Access Statistics for Umberto Triacca

Author contact details at EconPapers.

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A new proxy of the average volatility of a basket of returns: A Monte Carlo study 2 7 20 71 4 22 185 816
COINTEGRATION AND DISTANCE BETWEEN INFORMATION SETS 1 2 4 4 1 3 7 7
Cointegration in VAR(1) process: Characterization and testing 0 0 1 1 1 2 8 8
Is a subspace containing a splitting subspace a splitting subspace? 0 1 2 2 0 2 5 5
Non-causality: The role of the omitted variables 0 2 3 12 0 2 7 46
On the Hsiao definition of non-causality 0 0 1 20 0 0 6 94
Selection of the Relevant Information Set for Predictive Relationships Analysis between Time Series 0 0 0 0 0 0 4 115
Testing for Equal Predictability of Stationary ARMA Processes 0 1 7 15 2 6 25 60
The Partial Autocorrelation Function of a First Order Non-invertible Moving Average Process 0 1 12 160 4 16 110 1,087
Total Journal Articles 3 14 50 285 12 53 357 2,238


Statistics updated 2009-11-04