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 6 11 110
Assessing The Predictive Performance Of Homogeneous, Heterogeneous And Shrinkage Estimators For Heterogeneous Panels: A Monte Carlo Study 0 0 0 0 1 3 7 51
Asymptotics for panel models with common shocks 0 0 0 11 0 3 5 87
Cointegration Versus Spurious Regression In Heterogeneous Panels 0 0 0 54 0 9 14 109
Cointegration versus Spurious Regression in Heterogeneous Panels 0 1 1 138 1 6 9 430
Cross Section Vs Time Series Measures of Uncertainty: Using UK Survey Data 0 0 0 3 1 5 6 1,533
Cross-Section Versus Time-Series Measures Of Uncertainty. Using UK Survey Data 0 0 0 75 0 1 3 229
Determining the dimension of factor structures in non-stationary large datasets 0 0 0 34 0 2 5 40
Inference on Factor Structures in Heterogeneous Panels 0 0 0 77 0 6 11 195
Inference on Factor Structures in Heterogeneous Panels 0 0 0 10 0 3 6 59
Micro versus Macro Cointegration in Heterogeneous Panels 0 1 1 15 2 9 15 139
Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trend 0 1 1 230 1 7 8 587
Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trends 0 0 0 24 4 10 14 134
On the Relationship Between Cross-Sectional and Time Series Measures of Uncertainty 0 0 0 13 0 6 11 73
Optimal forecasting with heterogeneous panels: a Monte Carlo study 0 0 0 23 1 8 9 122
Sequential testing for structural stability in approximate factor models 0 0 0 49 0 5 10 70
Sieve bootstrap for nonstationary panel factor models 0 0 0 14 0 5 8 81
Testing for Breaks in Cointegrated Panels 0 0 0 46 0 4 9 120
Testing for Breaks in Cointegrated Panels with Common and Idiosyncratic Stochastic Trends 0 0 0 66 0 5 7 93
Testing for Instability in Covariance Structures 0 0 0 34 0 6 8 59
Testing for Instability in Covariance Structures 0 0 0 26 1 10 14 95
Testing for no factor structures: on the use of average-type and Hausman-type statistics 0 0 0 54 0 4 7 82
The Asymptotics for Panel Models with Common Shocks 0 0 0 102 0 6 10 361
Total Working Papers 0 3 3 1,198 12 129 207 4,859

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 3 5 44
Comments on: Extensions of some classical methods in change point analysis 0 0 0 3 0 1 3 22
First-differenced inference for panel factor series 0 0 1 16 0 0 4 59
Inference on factor structures in heterogeneous panels 0 0 1 23 0 1 6 102
Micro versus macro cointegration in heterogeneous panels 0 0 0 31 1 6 12 174
On bootstrapping panel factor series 0 0 1 9 0 5 11 87
On the asymptotic t-test for large nonstationary panel models 0 0 0 5 0 0 5 39
On the use of cross-sectional measures of forecast uncertainty 0 0 2 20 3 8 13 80
Optimal forecasting with heterogeneous panels: A Monte Carlo study 0 0 0 45 0 3 13 142
Statistical inference in a random coefficient panel model 0 0 0 35 1 2 9 166
Testing for (in)finite moments 0 0 0 42 0 3 5 145
Testing for Exogeneity in Cointegrated Panels 0 0 0 4 1 4 5 34
Testing for no factor structures: On the use of Hausman-type statistics 0 0 1 8 0 3 5 82
Total Journal Articles 0 0 6 254 6 39 96 1,176

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Statistics updated 2026-04-09