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Stefano Maria Iacus

Personal Details

First Name:Stefano
Middle Name:Maria
Last Name:Iacus
Suffix:
RePEc Short-ID:pia3
European Commission Joint Research Centre Demography, Migration and Governance Via Enrico Fermi 2749 I-21027 Ispra (Italy)
+39 0332 786088

Affiliation

(50%) Dipartimento di Economia, Management e Metodi Quantitativi (DEMM)
Università degli Studi di Milano

Milano, Italy
http://www.demm.unimi.it/
RePEc:edi:damilit (more details at EDIRC)

(50%) Joint Research Centre
European Commission

Ispra, Italy
https://ec.europa.eu/jrc/en/about/jrc-site/ispra
RePEc:edi:eejrcit (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Software

Working papers

  1. Stefano Maria Iacus & Carlos Santamaria & Francesco Sermi & Spyridon Spyratos & Dario Tarchi & Michele Vespe, 2021. "Mobility Functional Areas and COVID-19 Spread," Papers 2103.16894, arXiv.org, revised Sep 2021.
  2. Sara Grubanov-Boskovic & Spyridon Spyratos & Stefano Maria Iacus & Umberto Minora & Francesco Sermi, 2021. "Monitoring COVID-19-induced gender differences in teleworking rates using Mobile Network Data," Papers 2111.09442, arXiv.org, revised Nov 2021.
  3. Michele Vespe & Umberto Minora & Stefano Maria Iacus & Spyridon Spyratos & Francesco Sermi & Matteo Fontana & Biagio Ciuffo & Panayotis Christidis, 2021. "Mobility and Economic Impact of COVID-19 Restrictions in Italy using Mobile Network Operator Data," Papers 2106.00460, arXiv.org.
  4. Fabrizio Natale & Stefano Maria Iacus & Alessandra Conte & Spyridon Spyratos & Francesco Sermi, 2021. "Territorial differences in the spread of COVID-19 in European regions and US counties," Papers 2103.08321, arXiv.org.
  5. Tiziana Carpi & Airo Hino & Stefano Maria Iacus & Giuseppe Porro, 2021. "Twitter Subjective Well-Being Indicator During COVID-19 Pandemic: A Cross-Country Comparative Study," Papers 2101.07695, arXiv.org.
  6. Tiziana Carpi & Airo Hino & Stefano Maria Iacus & Giuseppe Porro, 2020. "On a Japanese Subjective Well-Being Indicator Based on Twitter data," Papers 2012.14372, arXiv.org.
  7. Stefano Maria Iacus & Fabrizio Natale & Carlos Satamaria & Spyridon Spyratos & Michele Vespe, 2020. "Estimating and Projecting Air Passenger Traffic during the COVID-19 Coronavirus Outbreak and its Socio-Economic Impact," Papers 2004.08460, arXiv.org, revised Apr 2020.
  8. Bertoni, D. & Curzi, D. & Iacus, S. & Olper, A., 2018. "Estimating the Causal Effect of Green Payments in Agriculture: The Coarsened Exact Matching," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277381, International Association of Agricultural Economists.
  9. Ventura, Vera & Iacus, Stefano & Ceron, Andrea & Curini, Luigi & Frisio, Dario, 2016. "Expo Milano 2015: Legacies in Tweets," 2016 International European Forum (151st EAAE Seminar), February 15-19, 2016, Innsbruck-Igls, Austria 244534, International European Forum on System Dynamics and Innovation in Food Networks.
  10. Carlo Fiorio & Stefano Iacus & Alessandro Santoro, 2013. "Taxpaying response of small firms to an increased probability of audit: some evidence from Italy," Working Papers 251, University of Milano-Bicocca, Department of Economics, revised Jul 2013.
  11. Alessandro De Gregorio & Stefano Iacus, 2011. "On a family of test statistics for discretely observed diffusion processes," UNIMI - Research Papers in Economics, Business, and Statistics unimi-1114, Universitá degli Studi di Milano.
  12. Stefano Iacus, 2010. "On Lasso-type estimation for dynamical systems with small noise," UNIMI - Research Papers in Economics, Business, and Statistics unimi-1101, Universitá degli Studi di Milano.
  13. Matthew Blackwell & Stefano Iacus & Gary King & Giuseppe Porro, 2010. "CEM: Coarsened Exact Matching in Stata," BOS10 Stata Conference 8, Stata Users Group.
