Items where Author is "Trapani, L."
Article
Trapani, L. (2018). A randomised sequential procedure to determine the number of factors. Journal of the American Statistical Association, 113(523), pp. 1341-1349. doi: 10.1080/01621459.2017.1328359
Kao, C., Trapani, L. & Urga, G. (2018). Testing for instability in covariance structures. Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability, 24(1), pp. 740-771. doi: 10.3150/16-bej894
Horváth, L. & Trapani, L. (2016). Statistical inference in a random coefficient panel model. Journal of Econometrics, 193(1), pp. 54-75. doi: 10.1016/j.jeconom.2016.01.006
D'Amato, V., Haberman, S., Piscopo, G. , Russolillo, M. & Trapani, L. (2016). Multiple mortality modeling in Poisson Lee-Carter framework. Communications in Statistics - Theory and Methods, 45(6), pp. 1723-1732. doi: 10.1080/03610926.2014.960580
Trapani, L. (2016). Testing for (in)finite moments. JOURNAL OF ECONOMETRICS, 191(1), pp. 57-68. doi: 10.1016/j.jeconom.2015.08.006
Trapani, L. (2015). Testing for Exogeneity in Cointegrated Panels. Oxford Bulletin of Economics and Statistics, 77(4), pp. 475-494. doi: 10.1111/obes.12072
Castagnetti, C., Rossi, E. & Trapani, L. (2015). Inference on factor structures in heterogeneous panels. Journal of Econometrics, 184(1), pp. 145-157. doi: 10.1016/j.jeconom.2014.08.004
Trapani, L. (2014). Chover-type laws of the k-iterated logarithm for weighted sums of strongly mixing sequences. Journal of Mathematical Analysis and Applications, 420(2), pp. 908-916. doi: 10.1016/j.jmaa.2014.06.042
Trapani, L. (2014). Comments on: Extensions of some classical methods in change point analysis. TEST, 23(2), pp. 283-286. doi: 10.1007/s11749-014-0367-5
D'Amato, V., Haberman, S., Piscopo, G. , Russolillo, M. & Trapani, L. (2014). Detecting Common Longevity Trends by a Multiple Population Approach. North American Actuarial Journal, 18(1), pp. 139-149. doi: 10.1080/10920277.2013.875884
Driver, C., Trapani, L. & Urga, G. (2013). On the use of cross-sectional measures of forecast uncertainty. International Journal of Forecasting, 29(3), pp. 367-377. doi: 10.1016/j.ijforecast.2012.11.005
Ipatova, E. & Trapani, L. (2013). First-differenced inference for panel factor series. Economics Letters, 118(2), pp. 364-366. doi: 10.1016/j.econlet.2012.11.026
Trapani, L. (2013). On bootstrapping panel factor series. Journal of Econometrics, 172(1), pp. 127-141. doi: 10.1016/j.jeconom.2012.09.001
Trapani, L. (2012). On the asymptotic t-test for large nonstationary panel models. Computational Statistics & Data Analysis, 56(11), pp. 3286-3306. doi: 10.1016/j.csda.2011.03.004
Kao, C., Trapani, L. & Urga, G. (2012). Asymptotics for Panel Models with Common Shocks. Econometric Reviews, 31(4), pp. 390-439. doi: 10.1080/07474938.2011.607991
Trapani, L. & Urga, G. (2010). Micro versus macro cointegration in heterogeneous panels. Journal of Econometrics, 155(1), pp. 1-18. doi: 10.1016/j.jeconom.2009.07.005
Trapani, L. & Urga, G. (2009). Optimal forecasting with heterogeneous panels: A Monte Carlo study. International Journal of Forecasting, 25(3), pp. 567-586. doi: 10.1016/j.ijforecast.2009.02.001
Lazarova, S., Trapani, L. & Urga, G. (2007). Common stochastic trends and aggregation in heterogeneous panels. Econometric Theory, 23(01), pp. 89-105. doi: 10.1017/s0266466607070041