TRAPANI, LORENZO
TRAPANI, LORENZO
DIPARTIMENTO DI SCIENZE ECONOMICHE E AZIENDALI
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
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
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
First-differenced inference for panel factor series
2013-01-01 Trapani, L
Inference in Heavy-Tailed Nonstationary Multivariate Time Series
2022-01-01 Barigozzi, M; Cavaliere, Giuseppe; 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
Micro versus macro cointegration in heterogeneous panels
2010-01-01 Trapani, L
Multiple mortality modeling in Poisson Lee–Carter framework
2016-01-01 D'Amato, V; Haberman, S; Piscopo, G; Russolillo, M; Trapani, L
On bootstrapping panel factor series
2013-01-01 Trapani, L
On the asymptotic -test for large nonstationary panel models
2012-01-01 Trapani, L
On the use of cross-sectional measures of forecast uncertainty
2013-01-01 Driver, C; Trapani, L; Urga, G
One-way or two-way factor model for matrix sequences?
2023-01-01 He, Y; Kong, X; Trapani, L; Yu, L
Optimal forecasting with heterogeneous panels: A Monte Carlo study
2009-01-01 Trapani, L