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	3	4	5	103
Assessing The Predictive Performance Of Homogeneous, Heterogeneous And Shrinkage Estimators For Heterogeneous Panels: A Monte Carlo Study	0	0	0	0	3	3	4	47
Asymptotics for panel models with common shocks	0	0	0	11	2	2	3	84
Cointegration Versus Spurious Regression In Heterogeneous Panels	0	0	0	54	4	4	4	99
Cointegration versus Spurious Regression in Heterogeneous Panels	0	0	0	137	1	1	3	424
Cross Section Vs Time Series Measures of Uncertainty: Using UK Survey Data	0	0	0	3	0	0	0	1,527
Cross-Section Versus Time-Series Measures Of Uncertainty. Using UK Survey Data	0	0	0	75	1	2	2	228
Determining the dimension of factor structures in non-stationary large datasets	0	0	0	34	0	2	2	37
Inference on Factor Structures in Heterogeneous Panels	0	0	0	10	1	1	1	54
Inference on Factor Structures in Heterogeneous Panels	0	0	0	77	2	3	3	187
Micro versus Macro Cointegration in Heterogeneous Panels	0	0	0	14	5	5	5	129
Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trend	0	0	0	229	1	1	1	580
Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trends	0	0	0	24	1	1	3	122
On the Relationship Between Cross-Sectional and Time Series Measures of Uncertainty	0	0	0	13	3	3	4	65
Optimal forecasting with heterogeneous panels: a Monte Carlo study	0	0	0	23	1	1	2	114
Sequential testing for structural stability in approximate factor models	0	0	0	49	1	3	4	64
Sieve bootstrap for nonstationary panel factor models	0	0	0	14	0	1	1	74
Testing for Breaks in Cointegrated Panels	0	0	0	46	1	1	1	112
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	1	1	4	52
Testing for Instability in Covariance Structures	0	0	0	26	1	1	3	82
Testing for no factor structures: on the use of average-type and Hausman-type statistics	0	0	2	54	1	1	3	76
The Asymptotics for Panel Models with Common Shocks	0	0	0	102	1	1	5	355
Total Working Papers	0	0	5	1,195	34	42	64	4,701

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	1	1	1	40
Comments on: Extensions of some classical methods in change point analysis	0	0	0	3	1	1	1	20
First-differenced inference for panel factor series	0	1	1	16	1	2	3	58
Inference on factor structures in heterogeneous panels	0	1	1	23	1	2	4	99
Micro versus macro cointegration in heterogeneous panels	0	0	0	31	3	4	7	168
On bootstrapping panel factor series	0	0	1	9	1	1	4	80
On the asymptotic t-test for large nonstationary panel models	0	0	0	5	2	3	3	37
On the use of cross-sectional measures of forecast uncertainty	0	0	2	19	1	2	4	70
Optimal forecasting with heterogeneous panels: A Monte Carlo study	0	0	0	45	4	6	10	138
Statistical inference in a random coefficient panel model	0	0	0	35	1	3	7	163
Testing for (in)finite moments	0	0	0	42	0	0	2	141
Testing for Exogeneity in Cointegrated Panels	0	0	0	4	0	0	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	0	2	6	253	16	25	50	1,122

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Statistics updated 2025-12-06