Umberto Triacca

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Granger non causality and predictor spaces Communications in Statistics. Theory and Methods	2024-11-20	Paper
Anthropogenic global warming hypothesis: testing its robustness by Granger causality analysis Environmetrics	2023-12-15	Paper
Estimate of a volatility's common component in ARSV models: a simulation study Journal of Statistical Computation and Simulation	2023-09-19	Paper
A comparison between VAR processes jointly modeling GDP and unemployment rate in France and Germany Statistical Methods and Applications	2022-10-04	Paper
Testing for Equal Predictability of Stationary ARMA Processes Journal of Applied Statistics	2020-09-28	Paper
Granger causality between vectors of time series: a puzzling property Statistics & Probability Letters	2019-02-20	Paper
scientific article; zbMATH DE number 6902711 (Why is no real title available?)	2018-07-12	Paper
Predictive information and distance between past and future of a time series Communications in Statistics: Theory and Methods	2017-10-12	Paper
Causality and separability Statistics & Probability Letters	2015-05-18	Paper
Estimating overnight volatility of asset returns by using the generalized dynamic factor model approach Decisions in Economics and Finance	2015-05-04	Paper
Few remarks on the geometry of the uncentered coefficient of determination Lobachevskii Journal of Mathematics	2013-01-23	Paper
On a characterization of orthogonality with respect to particular sequences of random variables in \(L^2\) Applications of Mathematics	2011-02-11	Paper
Granger causality and contiguity between stochastic processes Physics Letters. A	2010-10-28	Paper
Is a subspace containing a splitting subspace a splitting subspace? Statistics & Probability Letters	2008-11-25	Paper
A Hilbert space proof of equivalence of the Granger and Sims notions of causality	2008-01-14	Paper
Feedback, causality and distance between ARMA models. Mathematics and Computers in Simulation	2004-03-29	Paper
Cointegration in VAR(1) process. Characterization and testing Statistical Papers	2002-12-01	Paper
COINTEGRATION AND DISTANCE BETWEEN INFORMATION SETS Econometric Theory	2000-10-11	Paper
On the Hsiao definition of non-causality Economics Letters	2000-06-04	Paper
A geometrical characterisation of weakly feedback free process Systems & Control Letters	1999-04-28	Paper
Non-causality: The role of the omitted variables Economics Letters	1999-01-12	Paper

Research outcomes over time

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