Lorenzo Trapani : Citation Profile


Are you Lorenzo Trapani?

University of Nottingham

4

H index

1

i10 index

53

Citations

RESEARCH PRODUCTION:

13

Articles

23

Papers

RESEARCH ACTIVITY:

   14 years (2004 - 2018). See details.
   Cites by year: 3
   Journals where Lorenzo Trapani has often published
   Relations with other researchers
   Recent citing documents: 18.    Total self citations: 11 (17.19 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ptr375
   Updated: 2019-11-16    RAS profile: 2018-07-05    
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Relations with other researchers


Works with:

Castagnetti, Carolina (5)

Rossi, Eduardo (5)

Urga, Giovanni (2)

Barigozzi, Matteo (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Lorenzo Trapani.

Is cited by:

Fingleton, Bernard (4)

Baltagi, Badi (4)

Degiannakis, Stavros (3)

Pesaran, M (3)

Quagliariello, Mario (3)

Chudik, Alexander (3)

Jobert, Thomas (3)

Bittencourt, Manoel (3)

Bürgi, Constantin (3)

Filis, George (3)

TYKHONENKO, Anna (3)

Cites to:

Bai, Jushan (27)

Pesaran, M (25)

Phillips, Peter (19)

Ng, Serena (13)

Moon, Hyungsik (12)

Reichlin, Lucrezia (9)

Onatski, Alexei (8)

Castagnetti, Carolina (8)

Andrews, Donald (8)

Rossi, Eduardo (8)

Chudik, Alexander (7)

Main data


Where Lorenzo Trapani has published?


Journals with more than one article published# docs
Journal of Econometrics5
International Journal of Forecasting2
Economics Letters2

Working Papers Series with more than one paper published# docs
Working Papers / Department of Economics and Technology Management, University of Bergamo6
Center for Policy Research Working Papers / Center for Policy Research, Maxwell School, Syracuse University5
DEM Working Papers Series / University of Pavia, Department of Economics and Management4
Royal Economic Society Annual Conference 2004 / Royal Economic Society3
Papers / arXiv.org2
Econometric Society 2004 North American Summer Meetings / Econometric Society2

Recent works citing Lorenzo Trapani (2018 and 2017)


YearTitle of citing document
2019Testing for Correlated Factor Loadings in Cross Sectionally Dependent Panels. (2019). Serlenga, Laura ; Shin, Yongcheol ; Kapetanios, George. In: SERIES. RePEc:bai:series:series_wp_02-2019.

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2018Consistent estimator of nonparametric structural spurious regression model for high frequency data. (2018). Jeong, Minsoo. In: Economics Letters. RePEc:eee:ecolet:v:162:y:2018:i:c:p:18-21.

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2018A novel approach for testing the parity relationship between CDS and credit spread. (2018). Castagnetti, Carolina. In: Economics Letters. RePEc:eee:ecolet:v:172:y:2018:i:c:p:115-117.

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2018The ZD-GARCH model: A new way to study heteroscedasticity. (2018). Zhu, Ke ; