004
Stefano Maria Iacus
University of Milan - Department of Economics, Business and Statistics
Downloads 42 (414,507)

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Computational statistics

15.

Statistic Analysis of the Inhomogeneous Telegrapher's Process

Statistics and Probability Letters, Vol. 55, No. 1, pp. 83-88, 2001
Number of pages: 14 Posted: 09 Dec 2004
Stefano Maria Iacus
University of Milan - Department of Economics, Business and Statistics
Downloads 38 (430,236)

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Telegraph equation, inhomogeneous Poisson process, minimax estimation, random motions

16.

Parametric Estimation for Partially Hidden Diffusion Processes Sampled at Discrete Times

Number of pages: 23 Posted: 04 Dec 2006
Stefano Maria Iacus, Masayuki Uchida and Nakahiro Yoshida
University of Milan - Department of Economics, Business and Statistics, Kyushu Sangyo University and University of Tokyo
Downloads 36 (438,349)
Citation 1

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discrete observations, partially observed systems, diffusion processes

17.

Efficient Estimation of Dynamical Systems

Studies in Nonlinear Dynamics and Econometrics, Vol. 4, No. 4, pp. 213-226, 2001
Number of pages: 19 Posted: 10 Dec 2004
Stefano Maria Iacus
University of Milan - Department of Economics, Business and Statistics
Downloads 36 (438,349)

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Dynamical systems, diffusion process, semiparametric estimation, asymptotic efficiency, quadratic risk, integrated mean square error, maximum quadratic risk

18.

Estimating Unobservable Signal by Markovian Noise Induction. When Noise Helps in Statistics!

Statistical Methods and Applications, Vol. 59, 2003
Number of pages: 15 Posted: 10 Dec 2004
Stefano Maria Iacus and Ilia Negri
University of Milan - Department of Economics, Business and Statistics and Universita di Bergamo
Downloads 33 (450,993)
Citation 1

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Stochastic resonance, Mixing processes, Signal estimation, Threshold observations

19.

Semiparametric Hypotheses Testing for Dynamical System with Small Noise

Mathematical Methods of Statistics, Vol. 10, No. 1, pp. 105-120, 2001
Number of pages: 15 Posted: 10 Dec 2004
Stefano Maria Iacus and Yu A. Kutoyants
University of Milan - Department of Economics, Business and Statistics and Universite du Maine - Department of Mathematics
Downloads 33 (450,993)

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Minimax test, diffusion processes, contiguous hypotheses

20.

Explaining Party Ideological Stances: From Simulation to Real Elections

EPSA 2013 Annual General Conference Paper 110
Number of pages: 28 Posted: 02 May 2013 Last Revised: 13 Jun 2013
Luigi Curini and Stefano Maria Iacus
University of Milan - Department of Social and Political Studies and University of Milan - Department of Economics, Business and Statistics
Downloads 25 (490,611)

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spatial theory of voting, nash equilibrium, simulation, party ideological positions

21.

Temporary Agency Workers in Italy: Alternative Techniques of Classification

Labour: Review of Labour Economics and Industrial Relations, Vol. 18, No. 4, pp. 699-725, December 2004
Number of pages: 27 Posted: 19 Dec 2004
Giuseppe Porro, Andrea Vezzulli and Stefano Maria Iacus
University of Trieste, UECE - Research Unit on Complexity in Economics and University of Milan - Department of Economics, Business and Statistics
Downloads 20 (519,084)
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22.

Discrete Time Approximation of a COGARCH(p,q) Model and its Estimation (Preliminary Version)

Number of pages: 11 Posted: 03 Nov 2015
Stefano Maria Iacus, Lorenzo Mercuri and Edit Rroji
University of Milan - Department of Economics, Business and Statistics, University of Milan and Polytechnic University of Milan - Department of Mathematics
Downloads 19 (524,972)
Citation 1

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23.

Numerical Analysis of Volatility Change Point Estimators for Discretely Sampled Stochastic Differential Equations

Economic Notes, Vol. 39, Issue 1-2, pp. 107-127, February / July 2010
Number of pages: 21 Posted: 01 Nov 2010
Stefano Maria Iacus and Nakahiro Yoshida
University of Milan - Department of Economics, Business and Statistics and University of Tokyo
Downloads 2 (636,063)
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24.

Discrete‐Time Approximation of a Cogarch(,) Model and its Estimation

Journal of Time Series Analysis, Vol. 39, Issue 5, pp. 787-809, 2018
Number of pages: 23 Posted: 20 Aug 2018
Stefano Maria Iacus, Lorenzo Mercuri and Edit Rroji
University of Milan - Department of Economics, Business and Statistics, University of Milan and Polytechnic University of Milan - Department of Mathematics
Downloads 1 (648,637)
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COGARCH(p,q) process, Skorokhod distance, pseudo log‐likelihood estimation