Umberto Triacca

Available identifiers

zbMath Open triacca.umbertoMaRDI QIDQ601416

List of research outcomes

Publication	Date of Publication	Type
Granger non causality and predictor spaces	2024-11-20	Paper
Anthropogenic global warming hypothesis: testing its robustness by Granger causality analysis	2023-12-15	Paper
Estimate of a volatility's common component in ARSV models: a simulation study	2023-09-19	Paper
A comparison between VAR processes jointly modeling GDP and unemployment rate in France and Germany	2022-10-04	Paper
Testing for Equal Predictability of Stationary ARMA Processes	2020-09-28	Paper
Granger causality between vectors of time series: a puzzling property	2019-02-20	Paper
https://portal.mardi4nfdi.de/entity/Q4576409	2018-07-12	Paper
Predictive information and distance between past and future of a time series	2017-10-12	Paper
Causality and separability	2015-05-18	Paper
Estimating overnight volatility of asset returns by using the generalized dynamic factor model approach	2015-05-04	Paper
Few remarks on the geometry of the uncentered coefficient of determination	2013-01-23	Paper
On a characterization of orthogonality with respect to particular sequences of random variables in \(L^2\)	2011-02-11	Paper
Granger causality and contiguity between stochastic processes	2010-10-28	Paper
Is a subspace containing a splitting subspace a splitting subspace?	2008-11-25	Paper
https://portal.mardi4nfdi.de/entity/Q5435597	2008-01-14	Paper
Feedback, causality and distance between ARMA models.	2004-03-29	Paper
Cointegration in VAR(1) process. Characterization and testing	2002-12-01	Paper
COINTEGRATION AND DISTANCE BETWEEN INFORMATION SETS	2000-10-11	Paper
On the Hsiao definition of non-causality	2000-06-04	Paper
A geometrical characterisation of weakly feedback free process	1999-04-28	Paper
Non-causality: The role of the omitted variables	1999-01-12	Paper

Research outcomes over time

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