Access Statistics for Lorenzo Trapani

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Two-Stage Estimator for Heterogeneous Panel Models with Common Factors	0	0	0	100	1	5	6	104
Assessing The Predictive Performance Of Homogeneous, Heterogeneous And Shrinkage Estimators For Heterogeneous Panels: A Monte Carlo Study	0	0	0	0	1	4	5	48
Asymptotics for panel models with common shocks	0	0	0	11	0	2	3	84
Cointegration Versus Spurious Regression In Heterogeneous Panels	0	0	0	54	1	5	5	100
Cointegration versus Spurious Regression in Heterogeneous Panels	0	0	0	137	0	1	3	424
Cross Section Vs Time Series Measures of Uncertainty: Using UK Survey Data	0	0	0	3	1	1	1	1,528
Cross-Section Versus Time-Series Measures Of Uncertainty. Using UK Survey Data	0	0	0	75	0	1	2	228
Determining the dimension of factor structures in non-stationary large datasets	0	0	0	34	1	3	3	38
Inference on Factor Structures in Heterogeneous Panels	0	0	0	77	2	5	5	189
Inference on Factor Structures in Heterogeneous Panels	0	0	0	10	2	3	3	56
Micro versus Macro Cointegration in Heterogeneous Panels	0	0	0	14	1	6	6	130
Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trend	0	0	0	229	0	1	1	580
Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trends	0	0	0	24	2	3	4	124
On the Relationship Between Cross-Sectional and Time Series Measures of Uncertainty	0	0	0	13	2	5	5	67
Optimal forecasting with heterogeneous panels: a Monte Carlo study	0	0	0	23	0	1	2	114
Sequential testing for structural stability in approximate factor models	0	0	0	49	1	2	5	65
Sieve bootstrap for nonstationary panel factor models	0	0	0	14	2	3	3	76
Testing for Breaks in Cointegrated Panels	0	0	0	46	4	5	5	116
Testing for Breaks in Cointegrated Panels with Common and Idiosyncratic Stochastic Trends	0	0	0	66	2	2	3	88
Testing for Instability in Covariance Structures	0	0	3	34	1	2	5	53
Testing for Instability in Covariance Structures	0	0	0	26	3	4	5	85
Testing for no factor structures: on the use of average-type and Hausman-type statistics	0	0	2	54	2	3	5	78
The Asymptotics for Panel Models with Common Shocks	0	0	0	102	0	1	5	355
Total Working Papers	0	0	5	1,195	29	68	90	4,730

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
COMMON STOCHASTIC TRENDS AND AGGREGATION IN HETEROGENEOUS PANELS	0	0	0	13	1	2	2	41
Comments on: Extensions of some classical methods in change point analysis	0	0	0	3	1	2	2	21
First-differenced inference for panel factor series	0	0	1	16	1	2	4	59
Inference on factor structures in heterogeneous panels	0	1	1	23	2	4	6	101
Micro versus macro cointegration in heterogeneous panels	0	0	0	31	0	3	7	168
On bootstrapping panel factor series	0	0	1	9	2	3	6	82
On the asymptotic t-test for large nonstationary panel models	0	0	0	5	2	5	5	39
On the use of cross-sectional measures of forecast uncertainty	1	1	3	20	2	4	6	72
Optimal forecasting with heterogeneous panels: A Monte Carlo study	0	0	0	45	1	7	10	139
Statistical inference in a random coefficient panel model	0	0	0	35	1	2	7	164
Testing for (in)finite moments	0	0	0	42	1	1	3	142
Testing for Exogeneity in Cointegrated Panels	0	0	0	4	0	0	3	30
Testing for no factor structures: On the use of Hausman-type statistics	0	0	1	8	1	1	2	79
Total Journal Articles	1	2	7	254	15	36	63	1,137

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

LogEc provides access and usage statistics for services based on the RePEc data set.

LogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2026-01-09