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	0	0	1	99
Assessing The Predictive Performance Of Homogeneous, Heterogeneous And Shrinkage Estimators For Heterogeneous Panels: A Monte Carlo Study	0	0	0	0	0	0	1	44
Asymptotics for panel models with common shocks	0	0	0	11	0	0	2	82
Cointegration Versus Spurious Regression In Heterogeneous Panels	0	0	0	54	0	0	0	95
Cointegration versus Spurious Regression in Heterogeneous Panels	0	0	0	137	0	0	0	421
Cross Section Vs Time Series Measures of Uncertainty: Using UK Survey Data	0	0	0	3	0	0	2	1,527
Cross-Section Versus Time-Series Measures Of Uncertainty. Using UK Survey Data	0	0	0	75	0	0	0	226
Determining the dimension of factor structures in non-stationary large datasets	0	0	0	34	0	0	0	35
Inference on Factor Structures in Heterogeneous Panels	0	0	0	77	0	0	0	184
Inference on Factor Structures in Heterogeneous Panels	0	0	0	10	0	0	0	53
Micro versus Macro Cointegration in Heterogeneous Panels	0	0	0	14	0	0	0	124
Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trend	0	0	0	229	0	0	1	579
Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trends	0	0	0	24	0	1	2	121
On the Relationship Between Cross-Sectional and Time Series Measures of Uncertainty	0	0	0	13	0	0	1	62
Optimal forecasting with heterogeneous panels: a Monte Carlo study	0	0	0	23	0	0	2	113
Sequential testing for structural stability in approximate factor models	0	0	0	49	0	1	1	61
Sieve bootstrap for nonstationary panel factor models	0	0	0	14	0	0	1	73
Testing for Breaks in Cointegrated Panels	0	0	0	46	0	0	0	111
Testing for Breaks in Cointegrated Panels with Common and Idiosyncratic Stochastic Trends	0	0	0	66	0	0	1	86
Testing for Instability in Covariance Structures	0	0	0	26	0	0	2	81
Testing for Instability in Covariance Structures	0	0	3	34	0	0	3	51
Testing for no factor structures: on the use of average-type and Hausman-type statistics	0	0	2	54	0	0	3	75
The Asymptotics for Panel Models with Common Shocks	0	0	0	102	3	3	4	354
Total Working Papers	0	0	5	1,195	3	5	27	4,657

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	0	0	0	39
Comments on: Extensions of some classical methods in change point analysis	0	0	0	3	0	0	0	19
First-differenced inference for panel factor series	0	0	0	15	0	0	0	55
Inference on factor structures in heterogeneous panels	0	0	0	22	0	0	1	96
Micro versus macro cointegration in heterogeneous panels	0	0	0	31	0	0	1	162
On bootstrapping panel factor series	0	0	0	8	0	0	0	76
On the asymptotic t-test for large nonstationary panel models	0	0	0	5	0	0	0	34
On the use of cross-sectional measures of forecast uncertainty	0	0	1	18	0	0	2	67
Optimal forecasting with heterogeneous panels: A Monte Carlo study	0	0	0	45	1	2	3	131
Statistical inference in a random coefficient panel model	0	0	1	35	0	2	6	159
Testing for (in)finite moments	0	0	0	42	0	0	4	140
Testing for Exogeneity in Cointegrated Panels	0	0	0	4	0	0	2	29
Testing for no factor structures: On the use of Hausman-type statistics	0	1	1	8	0	1	2	78
Total Journal Articles	0	1	3	249	1	5	21	1,085

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Statistics updated 2025-07-04