Edit Profile (opens in new tab) Trapani, Lorenzo Co-Author Distance Author ID: trapani.lorenzo Published as: Trapani, Lorenzo Documents Indexed: 24 Publications since 2007 Co-Authors: 15 Co-Authors with 15 Joint Publications 354 Co-Co-Authors all top 5 Co-Authors 9 single-authored 4 Horváth, Lajos 4 Urga, Giovanni 2 Castagnetti, Carolina 2 D’Amato, Valeria 2 Haberman, Steven 2 Kao, Chihwa 2 Piscopo, Gabriella 2 Rossi, Eduardo 2 Russolillo, Maria 1 Barigozzi, Matteo 1 He, Yong 1 Ipatova, Ekaterina 1 Kong, Xinbing 1 Lazarová, Štěpána 1 Yu, Long all top 5 Serials 8 Journal of Econometrics 2 Statistics & Probability Letters 2 Econometric Reviews 2 Economics Letters 1 Journal of Mathematical Analysis and Applications 1 Journal of the American Statistical Association 1 Communications in Statistics. Theory and Methods 1 Stochastic Processes and their Applications 1 Computational Statistics and Data Analysis 1 Test 1 Bernoulli 1 Econometric Theory 1 North American Actuarial Journal 1 Journal of Business and Economic Statistics all top 5 Fields 22 Statistics (62-XX) 8 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 4 Probability theory and stochastic processes (60-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Real functions (26-XX) 1 Numerical analysis (65-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 21 Publications have been cited 107 times in 84 Documents Cited by ▼ Year ▼ Statistical inference in a random coefficient panel model. Zbl 1420.62386 Horváth, Lajos; Trapani, Lorenzo 13 2016 Detecting common longevity trends by a multiple population approach. Zbl 1412.91041 D’Amato, Valeria; Haberman, Steven; Piscopo, Gabriella; Russolillo, Maria; Trapani, Lorenzo 12 2014 A randomized sequential procedure to determine the number of factors. Zbl 1402.62167 Trapani, Lorenzo 12 2018 Inference on factor structures in heterogeneous panels. Zbl 1332.62314 Castagnetti, Carolina; Rossi, Eduardo; Trapani, Lorenzo 9 2015 Testing for (in)finite moments. Zbl 1390.62076 Trapani, Lorenzo 8 2016 Testing for randomness in a random coefficient autoregression model. Zbl 1452.62648 Horváth, Lajos; Trapani, Lorenzo 8 2019 Testing for instability in covariance structures. Zbl 1388.62258 Kao, Chihwa; Trapani, Lorenzo; Urga, Giovanni 8 2018 On bootstrapping panel factor series. Zbl 1443.62289 Trapani, Lorenzo 6 2013 Testing for no factor structures: on the use of Hausman-type statistics. Zbl 1321.62142 Castagnetti, Carolina; Rossi, Eduardo; Trapani, Lorenzo 5 2015 Testing for strict stationarity in a random coefficient autoregressive model. Zbl 1480.62182 Trapani, Lorenzo 5 2021 Asymptotics for panel models with common shocks. Zbl 1491.62103 Kao, Chihwa; Trapani, Lorenzo; Urga, Giovanni 5 2012 Multiple mortality modeling in Poisson Lee-Carter framework. Zbl 1365.62414 D’Amato, Valeria; Haberman, Steven; Piscopo, Gabriella; Russolillo, Maria; Trapani, Lorenzo 4 2016 Chover-type laws of the \(k\)-iterated logarithm for weighted sums of strongly mixing sequences. Zbl 1329.60069 Trapani, Lorenzo 3 2014 On the asymptotic \(t\)-test for large nonstationary panel models. Zbl 1255.62045 Trapani, Lorenzo 2 2012 Micro versus macro cointegration in heterogeneous panels. Zbl 1431.62670 Trapani, Lorenzo; Urga, Giovanni 1 2010 Common stochastic trends and aggregation in heterogeneous panels. Zbl 