Details about Lorenzo Trapani

Access statistics for papers by Lorenzo Trapani.

Last updated 2018-07-05. Update your information in the RePEc Author Service.

Short-id: ptr375

Working Papers

2020

1. Sequential testing for structural stability in approximate factor models
   Papers, arXiv.org View citations (4)

2018

2. Determining the dimension of factor structures in non-stationary large datasets
   Papers, arXiv.org View citations (2)

2016

3. Testing for Instability in Covariance Structures
   Working papers, University of Connecticut, Department of Economics View citations (5)
   Also in Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University (2012) View citations (1)

2014

4. A Two-Stage Estimator for Heterogeneous Panel Models with Common Factors
   DEM Working Papers Series, University of Pavia, Department of Economics and Management View citations (4)
5. Inference on Factor Structures in Heterogeneous Panels
   DEM Working Papers Series, University of Pavia, Department of Economics and Management View citations (5)
   Also in DEM Working Papers Series, University of Pavia, Department of Economics and Management (2012) View citations (3)
   See also Journal Article Inference on factor structures in heterogeneous panels, Journal of Econometrics, Elsevier (2015) View citations (10) (2015)
6. Testing for no factor structures: on the use of average-type and Hausman-type statistics
   DEM Working Papers Series, University of Pavia, Department of Economics and Management View citations (1)

2012

7. Testing for Breaks in Cointegrated Panels
   Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (3)

2011

8. Testing for Breaks in Cointegrated Panels with Common and Idiosyncratic Stochastic Trends
   Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (1)

2008

9. On the Relationship Between Cross-Sectional and Time Series Measures of Uncertainty
   Working Papers, Department of Management, Information and Production Engineering, University of Bergamo
10. Sieve bootstrap for nonstationary panel factor models
    Working Papers, Department of Management, Information and Production Engineering, University of Bergamo

2007

11. Micro versus Macro Cointegration in Heterogeneous Panels
    Working Papers, Department of Management, Information and Production Engineering, University of Bergamo View citations (1)
    See also Journal Article Micro versus macro cointegration in heterogeneous panels, Journal of Econometrics, Elsevier (2010) View citations (6) (2010)
12. Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trend
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (3)
    Also in Working Papers, Department of Management, Information and Production Engineering, University of Bergamo (2007) View citations (3)

2006

13. Asymptotics for panel models with common shocks
    Working Papers, Department of Management, Information and Production Engineering, University of Bergamo View citations (13)
    Also in Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University (2006) View citations (6)
14. Optimal forecasting with heterogeneous panels: a Monte Carlo study
    Working Papers, Department of Management, Information and Production Engineering, University of Bergamo
    See also Journal Article Optimal forecasting with heterogeneous panels: A Monte Carlo study, International Journal of Forecasting, Elsevier (2009) View citations (20) (2009)

2004

15. Cointegration Versus Spurious Regression In Heterogeneous Panels
    Royal Economic Society Annual Conference 2004, Royal Economic Society
    Also in Econometric Society 2004 North American Summer Meetings, Econometric Society (2004)
16. Cross Section Vs Time Series Measures of Uncertainty: Using UK Survey Data
    Econometric Society 2004 North American Summer Meetings, Econometric Society View citations (3)
17. Cross-Section Versus Time-Series Measures Of Uncertainty. Using UK Survey Data
    Royal Economic Society Annual Conference 2004, Royal Economic Society View citations (2)

Undated

18. Assessing The Predictive Performance Of Homogeneous, Heterogeneous And Shrinkage Estimators For Heterogeneous Panels: A Monte Carlo Study
    Royal Economic Society Annual Conference 2004, Royal Economic Society

Journal Articles

2016

1. Statistical inference in a random coefficient panel model
   Journal of Econometrics, 2016, 193, (1), 54-75 View citations (19)
2. Testing for (in)finite moments
   Journal of Econometrics, 2016, 191, (1), 57-68 View citations (20)

2015

3. Inference on factor structures in heterogeneous panels
   Journal of Econometrics, 2015, 184, (1), 145-157 View citations (10)
   See also Working Paper Inference on Factor Structures in Heterogeneous Panels, DEM Working Papers Series (2014) View citations (5) (2014)
4. Testing for Exogeneity in Cointegrated Panels
   Oxford Bulletin of Economics and Statistics, 2015, 77, (4), 475-494 View citations (4)
5. Testing for no factor structures: On the use of Hausman-type statistics
   Economics Letters, 2015, 130, (C), 66-68 View citations (5)

2014

6. Comments on: Extensions of some classical methods in change point analysis
   TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2014, 23, (2), 283-286

2013

7. First-differenced inference for panel factor series
   Economics Letters, 2013, 118, (2), 364-366
8. On bootstrapping panel factor series
   Journal of Econometrics, 2013, 172, (1), 127-141 View citations (8)
9. On the use of cross-sectional measures of forecast uncertainty
   International Journal of Forecasting, 2013, 29, (3), 367-377 View citations (4)

2012

10. On the asymptotic t-test for large nonstationary panel models
    Computational Statistics & Data Analysis, 2012, 56, (11), 3286-3306 View citations (2)

2010

11. Micro versus macro cointegration in heterogeneous panels
    Journal of Econometrics, 2010, 155, (1), 1-18 View citations (6)
    See also Working Paper Micro versus Macro Cointegration in Heterogeneous Panels, Working Papers (2007) View citations (1) (2007)

2009

12. Optimal forecasting with heterogeneous panels: A Monte Carlo study
    International Journal of Forecasting, 2009, 25, (3), 567-586 View citations (20)
    See also Working Paper Optimal forecasting with heterogeneous panels: a Monte Carlo study, Working Papers (2006) (2006)

2007

13. COMMON STOCHASTIC TRENDS AND AGGREGATION IN HETEROGENEOUS PANELS
    Econometric Theory, 2007, 23, (1), 89-105 View citations (2)