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 2 13 112
Assessing The Predictive Performance Of Homogeneous, Heterogeneous And Shrinkage Estimators For Heterogeneous Panels: A Monte Carlo Study 0 0 0 0 0 1 9 53
Asymptotics for panel models with common shocks 0 0 0 11 0 1 7 89
Cointegration Versus Spurious Regression In Heterogeneous Panels 0 0 0 54 1 2 17 112
Cointegration versus Spurious Regression in Heterogeneous Panels 0 0 1 138 0 1 11 433
Cross Section Vs Time Series Measures of Uncertainty: Using UK Survey Data 0 0 0 3 1 2 10 1,537
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 0 5 40
Inference on Factor Structures in Heterogeneous Panels 0 0 0 10 0 0 6 59
Inference on Factor Structures in Heterogeneous Panels 0 0 0 77 0 0 12 196
Micro versus Macro Cointegration in Heterogeneous Panels 0 0 1 15 0 0 19 143
Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trend 0 0 1 230 0 1 13 592
Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trends 0 0 0 24 0 0 19 140
On the Relationship Between Cross-Sectional and Time Series Measures of Uncertainty 0 0 0 13 0 2 13 75
Optimal forecasting with heterogeneous panels: a Monte Carlo study 0 0 0 23 0 0 9 122
Sequential testing for structural stability in approximate factor models 0 0 0 49 1 2 13 74
Sieve bootstrap for nonstationary panel factor models 0 1 1 15 1 3 11 84
Testing for Breaks in Cointegrated Panels 0 0 0 46 0 0 11 122
Testing for Breaks in Cointegrated Panels with Common and Idiosyncratic Stochastic Trends 0 0 0 66 0 0 9 95
Testing for Instability in Covariance Structures 0 0 1 27 0 0 19 100
Testing for Instability in Covariance Structures 0 0 0 34 0 0 9 60
Testing for no factor structures: on the use of average-type and Hausman-type statistics 0 0 0 54 0 0 8 83
The Asymptotics for Panel Models with Common Shocks 0 0 0 102 1 1 9 363
Total Working Papers 0 1 5 1,200 5 18 255 4,913

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 6 45
Comments on: Extensions of some classical methods in change point analysis 0 0 0 3 1 1 4 23
First-differenced inference for panel factor series 0 0 1 16 1 2 7 63
Inference on factor structures in heterogeneous panels 0 0 1 23 0 1 6 103
Micro versus macro cointegration in heterogeneous panels 0 0 0 31 1 1 14 178
On bootstrapping panel factor series 0 0 1 9 0 1 12 90
On the asymptotic t-test for large nonstationary panel models 0 0 0 5 0 1 9 43
On the use of cross-sectional measures of forecast uncertainty 0 0 2 20 0 0 13 80
Optimal forecasting with heterogeneous panels: A Monte Carlo study 0 0 0 45 1 2 14 146
Statistical inference in a random coefficient panel model 0 0 0 35 1 2 10 170
Testing for (in)finite moments 0 0 0 42 1 2 8 149
Testing for Exogeneity in Cointegrated Panels 0 0 0 4 1 2 6 36
Testing for no factor structures: On the use of Hausman-type statistics 0 0 0 8 0 0 4 82
Total Journal Articles 0 0 5 254 7 15 113 1,208

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Statistics updated 2026-08-07