1441.62789 Lazarová, Štěpána; Trapani, Lorenzo; Urga, Giovanni 1 2007 A test for strict stationarity in a random coefficient autoregressive model of order 1. Zbl 1473.62075 Trapani, Lorenzo 1 2021 Inferential theory for heterogeneity and cointegration in large panels. Zbl 1464.62397 Trapani, Lorenzo 1 2021 Sequential testing for structural stability in approximate factor models. Zbl 1441.62208 Barigozzi, Matteo; Trapani, Lorenzo 1 2020 One-way or two-way factor model for matrix sequences? Zbl 07704523 He, Yong; Kong, Xinbing; Trapani, Lorenzo; Yu, Long 1 2023 \(L_p\)-functionals for change point detection in random coefficient autoregressive models. Zbl 1518.62012 Horváth, Lajos; Trapani, Lorenzo 1 2023 One-way or two-way factor model for matrix sequences? Zbl 07704523 He, Yong; Kong, Xinbing; Trapani, Lorenzo; Yu, Long 1 2023 \(L_p\)-functionals for change point detection in random coefficient autoregressive models. Zbl 1518.62012 Horváth, Lajos; Trapani, Lorenzo 1 2023 Testing for strict stationarity in a random coefficient autoregressive model. Zbl 1480.62182 Trapani, Lorenzo 5 2021 A test for strict stationarity in a random coefficient autoregressive model of order 1. Zbl 1473.62075 Trapani, Lorenzo 1 2021 Inferential theory for heterogeneity and cointegration in large panels. Zbl 1464.62397 Trapani, Lorenzo 1 2021 Sequential testing for structural stability in approximate factor models. Zbl 1441.62208 Barigozzi, Matteo; Trapani, Lorenzo 1 2020 Testing for randomness in a random coefficient autoregression model. Zbl 1452.62648 Horváth, Lajos; Trapani, Lorenzo 8 2019 A randomized sequential procedure to determine the number of factors. Zbl 1402.62167 Trapani, Lorenzo 12 2018 Testing for instability in covariance structures. Zbl 1388.62258 Kao, Chihwa; Trapani, Lorenzo; Urga, Giovanni 8 2018 Statistical inference in a random coefficient panel model. Zbl 1420.62386 Horváth, Lajos; Trapani, Lorenzo 13 2016 Testing for (in)finite moments. Zbl 1390.62076 Trapani, Lorenzo 8 2016 Multiple mortality modeling in Poisson Lee-Carter framework. Zbl 1365.62414 D’Amato, Valeria; Haberman, Steven; Piscopo, Gabriella; Russolillo, Maria; Trapani, Lorenzo 4 2016 Inference on factor structures in heterogeneous panels. Zbl 1332.62314 Castagnetti, Carolina; Rossi, Eduardo; Trapani, Lorenzo 9 2015 Testing for no factor structures: on the use of Hausman-type statistics. Zbl 1321.62142 Castagnetti, Carolina; Rossi, Eduardo; Trapani, Lorenzo 5 2015 Detecting common longevity trends by a multiple population approach. Zbl 1412.91041 D’Amato, Valeria; Haberman, Steven; Piscopo, Gabriella; Russolillo, Maria; Trapani, Lorenzo 12 2014 Chover-type laws of the \(k\)-iterated logarithm for weighted sums of strongly mixing sequences. Zbl 1329.60069 Trapani, Lorenzo 3 2014 On bootstrapping panel factor series. Zbl 1443.62289 Trapani, Lorenzo 6 2013 Asymptotics for panel models with common shocks. Zbl 1491.62103 Kao, Chihwa; Trapani, Lorenzo; Urga, Giovanni 5 2012 On the asymptotic \(t\)-test for large nonstationary panel models. Zbl 1255.62045 Trapani, Lorenzo 2 2012 Micro versus macro cointegration in heterogeneous panels. Zbl 1431.62670 Trapani, Lorenzo; Urga, Giovanni 1 2010 Common stochastic trends and aggregation in heterogeneous panels. Zbl 1441.62789 Lazarová, Štěpána; Trapani, Lorenzo; Urga, Giovanni 