Stefano Maria Iacus

University of Milan - Department of Economics, Business and Statistics

Via Conservatorio 7

Milano, 20122

Italy

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

  • University of Milan - Department of Economics, Business and Statistics

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SCHOLARLY PAPERS

21

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196

Scholarly Papers (21)

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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 967 (51,423)
Citation 167

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2.

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 266 (245,242)
Citation 1

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

3.

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 SKEMA Business School
Downloads 234 (277,693)
Citation 1

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Fractals, estimation

4.

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 SKEMA Business School
Downloads 216 (309,406)
Citation 2

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Iterated function systems, optimization, distribution function estimation

5.

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
Kurt Hornik, Robert C. Gentleman, Vincent J. Carey, Douglas M. Bates, Ben Bolstad, Marcel Dettling, Sandrine Dudoit, Byron Ellis, Laurent Gautier, Yongchao Ge, Jeff Gentry, Torsten Hothorn, Wolfgang Huber, Stefano Maria Iacus, Rafael A. Irizarry, Friedrich Leisch, Cheng Li, Martin Maechler, Anthony J. Rossini, Günther Sawitzki, Colin Smith, Gordon Smyth, Luke Tierney, Jean Y.H. Yang and Jianhua Zhang
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 - School of Mathematics and Statistics and affiliation not provided to SSRN
Downloads 212 (305,300)
Citation 5

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Genomic data, microarray

6.

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 SKEMA Business School
Downloads 163 (387,228)

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Iterated function systems, optimization, distribution function estimation

7.

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 153 (408,706)
Citation 3

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

8.

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
SKEMA Business School and University of Milan - Department of Economics, Business and Statistics
Downloads 129 (471,612)

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

9.

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 - Department of Economics, Management and Quantitative Methods (DEMM), 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 107 (540,628)
Citation 6

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

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 94 (595,200)

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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 SKEMA Business School
Downloads 88 (615,877)

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

12.

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 82 (642,442)

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

13.

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 76 (670,885)
Citation 1

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

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 76 (670,885)
Citation 1

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Computational statistics

15.

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 73 (686,067)
Citation 1

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Stochastic resonance, Mixing processes, Signal estimation, Threshold observations

16.

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 67 (718,513)

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

17.

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 64 (735,932)

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Minimax test, diffusion processes, contiguous hypotheses

18.

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 63 (741,897)
Citation 5

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discrete observations, partially observed systems, diffusion processes

19.

Efficient Estimation of Dynamical Systems

Number of pages: 19 Posted: 10 Dec 2004
Stefano Maria Iacus
University of Milan - Department of Economics, Business and Statistics
Downloads 63 (741,897)
Citation 1

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

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 57 (780,008)

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

21.

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 49 (838,203)
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