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 1 1 1 96 1 2 5 92
Assessing The Predictive Performance Of Homogeneous, Heterogeneous And Shrinkage Estimators For Heterogeneous Panels: A Monte Carlo Study 0 0 0 0 0 0 0 43
Asymptotics for panel models with common shocks 0 0 0 11 1 1 4 78
Cointegration Versus Spurious Regression In Heterogeneous Panels 0 0 1 53 1 1 3 93
Cointegration versus Spurious Regression in Heterogeneous Panels 0 0 0 135 1 1 1 417
Cross Section Vs Time Series Measures of Uncertainty: Using UK Survey Data 0 0 0 3 0 1 2 1,514
Cross-Section Versus Time-Series Measures Of Uncertainty. Using UK Survey Data 0 0 0 74 1 1 1 222
Determining the dimension of factor structures in non-stationary large datasets 0 0 0 33 1 1 4 33
Inference on Factor Structures in Heterogeneous Panels 0 1 2 73 2 3 7 174
Inference on Factor Structures in Heterogeneous Panels 0 1 1 10 1 3 4 52
Micro versus Macro Cointegration in Heterogeneous Panels 0 0 0 13 1 1 1 122
Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trend 0 0 0 227 1 1 4 569
Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trends 0 0 0 22 0 0 4 116
On the Relationship Between Cross-Sectional and Time Series Measures of Uncertainty 0 0 0 11 3 3 4 55
Optimal forecasting with heterogeneous panels: a Monte Carlo study 0 0 1 21 1 1 5 108
Sequential testing for structural stability in approximate factor models 0 0 0 46 3 5 12 47
Sieve bootstrap for nonstationary panel factor models 0 0 0 14 0 0 3 67
Testing for Breaks in Cointegrated Panels 0 0 0 46 1 1 4 105
Testing for Breaks in Cointegrated Panels with Common and Idiosyncratic Stochastic Trends 0 0 0 66 2 2 4 78
Testing for Instability in Covariance Structures 0 1 2 31 1 2 7 45
Testing for Instability in Covariance Structures 0 0 0 24 0 0 2 74
Testing for no factor structures: on the use of average-type and Hausman-type statistics 0 0 0 51 1 1 1 69
The Asymptotics for Panel Models with Common Shocks 0 0 0 102 0 0 2 349
Total Working Papers 1 4 8 1,162 23 31 84 4,522


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 1 37
Comments on: Extensions of some classical methods in change point analysis 0 0 0 1 1 1 1 16
First-differenced inference for panel factor series 0 0 0 15 1 1 1 54
Inference on factor structures in heterogeneous panels 0 0 0 20 0 1 1 85
Micro versus macro cointegration in heterogeneous panels 0 0 0 31 1 1 2 156
On bootstrapping panel factor series 0 0 0 7 0 0 0 73
On the asymptotic t-test for large nonstationary panel models 0 0 0 5 0 0 2 34
On the use of cross-sectional measures of forecast uncertainty 0 0 0 17 1 1 2 62
Optimal forecasting with heterogeneous panels: A Monte Carlo study 0 1 4 38 1 3 7 109
Statistical inference in a random coefficient panel model 0 1 2 22 2 5 12 90
Testing for (in)finite moments 0 2 2 31 1 3 12 111
Testing for Exogeneity in Cointegrated Panels 0 0 0 4 1 1 2 27
Testing for no factor structures: On the use of Hausman-type statistics 0 0 0 7 2 2 6 73
Total Journal Articles 0 4 8 211 11 19 49 927


Statistics updated 2021-09-05