  14. Alessandro De Gregorio & Stefano Iacus, 2010. "Adaptive LASSO-type estimation for ergodic diffusion processes," UNIMI - Research Papers in Economics, Business, and Statistics unimi-1100, Universitá degli Studi di Milano.
  15. Stefano Iacus & Nakahiro Yoshida, 2009. "Estimation for the change point of the volatility in a stochastic differential equation," UNIMI - Research Papers in Economics, Business, and Statistics unimi-1084, Universitá degli Studi di Milano.
  16. Stefano Iacus & Gary King & Giuseppe Porro, 2009. "Multivariate Matching Methods That are Monotonic Imbalance Bounding," UNIMI - Research Papers in Economics, Business, and Statistics unimi-1089, Universitá degli Studi di Milano.
  17. Alessandro De Gregorio & Stefano Iacus, 2009. "Pseudo phi-divergence test statistics and multidimensional Ito processes," UNIMI - Research Papers in Economics, Business, and Statistics unimi-1083, Universitá degli Studi di Milano.
  18. Alessandro De Gregorio & Stefano Maria Iacus, 2008. "Clustering of discretely observed diffusion processes," Papers 0809.3902, arXiv.org.
  19. Stefano Iacus & Gary King & Giuseppe Porro, 2008. "Matching for Causal Inference Without Balance Checking," UNIMI - Research Papers in Economics, Business, and Statistics unimi-1073, Universitá degli Studi di Milano.
  20. Alessandro De Gregorio & Stefano Iacus, 2008. "Divergences Test Statistics for Discretely Observed Diffusion Processes," UNIMI - Research Papers in Economics, Business, and Statistics unimi-1076, Universitá degli Studi di Milano.
  21. Alessandro De Gregorio & Stefano Iacus, 2007. "Rényi information for ergodic diffusion processes," UNIMI - Research Papers in Economics, Business, and Statistics unimi-1064, Universitá degli Studi di Milano.
  22. Alessandro De Gregorio & Stefano Iacus, 2007. "Least squares volatility change point estimation for partially observed diffusion processes," UNIMI - Research Papers in Economics, Business, and Statistics unimi-1063, Universitá degli Studi di Milano.
  23. Alessandro De Gregorio & Stefano M. Iacus, 2007. "Change point estimation for the telegraph process observed at discrete times," Papers 0705.0503, arXiv.org.
  24. Stefano Iacus & Giuseppe Porro, 2007. "School grades and students' achievement: how to identify grading standards and measure their effects," UNIMI - Research Papers in Economics, Business, and Statistics unimi-1061, Universitá degli Studi di Milano.
  25. Stefano Iacus & Giuseppe Porro, 2006. "Missing data imputation, classification, prediction and average treatment effect estimation via Random Recursive Partitioning," UNIMI - Research Papers in Economics, Business, and Statistics unimi-1022, Universitá degli Studi di Milano.
  26. Stefano Iacus & Giuseppe Porro, 2006. "Random recursive partitioning: a matching method for the estimation of the average treatment effect," UNIMI - Research Papers in Economics, Business, and Statistics unimi-1018, Universitá degli Studi di Milano.
  27. Stefano Iacus & Alessandro De Gregorio, 2006. "Parametric estimation for the standard and the geometric telegraph process observed at discrete times," UNIMI - Research Papers in Economics, Business, and Statistics unimi-1033, Universitá degli Studi di Milano.
  28. Stefano Iacus & Masayuki Uchida & Nakahiro Yoshida, 2006. "Parametric estimation for partially hidden diffusion processes sampled at discrete times," UNIMI - Research Papers in Economics, Business, and Statistics unimi-1042, Universitá degli Studi di Milano.
  29. Stefano Iacus & Davide La Torre, 2006. "IFSM representation of Brownian motion with applications to simulation," UNIMI - Research Papers in Economics, Business, and Statistics unimi-1016, Universitá degli Studi di Milano.
  30. Stefano Iacus & Nakahiro Yoshida, 2006. "Estimation for the discretely observed telegraph process," UNIMI - Research Papers in Economics, Business, and Statistics unimi-1045, Universitá degli Studi di Milano.

