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 0 149
Testing for non-causality by using the Autoregressive Metric 0 0 0 59 0 0 0 101
Total Working Papers 0 0 0 132 0 0 0 250

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 1 6 0 0 3 141
An alternative solution to the Autoregressivity Paradox in time series analysis 0 0 0 11 0 0 1 74
Anthropogenic global warming hypothesis: testing its robustness by Granger causality analysis 0 0 0 0 1 1 1 72
COINTEGRATION AND DISTANCE BETWEEN INFORMATION SETS 0 0 0 13 1 2 2 41
Cointegration and distance between differenced processes 0 0 0 4 1 1 1 21
Cointegration in VAR(1) process: Characterization and testing 0 0 0 10 0 0 0 34
Dall'econometria strutturale all'econometria delle serie storiche 0 1 1 12 0 1 3 57
Feedback, causality and distance between arma models 0 0 0 1 0 0 0 14
Interpreting the concept of joint unpredictability of asset returns: A distance approach 0 0 0 2 0 0 1 32
Is a subspace containing a splitting subspace a splitting subspace? 0 0 0 4 0 0 0 42
Non-causality: The role of the omitted variables 0 0 0 32 0 0 2 106
On the Hsiao definition of non-causality 0 0 0 30 0 0 1 122
On the limit of the variation of the explanatory variable in simple linear regression model 0 0 1 8 0 0 2 76
Selection of the Relevant Information Set for Predictive Relationships Analysis between Time Series 0 0 0 0 0 0 0 150
Testing for Equal Predictability of Stationary ARMA Processes 0 0 0 24 0 0 0 145
Testing for Granger non-causality using the autoregressive metric 1 1 2 19 1 1 2 80
The Geometric Meaning of the Notion of Joint Unpredictability of a Bivariate VAR(1) Stochastic Process 0 0 0 10 0 0 0 53
The partial autocorrelation function of a first order non-invertible moving average process 0 0 0 190 0 0 0 1,244
Volatility Persistence and Predictability of Squared Returns in GARCH(1,1) Models 0 0 4 121 0 1 6 411
Total Journal Articles 1 2 9 497 4 7 25 2,915
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Statistics updated 2025-03-03