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 1 150
Testing for non-causality by using the Autoregressive Metric 0 0 0 59 1 2 3 104
Total Working Papers 0 0 0 132 1 2 4 254

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 0 0 0 141
An alternative solution to the Autoregressivity Paradox in time series analysis 0 0 0 11 0 0 2 76
Anthropogenic global warming hypothesis: testing its robustness by Granger causality analysis 0 0 0 0 1 1 3 74
COINTEGRATION AND DISTANCE BETWEEN INFORMATION SETS 0 0 0 13 2 2 5 44
Cointegration and distance between differenced processes 0 0 0 4 0 1 3 23
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 0 1 12 0 0 1 57
Feedback, causality and distance between arma models 0 0 0 1 1 1 1 15
Interpreting the concept of joint unpredictability of asset returns: A distance approach 0 0 0 2 0 1 2 34
Is a subspace containing a splitting subspace a splitting subspace? 0 0 1 5 1 1 2 44
Non-causality: The role of the omitted variables 0 0 0 32 0 0 2 108
On the Hsiao definition of non-causality 0 0 0 30 0 0 2 124
On the limit of the variation of the explanatory variable in simple linear regression model 0 0 0 8 1 1 6 81
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 3 148
Testing for Granger non-causality using the autoregressive metric 0 0 1 19 1 2 4 83
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 1 122 0 1 5 415
Total Journal Articles 0 0 4 499 7 11 41 2,948
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Statistics updated 2025-11-08