Articles

  1. Tiziana CARPI & Airo HINO & Stefano Maria IACUS & Giuseppe PORRO, 2022. "A Japanese Subjective Well-Being Indicator Based on Twitter Data [‘Collective Smile: Measuring Societal Happiness from Geolocated Images’]," Social Science Japan Journal, University of Tokyo and Oxford University Press, vol. 25(2), pages 273-296.
  2. Fulvio Attinà & Marcello Carammia & Stefano M. Iacus, 2022. "Forecasting change in conflict fatalities with dynamic elastic net," International Interactions, Taylor & Francis Journals, vol. 48(4), pages 649-677, July.
  3. Stefano Maria Iacus & Carlos Santamaria & Francesco Sermi & Spyridon Spyratos & Dario Tarchi & Michele Vespe, 2022. "Mobility functional areas and COVID-19 spread," Transportation, Springer, vol. 49(6), pages 1999-2025, December.
  4. S. M. Iacus & G. Porro & S. Salini & E. Siletti, 2022. "An Italian Composite Subjective Well-Being Index: The Voice of Twitter Users from 2012 to 2017," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 161(2), pages 471-489, June.
  5. Zander S. Venter & Adam Sadilek & Charlotte Stanton & David N. Barton & Kristin Aunan & Sourangsu Chowdhury & Aaron Schneider & Stefano Maria Iacus, 2021. "Mobility in Blue-Green Spaces Does Not Predict COVID-19 Transmission: A Global Analysis," IJERPH, MDPI, vol. 18(23), pages 1-12, November.
  6. Iacus Stefano M. & Porro Giuseppe & Salini Silvia & Siletti Elena, 2020. "Controlling for Selection Bias in Social Media Indicators through Official Statistics: a Proposal," Journal of Official Statistics, Sciendo, vol. 36(2), pages 315-338, June.
  7. A. Gregorio & S. M. Iacus, 2019. "Empirical $$L^2$$ L 2 -distance test statistics for ergodic diffusions," Statistical Inference for Stochastic Processes, Springer, vol. 22(2), pages 233-261, July.
  8. Andrea Ceron & Luigi Curini & Stefano M. Iacus, 2019. "ISIS at Its Apogee: The Arabic Discourse on Twitter and What We Can Learn From That About ISIS Support and Foreign Fighters," SAGE Open, , vol. 9(1), pages 21582440187, March.
  9. Iacus, Stefano M. & King, Gary & Porro, Giuseppe, 2019. "A Theory of Statistical Inference for Matching Methods in Causal Research," Political Analysis, Cambridge University Press, vol. 27(1), pages 46-68, January.
  10. Stefano M. Iacus & Lorenzo Mercuri & Edit Rroji, 2018. "Discrete‐Time Approximation of a Cogarch(p,q) Model and its Estimation," Journal of Time Series Analysis, Wiley Blackwell, vol. 39(5), pages 787-809, September.
  11. Iacus, Stefano M., 2017. "Big Data and Social Science - A Practical Guide to Methods and Tools," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 78(b02).
  12. Iacus, Stefano M. & Mercuri, Lorenzo & Rroji, Edit, 2017. "COGARCH(p, q): Simulation and Inference with the yuima Package," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 80(i04).
  13. Stefano M. Iacus & Giuseppe Porro, 2015. "EU regional unemployment as a transnational matter: An analysis via the Gompertz diffusion processs," Papers in Regional Science, Wiley Blackwell, vol. 94(4), pages 703-726, November.
  14. Luigi Curini & Stefano Iacus & Luciano Canova, 2015. "Measuring Idiosyncratic Happiness Through the Analysis of Twitter: An Application to the Italian Case," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 121(2), pages 525-542, April.
  15. Iacus, Stefano M., 2015. "Automated Data Collection with R - A Practical Guide to Web Scraping and Text Mining," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 68(b03).
  16. Stefano Iacus & Lorenzo Mercuri, 2015. "Implementation of Lévy CARMA model in Yuima package," Computational Statistics, Springer, vol. 30(4), pages 1111-1141, December.
  17. Brouste, Alexandre & Fukasawa, Masaaki & Hino, Hideitsu & Iacus, Stefano & Kamatani, Kengo & Koike, Yuta & Masuda, Hiroki & Nomura, Ryosuke & Ogihara, Teppei & Shimuzu, Yasutaka & Uchida, Masayuki & Y, 2014. "The YUIMA Project: A Computational Framework for Simulation and Inference of Stochastic Differential Equations," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 57(i04).
  18. Stefano Maria Iacus & Giuseppe Porro, 2014. "Does European Monetary Union make inflation dynamics more uniform?," Applied Economics Letters, Taylor & Francis Journals, vol. 21(6), pages 391-396, April.
  19. Alexandre Brouste & Stefano Iacus, 2013. "Parameter estimation for the discretely observed fractional Ornstein–Uhlenbeck process and the Yuima R package," Computational Statistics, Springer, vol. 28(4), pages 1529-1547, August.
