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 1 11 110
Assessing The Predictive Performance Of Homogeneous, Heterogeneous And Shrinkage Estimators For Heterogeneous Panels: A Monte Carlo Study 0 0 0 0 1 3 8 52
Asymptotics for panel models with common shocks 0 0 0 11 1 1 6 88
Cointegration Versus Spurious Regression In Heterogeneous Panels 0 0 0 54 1 2 15 110
Cointegration versus Spurious Regression in Heterogeneous Panels 0 1 1 138 2 6 11 432
Cross Section Vs Time Series Measures of Uncertainty: Using UK Survey Data 0 0 0 3 2 5 8 1,535
Cross-Section Versus Time-Series Measures Of Uncertainty. Using UK Survey Data 0 0 0 75 0 0 3 229
Determining the dimension of factor structures in non-stationary large datasets 0 0 0 34 0 2 5 40
Inference on Factor Structures in Heterogeneous Panels 0 0 0 77 1 3 12 196
Inference on Factor Structures in Heterogeneous Panels 0 0 0 10 0 1 6 59
Micro versus Macro Cointegration in Heterogeneous Panels 0 0 1 15 4 6 19 143
Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trend 0 0 1 230 4 5 12 591
Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trends 0 0 0 24 6 10 20 140
On the Relationship Between Cross-Sectional and Time Series Measures of Uncertainty 0 0 0 13 0 2 11 73
Optimal forecasting with heterogeneous panels: a Monte Carlo study 0 0 0 23 0 3 9 122
Sequential testing for structural stability in approximate factor models 0 0 0 49 2 2 12 72
Sieve bootstrap for nonstationary panel factor models 0 0 0 14 0 0 8 81
Testing for Breaks in Cointegrated Panels 0 0 0 46 2 5 11 122
Testing for Breaks in Cointegrated Panels with Common and Idiosyncratic Stochastic Trends 0 0 0 66 2 3 9 95
Testing for Instability in Covariance Structures 1 1 1 27 5 13 19 100
Testing for Instability in Covariance Structures 0 0 0 34 1 3 9 60
Testing for no factor structures: on the use of average-type and Hausman-type statistics 0 0 0 54 1 3 8 83
The Asymptotics for Panel Models with Common Shocks 0 0 0 102 1 1 11 362
Total Working Papers 1 2 4 1,199 36 80 243 4,895

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 1 2 6 45
Comments on: Extensions of some classical methods in change point analysis 0 0 0 3 0 0 3 22
First-differenced inference for panel factor series 0 0 1 16 2 2 6 61
Inference on factor structures in heterogeneous panels 0 0 1 23 0 0 6 102
Micro versus macro cointegration in heterogeneous panels 0 0 0 31 3 5 15 177
On bootstrapping panel factor series 0 0 1 9 2 2 13 89
On the asymptotic t-test for large nonstationary panel models 0 0 0 5 3 3 8 42
On the use of cross-sectional measures of forecast uncertainty 0 0 2 20 0 3 13 80
Optimal forecasting with heterogeneous panels: A Monte Carlo study 0 0 0 45 2 3 15 144
Statistical inference in a random coefficient panel model 0 0 0 35 2 3 9 168
Testing for (in)finite moments 0 0 0 42 2 3 7 147
Testing for Exogeneity in Cointegrated Panels 0 0 0 4 0 1 5 34
Testing for no factor structures: On the use of Hausman-type statistics 0 0 1 8 0 1 5 82
Total Journal Articles 0 0 6 254 17 28 111 1,193

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Statistics updated 2026-05-06