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	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
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	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

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Statistics updated 2021-09-05