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 1 95 0 0 3 87
Assessing The Predictive Performance Of Homogeneous, Heterogeneous And Shrinkage Estimators For Heterogeneous Panels: A Monte Carlo Study 0 0 0 0 0 0 1 43
Asymptotics for panel models with common shocks 0 0 0 11 1 1 5 74
Cointegration Versus Spurious Regression In Heterogeneous Panels 0 0 0 52 0 3 8 90
Cointegration versus Spurious Regression in Heterogeneous Panels 0 0 0 135 0 2 9 416
Cross Section Vs Time Series Measures of Uncertainty: Using UK Survey Data 0 0 0 3 1 1 6 1,512
Cross-Section Versus Time-Series Measures Of Uncertainty. Using UK Survey Data 0 0 1 74 0 0 8 221
Determining the dimension of factor structures in non-stationary large datasets 0 0 1 33 0 0 14 29
Inference on Factor Structures in Heterogeneous Panels 0 0 1 71 1 1 3 167
Inference on Factor Structures in Heterogeneous Panels 0 0 1 9 0 0 3 48
Micro versus Macro Cointegration in Heterogeneous Panels 0 0 0 13 1 2 7 121
Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trend 0 0 0 227 1 1 5 565
Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trends 0 1 3 22 1 2 8 112
On the Relationship Between Cross-Sectional and Time Series Measures of Uncertainty 0 0 1 11 0 0 5 51
Optimal forecasting with heterogeneous panels: a Monte Carlo study 0 0 1 20 0 1 8 103
Sequential testing for structural stability in approximate factor models 0 0 0 46 2 4 15 35
Sieve bootstrap for nonstationary panel factor models 0 0 0 14 1 2 5 64
Testing for Breaks in Cointegrated Panels 0 0 0 46 1 2 10 101
Testing for Breaks in Cointegrated Panels with Common and Idiosyncratic Stochastic Trends 0 0 0 66 1 1 4 74
Testing for Instability in Covariance Structures 0 0 0 24 0 0 1 72
Testing for Instability in Covariance Structures 0 1 1 29 0 2 7 38
Testing for no factor structures: on the use of average-type and Hausman-type statistics 0 0 2 51 0 0 7 68
The Asymptotics for Panel Models with Common Shocks 0 0 0 102 0 0 7 347
Total Working Papers 0 2 13 1,154 11 25 149 4,438

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 2 36
Comments on: Extensions of some classical methods in change point analysis 0 0 0 1 0 0 5 15
First-differenced inference for panel factor series 0 0 0 15 0 0 2 53
Inference on factor structures in heterogeneous panels 0 0 1 20 0 0 5 84
Micro versus macro cointegration in heterogeneous panels 0 0 1 31 0 1 7 154
On bootstrapping panel factor series 0 0 0 7 0 0 5 73
On the asymptotic t-test for large nonstationary panel models 0 0 0 5 0 2 5 32
On the use of cross-sectional measures of forecast uncertainty 0 0 2 17 0 0 7 60
Optimal forecasting with heterogeneous panels: A Monte Carlo study 0 1 3 34 1 2 10 102
Statistical inference in a random coefficient panel model 0 2 7 20 0 5 20 78
Testing for (in)finite moments 0 0 3 29 0 0 9 99
Testing for Exogeneity in Cointegrated Panels 0 0 0 4 0 0 1 25
Testing for no factor structures: On the use of Hausman-type statistics 0 0 0 7 0 0 6 67
Total Journal Articles 0 3 17 203 1 10 84 878

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Statistics updated 2020-09-04