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Details about Lorenzo Trapani

E-mail:
Homepage:https://sites.google.com/site/proflorenzotrapani/
Workplace:Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham, (more information at EDIRC)

Access statistics for papers by Lorenzo Trapani.

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

Short-id: ptr375


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Working Papers

2018

  1. Determining the dimension of factor structures in non-stationary large datasets
    Papers, arXiv.org Downloads
  2. Sequential testing for structural stability in approximate factor models
    Papers, arXiv.org Downloads

2016

  1. Testing for Instability in Covariance Structures
    Working papers, University of Connecticut, Department of Economics Downloads View citations (2)
    Also in Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University (2012)

2014

  1. A Two-Stage Estimator for Heterogeneous Panel Models with Common Factors
    DEM Working Papers Series, University of Pavia, Department of Economics and Management Downloads
  2. Inference on Factor Structures in Heterogeneous Panels
    DEM Working Papers Series, University of Pavia, Department of Economics and Management Downloads View citations (1)
    Also in DEM Working Papers Series, University of Pavia, Department of Economics and Management (2012) Downloads View citations (3)

    See also Journal Article in Journal of Econometrics (2015)
  3. 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 Downloads View citations (1)

2012

  1. Testing for Breaks in Cointegrated Panels
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (1)

2011

  1. 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

2008

  1. On the Relationship Between Cross-Sectional and Time Series Measures of Uncertainty
    Working Papers, Department of Economics and Technology Management, University of Bergamo Downloads
  2. Sieve bootstrap for nonstationary panel factor models
    Working Papers, Department of Economics and Technology Management, University of Bergamo Downloads

2007

  1. Micro versus Macro Cointegration in Heterogeneous Panels
    Working Papers, Department of Economics and Technology Management, University of Bergamo Downloads View citations (1)
    See also Journal Article in Journal of Econometrics (2010)
  2. 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 (1)
    Also in Working Papers, Department of Economics and Technology Management, University of Bergamo (2007) Downloads View citations (1)

2006

  1. Asymptotics for panel models with common shocks
    Working Papers, Department of Economics and Technology Management, University of Bergamo Downloads
    Also in Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University (2006) View citations (5)
  2. Optimal forecasting with heterogeneous panels: a Monte Carlo study
    Working Papers, Department of Economics and Technology Management, University of Bergamo Downloads
    See also Journal Article in International Journal of Forecasting (2009)

2004

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

Undated

  1. 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 Downloads View citations (6)
  2. Testing for (in)finite moments
    Journal of Econometrics, 2016, 191, (1), 57-68 Downloads View citations (3)

2015

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

2014

  1. 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 Downloads

2013

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

2012

  1. On the asymptotic t-test for large nonstationary panel models
    Computational Statistics & Data Analysis, 2012, 56, (11), 3286-3306 Downloads View citations (1)

2010

  1. Micro versus macro cointegration in heterogeneous panels
    Journal of Econometrics, 2010, 155, (1), 1-18 Downloads View citations (6)
    See also Working Paper (2007)

2009

  1. Optimal forecasting with heterogeneous panels: A Monte Carlo study
    International Journal of Forecasting, 2009, 25, (3), 567-586 Downloads View citations (15)
    See also Working Paper (2006)

2007

  1. COMMON STOCHASTIC TRENDS AND AGGREGATION IN HETEROGENEOUS PANELS
    Econometric Theory, 2007, 23, (01), 89-105 Downloads View citations (2)
 
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