Следене
Lorenzo Trapani
Lorenzo Trapani
Потвърден имейл адрес: leicester.ac.uk - Начална страница
Заглавие
Позовавания
Позовавания
Година
A randomized sequential procedure to determine the number of factors
L Trapani
Journal of the American Statistical Association 113 (523), 1341-1349, 2018
492018
Testing for Instability in Covariance Structures
C Kao, L Trapani, G Urga
41*2011
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
Asymptotics for panel models with common shocks
C Kao, L Trapani, G Urga
Econometric Reviews 31 (4), 390-439, 2012
31*2012
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
29*2007
Inference on factor structures in heterogeneous panels
C Castagnetti, E Rossi, L Trapani
Journal of econometrics 184 (1), 145-157, 2015
282015
Testing for (in) finite moments
L Trapani
Journal of Econometrics 191 (1), 57-68, 2016
272016
Testing for randomness in a random coefficient autoregression model
L Horváth, L Trapani
Journal of Econometrics 209 (2), 338-352, 2019
242019
Statistical inference in a random coefficient panel model
L Horvath, L Trapani
Journal of Econometrics 193, 54-75, 2016
222016
On bootstrapping panel factor series
L Trapani
Journal of Econometrics 172 (1), 127-141, 2013
18*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
12*2022
Sequential testing for structural stability in approximate factor models
M Barigozzi, L Trapani
Stochastic Processes and Their Applications 130 (8), 5149-5187, 2020
112020
Testing for strict stationarity in a random coefficient autoregressive model
L Trapani
Econometric Reviews 40 (3), 220-256, 2021
92021
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
9*2014
Factor models with downside risk
D Massacci, L Sarno, L Trapani
Available at SSRN 3937321, 2021
82021
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
Системата не може да изпълни операцията сега. Опитайте отново по-късно.
Статии 1–20