Folgen
Lorenzo Trapani
Lorenzo Trapani
Bestätigte E-Mail-Adresse bei leicester.ac.uk - Startseite
Titel
Zitiert von
Zitiert von
Jahr
A randomized sequential procedure to determine the number of factors
L Trapani
Journal of the American Statistical Association 113 (523), 1341-1349, 2018
632018
Testing for Instability in Covariance Structures
C Kao, L Trapani, G Urga
Bernoulli 24 (1), 740-771, 2018
452018
Testing for (in) finite moments
L Trapani
Journal of Econometrics 191 (1), 57-68, 2016
382016
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
352014
Asymptotics for panel models with common shocks
C Kao, L Trapani, G Urga
Econometric Reviews 31 (4), 390-439, 2012
35*2012
Optimal forecasting with heterogeneous panels: A Monte Carlo study
L Trapani, G Urga
International Journal of Forecasting 25 (3), 567-586, 2009
322009
Testing for randomness in a random coefficient autoregression model
L Horváth, L Trapani
Journal of Econometrics 209 (2), 338-352, 2019
312019
Inference on factor structures in heterogeneous panels
C Castagnetti, E Rossi, L Trapani
Journal of Econometrics 184 (1), 145-157, 2015
312015
Statistical inference in a random coefficient panel model
L Horvath, L Trapani
Journal of Econometrics 193, 54-75, 2016
302016
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
On bootstrapping panel factor series
L Trapani
Journal of Econometrics 172 (1), 127-141, 2013
20*2013
Sequential testing for structural stability in approximate factor models
M Barigozzi, L Trapani
Stochastic Processes and their Applications 130 (8), 5149-5187, 2020
182020
Testing for common trends in nonstationary large datasets
M Barigozzi, L Trapani
Journal of Business & Economic Statistics 40 (3), 1107-1122, 2022
17*2022
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
15*2013
One-way or two-way factor model for matrix sequences?
Y He, X Kong, L Trapani, L Yu
Journal of Econometrics 235 (2), 1981-2004, 2023
142023
Testing for strict stationarity in a random coefficient autoregressive model
L Trapani
Econometric Reviews 40 (3), 220-256, 2021
142021
Changepoint detection in heteroscedastic random coefficient autoregressive models
L Horváth, L Trapani
Journal of Business & Economic Statistics 41 (4), 1300-1314, 2023
13*2023
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
11*2014
Factor models with downside risk
D Massacci, L Sarno, L Trapani
Available at SSRN 3937321, 2021
102021
A two-stage estimator for heterogeneous panel models with common factors
C Castagnetti, E Rossi, L Trapani
Econometrics and Statistics 11, 63-82, 2019
92019
Das System kann den Vorgang jetzt nicht ausführen. Versuchen Sie es später erneut.
Artikel 1–20