TRAPANI, LORENZO
TRAPANI, LORENZO
DIPARTIMENTO DI SCIENZE ECONOMICHE E AZIENDALI
A dynamic state-space HAR model
2025-01-01 Tsionas, Mike; Ghalayini, Aya; Izzeldin, Marwan; Trapani, Lorenzo
A Randomized Sequential Procedure to Determine the Number of Factors
2018-01-01 Trapani, L
A test for strict stationarity in a random coefficient autoregressive model of order 1
2021-01-01 Trapani, L
A two-stage estimator for heterogeneous panel models with common factors
2018-01-01 Castagnetti, Carolina; Rossi, Eduardo; Trapani, Lorenzo
Asymptotics for Panel Models with Common Shocks
2012-01-01 Kao, C; Trapani, L; Urga, G
Changepoint Detection in Heteroscedastic Random Coefficient Autoregressive Models
2022-01-01 Trapani, L; Horvath, L
Chover-type laws of the k-iterated logarithm for weighted sums of strongly mixing sequences
2014-01-01 Trapani, L
Comments on: Extensions of some classical methods in change point analysis
2014-01-01 Trapani, L
COMMON STOCHASTIC TRENDS AND AGGREGATION IN HETEROGENEOUS PANELS
2007-01-01 Lazarová, Š; Trapani, L; Urga, G
Detecting Common Longevity Trends by a Multiple Population Approach
2014-01-01 D’Amato, V; Haberman, S; Piscopo, G; Russolillo, M; Trapani, L
Estimation of large dimensional time varying VARs using copulas
2022-01-01 Tsionas, Mg; Izzeldin, M; Trapani, L
Factor Models of Asset Returns and Bear Market Risk
2025-01-01 Massacci, Daniele; Sarno, Lucio; Trapani, Lorenzo
Fast on-line changepoint detection using heavily-weighted CUSUM and veto-based decision rules
2025-01-01 Ghezzi, Fabrizio; Rossi, Eduardo; Trapani, Lorenzo
First-differenced inference for panel factor series
2013-01-01 Trapani, L; Ipatova, E
High dimensional threshold factor models with common stochastic trends
2026-01-01 Massacci, Daniele; Trapani, Lorenzo
Inference in Heavy-Tailed Nonstationary Multivariate Time Series
2022-01-01 Barigozzi, M; Cavaliere, Giuseppe; Trapani, L
Inference on breaks in weak location time series models with the estimating function approach
In corso di stampa Francq, Christian; Trapani, Lorenzo; Zakoïan, Jean-Michel
Inference on factor structures in heterogeneous panels
2014-01-01 Castagnetti, Carolina; Rossi, Eduardo; Trapani, L.
Inferential theory for heterogeneity and cointegration in large panels
2021-01-01 Trapani, L
Lp-FUNCTIONALS FOR CHANGE POINT DETECTION IN RANDOM COEFFICIENT AUTOREGRESSIVE MODELS
2023-01-01 Trapani, L; Horvath, L