Details about Umberto Triacca

Access statistics for papers by Umberto Triacca.

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Short-id: ptr41

Working Papers

2011

1. An Alternative Solution to the Autoregressivity Paradox in Time Series Analysis
   CEIS Research Paper, Tor Vergata University, CEIS View citations (1)
   See also Journal Article An alternative solution to the Autoregressivity Paradox in time series analysis, Economic Modelling, Elsevier (2011) View citations (1) (2011)
2. Testing for non-causality by using the Autoregressive Metric
   MPRA Paper, University Library of Munich, Germany

Journal Articles

2013

1. Anthropogenic global warming hypothesis: testing its robustness by Granger causality analysis
   Environmetrics, 2013, 24, (4), 260-268 View citations (4)
2. Testing for Granger non-causality using the autoregressive metric
   Economic Modelling, 2013, 33, (C), 120-125 View citations (6)
3. The Geometric Meaning of the Notion of Joint Unpredictability of a Bivariate VAR(1) Stochastic Process
   Econometrics, 2013, 1, (3), 1-10

2012

4. Cointegration and distance between differenced processes
   Quality & Quantity: International Journal of Methodology, 2012, 46, (6), 1953-1957
5. On the limit of the variation of the explanatory variable in simple linear regression model
   Economics Bulletin, 2012, 32, (3), 1927-1932

2011

6. An alternative solution to the Autoregressivity Paradox in time series analysis
   Economic Modelling, 2011, 28, (3), 1451-1454 View citations (1)
   See also Working Paper An Alternative Solution to the Autoregressivity Paradox in Time Series Analysis, CEIS Research Paper (2011) View citations (1) (2011)

2009

7. Dall'econometria strutturale all'econometria delle serie storiche
   Economia & lavoro, 2009, (3), 79
8. Volatility Persistence and Predictability of Squared Returns in GARCH(1,1) Models
   Central European Journal of Economic Modelling and Econometrics, 2009, 1, (3), 285-291 View citations (1)

2008

9. Is a subspace containing a splitting subspace a splitting subspace?
   Statistics & Probability Letters, 2008, 78, (17), 2997-2999

2007

10. Testing for Equal Predictability of Stationary ARMA Processes
    Journal of Applied Statistics, 2007, 34, (9), 1091-1108 View citations (4)

2006

11. A new proxy of the average volatility of a basket of returns: A Monte Carlo study
    Economics Bulletin, 2006, 3, (15), 1-14
12. Interpreting the concept of joint unpredictability of asset returns: A distance approach
    Physica A: Statistical Mechanics and its Applications, 2006, 369, (2), 765-770 View citations (1)

2004

13. Feedback, causality and distance between arma models
    Mathematics and Computers in Simulation (MATCOM), 2004, 64, (6), 679-685 View citations (1)

2002

14. Cointegration in VAR(1) process: Characterization and testing
    Statistical Papers, 2002, 43, (3), 435-443 View citations (1)
15. Selection of the Relevant Information Set for Predictive Relationships Analysis between Time Series
    Journal of Forecasting, 2002, 21, (8), 595-99 View citations (1)
16. The partial autocorrelation function of a first order non-invertible moving average process
    Applied Economics Letters, 2002, 9, (1), 13-15

2000

17. COINTEGRATION AND DISTANCE BETWEEN INFORMATION SETS
    Econometric Theory, 2000, 16, (1), 102-111 View citations (2)
18. On the Hsiao definition of non-causality
    Economics Letters, 2000, 66, (3), 261-264

1998

19. Non-causality: The role of the omitted variables
    Economics Letters, 1998, 60, (3), 317-320 View citations (19)