  20. De Gregorio, A. & Iacus, S.M., 2013. "On a family of test statistics for discretely observed diffusion processes," Journal of Multivariate Analysis, Elsevier, vol. 122(C), pages 292-316.
  21. De Gregorio, Alessandro & Iacus, Stefano M., 2012. "Adaptive Lasso-Type Estimation For Multivariate Diffusion Processes," Econometric Theory, Cambridge University Press, vol. 28(4), pages 838-860, August.
  22. Iacus, Stefano M. & Yoshida, Nakahiro, 2012. "Estimation for the change point of volatility in a stochastic differential equation," Stochastic Processes and their Applications, Elsevier, vol. 122(3), pages 1068-1092.
  23. Iacus, Stefano M. & King, Gary & Porro, Giuseppe, 2012. "Causal Inference without Balance Checking: Coarsened Exact Matching," Political Analysis, Cambridge University Press, vol. 20(1), pages 1-24, January.
  24. Iacus, Stefano M. & King, Gary & Porro, Giuseppe, 2011. "Multivariate Matching Methods That Are Monotonic Imbalance Bounding," Journal of the American Statistical Association, American Statistical Association, vol. 106(493), pages 345-361.
  25. Stefano Iacus & Giuseppe Porro, 2011. "Teachers' evaluations and students' achievement: a 'deviation from the reference' analysis," Education Economics, Taylor & Francis Journals, vol. 19(2), pages 139-159.
  26. Stefano M. Iacus & Nakahiro Yoshida, 2010. "Numerical Analysis of Volatility Change Point Estimators for Discretely Sampled Stochastic Differential Equations," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 39(1‐2), pages 107-127, February.
  27. De Gregorio, Alessandro & Maria Iacus, Stefano, 2010. "Clustering of discretely observed diffusion processes," Computational Statistics & Data Analysis, Elsevier, vol. 54(2), pages 598-606, February.
  28. Matthew Blackwell & Stefano Iacus & Gary King & Giuseppe Porro, 2009. "cem: Coarsened exact matching in Stata," Stata Journal, StataCorp LP, vol. 9(4), pages 524-546, December.
  29. Iacus, Stefano & King, Gary & Porro, Giuseppe, 2009. "cem: Software for Coarsened Exact Matching," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 30(i09).
  30. Giuseppe Porro & Stefano Maria Iacus, 2009. "Random Recursive Partitioning: a matching method for the estimation of the average treatment effect," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(1), pages 163-185.
  31. Iacus, Stefano Maria & Uchida, Masayuki & Yoshida, Nakahiro, 2009. "Parametric estimation for partially hidden diffusion processes sampled at discrete times," Stochastic Processes and their Applications, Elsevier, vol. 119(5), pages 1580-1600, May.
  32. Iacus, Stefano & Porro, Giuseppe, 2008. "Invariant and Metric Free Proximities for Data Matching: An R Package," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 25(i11).
  33. Alessandro Gregorio & Stefano Iacus, 2008. "Parametric estimation for the standard and geometric telegraph process observed at discrete times," Statistical Inference for Stochastic Processes, Springer, vol. 11(3), pages 249-263, October.
  34. Iacus, Stefano M. & Porro, Giuseppe, 2007. "Missing data imputation, matching and other applications of random recursive partitioning," Computational Statistics & Data Analysis, Elsevier, vol. 52(2), pages 773-789, October.
  35. Stefano M. Iacus & Giuseppe Porro, 2005. "Il lavoro interinale in Italia. Analisi di un caso per riflettere sulle caratteristiche dell'offerta e sul comportamento degli operatori," Rivista di Politica Economica, SIPI Spa, vol. 95(2), pages 123-154, March-Apr.
  36. Giuseppe Porro & Andrea Vezzulli & Stefano Maria Iacus, 2004. "Temporary Agency Workers in Italy: Alternative Techniques of Classification," LABOUR, CEIS, vol. 18(4), pages 699-725, December.
  37. Stefano M. Iacus & Ilia Negri, 2003. "Estimating unobservable signal by Markovian noise induction," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 12(2), pages 153-167, December.
  38. Iacus, Stefano Maria, 2001. "Statistical analysis of the inhomogeneous telegrapher's process," Statistics & Probability Letters, Elsevier, vol. 55(1), pages 83-88, November.
  39. Iacus Stefano Maria, 2001. "Efficient Estimation of Dynamical Systems," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 4(4), pages 1-15, January.
  40. Stefano Iacus, 2000. "Semiparametric Estimation of the State of a Dynamical System with Small Noise," Statistical Inference for Stochastic Processes, Springer, vol. 3(3), pages 277-288, October.
  41. Stefano Iacus, 1997. "Semiparametric estimation of a functional of the drift coefficient of a dynamical system with small noise," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 6(2), pages 161-176, August.

