Access Statistics for Lorenzo Trapani

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
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 1 2 2 423
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 10 0 0 0 53
Inference on Factor Structures in Heterogeneous Panels 0 0 0 77 0 0 0 184
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 0 579
Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trends 0 0 0 24 0 0 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 1 113
Sequential testing for structural stability in approximate factor models 0 0 0 49 0 0 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 3 34 0 0 3 51
Testing for Instability in Covariance Structures 0 0 0 26 0 0 2 81
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 0 3 4 354
Total Working Papers 0 0 5 1,195 1 5 27 4,659


Journal Article File Downloads Abstract Views
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 1 1 56
Inference on factor structures in heterogeneous panels 0 0 0 22 0 1 2 97
Micro versus macro cointegration in heterogeneous panels 0 0 0 31 0 2 3 164
On bootstrapping panel factor series 1 1 1 9 1 3 3 79
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 1 1 2 19 1 1 3 68
Optimal forecasting with heterogeneous panels: A Monte Carlo study 0 0 0 45 0 2 4 132
Statistical inference in a random coefficient panel model 0 0 0 35 0 1 5 160
Testing for (in)finite moments 0 0 0 42 0 1 4 141
Testing for Exogeneity in Cointegrated Panels 0 0 0 4 0 1 3 30
Testing for no factor structures: On the use of Hausman-type statistics 0 0 1 8 0 0 1 78
Total Journal Articles 2 2 4 251 2 13 29 1,097


Statistics updated 2025-09-05