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Lorenzo Trapani
Lorenzo Trapani
Verified email at nottingham.ac.uk - Homepage
Title
Cited by
Cited by
Year
A randomized sequential procedure to determine the number of factors
L Trapani
Journal of the American Statistical Association 113 (523), 1341-1349, 2018
412018
Testing for Instability in Covariance Structures
C Kao, L Trapani, G Urga
39*2011
Asymptotics for panel models with common shocks
C Kao, L Trapani, G Urga
Econometric Reviews 31 (4), 390-439, 2012
33*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
322014
Optimal forecasting with heterogeneous panels: A Monte Carlo study
L Trapani, G Urga
International Journal of Forecasting 25 (3), 567-586, 2009
312009
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
28*2007
Testing for (in) finite moments
L Trapani
Journal of Econometrics 191 (1), 57-68, 2016
262016
Inference on factor structures in heterogeneous panels
C Castagnetti, E Rossi, L Trapani
Journal of econometrics 184 (1), 145-157, 2015
262015
Testing for randomness in a random coefficient autoregression model
L Horvįth, L Trapani
Journal of Econometrics 209 (2), 338-352, 2019
212019
Statistical inference in a random coefficient panel model
L Horvath, L Trapani
Journal of Econometrics 193, 54-75, 2016
202016
On bootstrapping panel factor series
L Trapani
Journal of Econometrics 172 (1), 127-141, 2013
17*2013
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
13*2013
Testing for common trends in nonstationary large datasets
M Barigozzi, L Trapani
Journal of Business & Economic Statistics 40 (3), 1107-1122, 2022
9*2022
Testing for strict stationarity in a random coefficient autoregressive model
L Trapani
Econometric Reviews 40 (3), 220-256, 2021
82021
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
8*2014
Sequential testing for structural stability in approximate factor models
M Barigozzi, L Trapani
Stochastic Processes and Their Applications 130 (8), 5149-5187, 2020
72020
Micro versus macro cointegration in heterogeneous panels
L Trapani, G Urga
Journal of Econometrics 155 (1), 1-18, 2010
7*2010
A two-stage estimator for heterogeneous panel models with common factors
C Castagnetti, E Rossi, L Trapani
Econometrics and Statistics 11, 63-82, 2019
62019
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
62014
Testing for unit roots in heterogeneous panels under cross sectional dependence
L Trapani
Centre for Economic Analysis CEA@ Cass, 1-40, 2004
62004
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Articles 1–20