Access Statistics for Umberto Triacca

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Alternative Solution to the Autoregressivity Paradox in Time Series Analysis 0 0 0 73 0 0 6 156
Testing for non-causality by using the Autoregressive Metric 0 0 1 60 0 0 15 117
Total Working Papers 0 0 1 133 0 0 21 273

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 0 0 0 6 1 5 16 157
An alternative solution to the Autoregressivity Paradox in time series analysis 0 0 0 11 0 1 5 81
Anthropogenic global warming hypothesis: testing its robustness by Granger causality analysis 0 0 0 0 1 1 6 79
COINTEGRATION AND DISTANCE BETWEEN INFORMATION SETS 0 0 0 13 1 2 10 52
Cointegration and distance between differenced processes 0 0 0 4 0 0 9 31
Cointegration in VAR(1) process: Characterization and testing 0 0 0 10 1 1 6 40
Dall'econometria strutturale all'econometria delle serie storiche 0 0 0 12 1 1 8 65
Feedback, causality and distance between arma models 0 0 0 1 0 1 9 23
Interpreting the concept of joint unpredictability of asset returns: A distance approach 0 0 0 2 0 2 8 41
Is a subspace containing a splitting subspace a splitting subspace? 0 0 0 5 1 1 5 48
Non-causality: The role of the omitted variables 0 0 0 32 0 2 7 115
On the Hsiao definition of non-causality 0 0 0 30 0 1 4 128
On the limit of the variation of the explanatory variable in simple linear regression model 0 0 0 8 1 1 7 87
Selection of the Relevant Information Set for Predictive Relationships Analysis between Time Series 0 0 0 0 1 1 4 154
Testing for Equal Predictability of Stationary ARMA Processes 0 0 0 24 0 0 13 161
Testing for Granger non-causality using the autoregressive metric 0 0 0 19 0 6 14 95
The Geometric Meaning of the Notion of Joint Unpredictability of a Bivariate VAR(1) Stochastic Process 0 0 0 10 1 1 4 57
The partial autocorrelation function of a first order non-invertible moving average process 0 0 0 190 1 2 4 1,248
Volatility Persistence and Predictability of Squared Returns in GARCH(1,1) Models 0 0 0 122 0 0 12 426
Total Journal Articles 0 0 0 499 10 29 151 3,088
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Statistics updated 2026-08-07