Software components

  1. Matthew Blackwell & Stefano Iacus & Gary King & Giuseppe Porro, 2010. "CEM: Stata module to perform Coarsened Exact Matching," Statistical Software Components S457127, Boston College Department of Economics, revised 15 Feb 2020.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Citations
  2. Number of Citations, Discounted by Citation Age
  3. Number of Citations, Weighted by Simple Impact Factor
  4. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  5. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  6. Number of Citations, Weighted by Number of Authors
  7. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  8. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  9. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  10. Euclidian citation score
  11. Breadth of citations across fields
  12. Wu-Index

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-EUR: Microeconomic European Issues (4) 2013-07-28 2021-02-08 2021-03-29 2021-12-13
  2. NEP-HEA: Health Economics (4) 2021-02-01 2021-02-08 2021-04-05 2021-12-13
  3. NEP-AGR: Agricultural Economics (2) 2016-09-18 2018-12-10
  4. NEP-HAP: Economics of Happiness (2) 2021-02-01 2021-02-08
  5. NEP-ACC: Accounting and Auditing (1) 2013-07-28
  6. NEP-BIG: Big Data (1) 2021-02-08
  7. NEP-ENV: Environmental Economics (1) 2018-12-10
  8. NEP-GEN: Gender (1) 2021-12-13
  9. NEP-IUE: Informal and Underground Economics (1) 2013-07-28
  10. NEP-PBE: Public Economics (1) 2013-07-28
  11. NEP-PUB: Public Finance (1) 2013-07-28
  12. NEP-SOG: Sociology of Economics (1) 2016-09-18
  13. NEP-TRE: Transport Economics (1) 2020-05-04

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