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Information about:
Umberto Triacca

Personal Details | Affiliation | Works
This is information that was supplied by Umberto Triacca in registering through RePEc. If you are Umberto Triacca , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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First Name: Umberto
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Last Name: Triacca
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RePEc Short-ID: ptr41

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Works

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Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Articles

  1. Triacca, Umberto, 2008. "Is a subspace containing a splitting subspace a splitting subspace?," Statistics & Probability Letters, Elsevier, vol. 78(17), pages 2997-2999, December. [Downloadable!] (restricted)

  2. Edoardo Otrano & Umberto Triacca, 2007. "Testing for Equal Predictability of Stationary ARMA Processes," Journal of Applied Statistics, Taylor and Francis Journals, vol. 34(9), pages 1091-1108. [Downloadable!] (restricted)

  3. Fulvia Focker & Umberto Triacca, 2006. "A new proxy of the average volatility of a basket of returns: A Monte Carlo study," Economics Bulletin, Economics Bulletin, vol. 3(15), pages 1-14. [Downloadable!]

  4. Triacca, Umberto, 2002. "Selection of the Relevant Information Set for Predictive Relationships Analysis between Time Series," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 21(8), pages 595-99, December.

  5. Triacca, Umberto, 2002. "The Partial Autocorrelation Function of a First Order Non-invertible Moving Average Process," Applied Economics Letters, Taylor and Francis Journals, vol. 9(1), pages 13-15, January. [Downloadable!] (restricted)

  6. Umberto Triacca, 2002. "Cointegration in VAR(1) process: Characterization and testing," Statistical Papers, Springer, vol. 43(3), pages 435-443, July. [Downloadable!] (restricted)

  7. Triacca, Umberto, 2000. "On the Hsiao definition of non-causality," Economics Letters, Elsevier, vol. 66(3), pages 261-264, March. [Downloadable!] (restricted)

  8. Triacca, Umberto, 2000. "Cointegration And Distance Between Information Sets," Econometric Theory, Cambridge University Press, vol. 16(01), pages 102-111, February. [Downloadable!]

  9. Triacca, Umberto, 1998. "Non-causality: The role of the omitted variables," Economics Letters, Elsevier, vol. 60(3), pages 317-320, September. [Downloadable!] (restricted)

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This page was last updated on 2009-10-28.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.