1 2007 all cited Publications top 5 cited Publications all top 5 Cited by 162 Authors 16 Trapani, Lorenzo 5 Horváth, Lajos 3 Barigozzi, Matteo 3 Blake, David 3 Haberman, Steven 3 Kong, Xinbing 3 Piscopo, Gabriella 3 Wang, Dehui 2 Bozikas, Apostolos 2 Castagnetti, Carolina 2 Cheng, Jianhua 2 Cho, Haeran 2 D’Amato, Valeria 2 He, Yong 2 Li, Kunpeng 2 Lü, Lina 2 MacMinn, Richard D. 2 Peng, Liang 2 Pitselis, Georgios 2 Rice, Gregory 2 Rossi, Eduardo 2 Russolillo, Maria 2 Su, Liangjun 2 Wang, Zheqi 2 Xu, Wen 2 Yu, Long 1 Aït-Sahalia, Yacine 1 Amato, Valeria D. 1 Antoch, Jaromír 1 Antonio, Katrien 1 Badreau, Marie 1 Bai, Jushan 1 Ben-Tal, Aharon 1 Breitung, Jorg 1 Cai, Guanghui 1 Cai, Zongwu 1 Cairns, Andrew J. G. 1 Cavaliere, Giuseppe 1 Chan, Ngai Hang 1 Chen, Jin 1 Chen, Jing 1 Choi, Sunghoon 1 Chronopoulos, Ilias 1 Chudik, Alexander 1 Cribben, Ivor 1 Cui, Guowei 1 Darkhovsky, Boris S. 1 de Boer, Wouter 1 de Jong, Piet 1 de Vries, Robert 1 De Waegenaere, Anja 1 den Hertog, Dick 1 Dette, Holger 1 Devriendt, Sander 1 Ding, Xue 1 Ehm, Werner 1 El Karoui, Nicole 1 Fang, Ying 1 Francq, Christian 1 Fryzlewicz, Piotr 1 Gagliardini, Patrick 1 Gao, Zhigen 1 Giraitis, Liudas 1 Gong, Yulin 1 Guo, Jianhua 1 Han, Minyu 1 Han, Yuefeng 1 Hanousek, Jan 1 Hoga, Yannick 1 Hong, Shengjie 1 Huang, Jingwen 1 Huang, Wei 1 Hušková, Marie 1 Hwang, Eunju 1 Ielpo, Florian 1 Ipatova, Ekaterina 1 Jeong, Minsoo 1 Jevtić, Petar 1 Kan, Hok-Kwan 1 Kapetanios, George 1 Karmakar, Sayar 1 Kim, Donggyu 1 Kniahin, Mikita 1 Kromme, Egbert 1 Krüger, Fabian 1 Kurozumi, Eiji 1 Kwak, Jihun 1 Landsman, Zinoviy M. 1 Langbord, Limor 1 Leng, Xuan 1 Li, Cong 1 Li, Dong 1 Li, Johnny Siu-Hang 1 Liao, Yuan 1 Lin, Jinguan 1 Ling, Chen 1 Ling, Nengxiang 1 Ling, Shiqing 1 Liu, Cheng 1 Liu, Guangying ...and 62 more Authors all top 5 Cited in 32 Serials 21 Journal of Econometrics 7 Insurance Mathematics & Economics 6 Econometric Reviews 4 Journal of the American Statistical Association 4 Statistics & Probability Letters 3 Economics Letters 3 Communications in Statistics. Theory and Methods 3 North American Actuarial Journal 3 Electronic Journal of Statistics 3 Journal of Business and Economic Statistics 2 Journal of Time Series Analysis 2 Communications in Statistics. Simulation and Computation 2 Test 2 Statistica Sinica 2 European Actuarial Journal 1 The Annals of Statistics 1 Journal of Multivariate Analysis 1 Statistics 1 Computational Statistics 1 Stochastic Processes and their Applications 1 Applied Mathematics. Series B (English Edition) 1 INFORMS Journal on Computing 1 Soft Computing 1 Statistical Inference for Stochastic Processes 1 Methodology and Computing in Applied Probability 1 Scandinavian Actuarial Journal 1 Decisions in Economics and Finance 1 Computational Management Science 1 Statistical Methods and Applications 1 Journal of the Korean Statistical Society 1 Journal of Computational and Graphical Statistics 1 Mathematica Applicanda all top 5 Cited in 7 Fields 73 Statistics (62-XX) 27 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 11 Probability theory and stochastic processes (60-XX) 4 General and overarching topics; collections (00-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Operations research, mathematical programming (90-XX) 1 Biology and other natural sciences (92-XX) Citations by Year