Lorenzo Trapani
Lorenzo Trapani
Verified email at nottingham.ac.uk - Homepage
Title
Cited by
Cited by
Year
Testing for Instability in Covariance Structures
C Kao, L Trapani, G Urga
34*2011
Asymptotics for panel models with common shocks
C Kao, L Trapani, G Urga
Econometric Reviews 31 (4), 390-439, 2012
32*2012
Detecting common longevity trends by a multiple population approach
V D’Amato, S Haberman, G Piscopo, M Russolillo, L Trapani
North American Actuarial Journal 18 (1), 139-149, 2014
312014
A randomized sequential procedure to determine the number of factors
L Trapani
Journal of the American Statistical Association 113 (523), 1341-1349, 2018
292018
Optimal forecasting with heterogeneous panels: A Monte Carlo study
L Trapani, G Urga
International Journal of Forecasting 25 (3), 567-586, 2009
292009
Modelling and testing for structural changes in panel cointegration models with common and idiosyncratic stochastic trend
C Kao, L Trapani, G Urga
Center for Policy Research Working Paper, 2007
27*2007
Testing for (in) finite moments
L Trapani
Journal of Econometrics 191 (1), 57-68, 2016
232016
Inference on factor structures in heterogeneous panels
C Castagnetti, E Rossi, L Trapani
Journal of econometrics 184 (1), 145-157, 2015
202015
Statistical inference in a random coefficient panel model
L Horvath, L Trapani
Journal of Econometrics 193, 54-75, 2016
172016
On bootstrapping panel factor series
L Trapani
Journal of Econometrics 172 (1), 127-141, 2013
16*2013
Testing for randomness in a random coefficient autoregression model
L Horváth, L Trapani
Journal of Econometrics 209 (2), 338-352, 2019
152019
On the use of cross-sectional measures of forecast uncertainty
C Driver, L Trapani, G Urga
International Journal of Forecasting 29 (3), 367-377, 2013
12*2013
Micro versus macro cointegration in heterogeneous panels
L Trapani, G Urga
Journal of Econometrics 155 (1), 1-18, 2010
7*2010
Testing for strict stationarity in a random coefficient autoregressive model
L Trapani
Econometric Reviews 40 (3), 220-256, 2021
62021
Testing for no factor structures: on the use of average-type and Hausman-type statistics
C Castagnetti, E Rossi, L Trapani
DEM Working Papers Series, 2014
6*2014
Testing for unit roots in heterogeneous panels under cross sectional dependence
L Trapani
CEA Working Paper, 2004
62004
Testing for Common Trends in Nonstationary Large Datasets
M Barigozzi, L Trapani
Journal of Business & Economic Statistics, 1-16, 2021
5*2021
Chover-type laws of the k-iterated logarithm for weighted sums of strongly mixing sequences
L Trapani
Journal of Mathematical Analysis and Applications 420 (2), 908-916, 2014
52014
On the asymptotic t-test for large nonstationary panel models
L Trapani
Computational Statistics & Data Analysis 56 (11), 3286-3306, 2012
5*2012
Common stochastic trends and aggregation in heterogeneous panels
L Trapani, G Urga
Econometric Theory 23 (1), 89-105, 2007
52007
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Articles 1–20