IRIS
TRAPANI, LORENZO
 Distribuzione geografica
Salva come PNG Salva come JPEG
Continente #
NA - Nord America 100
AS - Asia 69
EU - Europa 65
Continente sconosciuto - Info sul continente non disponibili 1
OC - Oceania 1
Totale 236
Salva come PNG Salva come JPEG
Nazione #
US - Stati Uniti d'America 98
CN - Cina 55
IT - Italia 35
IE - Irlanda 19
SG - Singapore 11
FI - Finlandia 6
TR - Turchia 3
UA - Ucraina 3
CA - Canada 2
DE - Germania 2
AU - Australia 1
EU - Europa 1
Totale 236
Salva come PNG Salva come JPEG
Città #
Boardman 34
Dublin 19
Shanghai 18
Pavia 16
Chandler 14
Nanjing 8
Ashburn 7
Singapore 6
Nanchang 5
Jiaxing 4
Shenyang 4
Beijing 3
Changsha 3
Jacksonville 3
Lawrence 3
Medford 3
Milan 3
Princeton 3
Wilmington 3
Cernusco 2
Hebei 2
Helsinki 2
Istanbul 2
Toronto 2
Ann Arbor 1
Berlin 1
Canberra 1
Hangzhou 1
Houston 1
Jinhua 1
Kunming 1
San Francisco 1
Tappahannock 1
Woodbridge 1
Wuxi 1
Totale 180
Salva come PNG Salva come JPEG
Nome #
Inference on factor structures in heterogeneous panels 65
A two-stage estimator for heterogeneous panel models with common factors 58
Testing for no factor structures: On the use of Hausman-type statistics 41
Superkurtosis 14
Testing for strict stationarity in a random coefficient autoregressive model 10
A test for strict stationarity in a random coefficient autoregressive model of order 1 6
COMMON STOCHASTIC TRENDS AND AGGREGATION IN HETEROGENEOUS PANELS 4
Micro versus macro cointegration in heterogeneous panels 4
Testing for Common Trends in Nonstationary Large Datasets 4
A Randomized Sequential Procedure to Determine the Number of Factors 4
Changepoint Detection in Heteroscedastic Random Coefficient Autoregressive Models 4
Testing for randomness in a random coefficient autoregression model 4
Lp-FUNCTIONALS FOR CHANGE POINT DETECTION IN RANDOM COEFFICIENT AUTOREGRESSIVE MODELS 4
One-way or two-way factor model for matrix sequences? 4
First-differenced inference for panel factor series 4
Inferential theory for heterogeneity and cointegration in large panels 4
On the use of cross-sectional measures of forecast uncertainty 3
Detecting Common Longevity Trends by a Multiple Population Approach 3
Testing for instability in covariance structures 3
Testing for Exogeneity in Cointegrated Panels 3
Multiple mortality modeling in Poisson Lee–Carter framework 3
Comments on: Extensions of some classical methods in change point analysis 3
On the asymptotic -test for large nonstationary panel models 3
Sequential testing for structural stability in approximate factor models 3
Chover-type laws of the k-iterated logarithm for weighted sums of strongly mixing sequences 3
Statistical inference in a random coefficient panel model 3
Inference in Heavy-Tailed Nonstationary Multivariate Time Series 3
Optimal forecasting with heterogeneous panels: A Monte Carlo study 3
Testing for (in)finite moments 3
Asymptotics for Panel Models with Common Shocks 3
Estimation of large dimensional time varying VARs using copulas 2
On bootstrapping panel factor series 2
Online change-point detection for matrix-valued time series with latent two-way factor structure 1
The maximally selected likelihood ratio test in random coefficient models 1
Totale 282
Salva come PNG Salva come JPEG
Categoria #
all - tutte 2.929
article - articoli 0
book - libri 0
conference - conferenze 0
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 0
Totale 2.929
Salva come PNG Salva come JPEG


Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/20203 0 0 0 0 0 0 0 0 0 0 3 0
2020/20215 0 0 0 0 0 1 0 1 3 0 0 0
2021/202214 0 0 2 0 0 0 0 1 1 0 1 9
2022/202349 7 3 0 5 4 4 0 0 21 0 3 2
2023/202477 3 0 3 3 1 4 0 0 0 53 8 2
2024/202565 6 40 1 1 3 14 0 0 0 0 0 0
Totale 282