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Author ID: trapani.lorenzo Recent zbMATH articles by "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

Publications by Year

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 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

Citations by Year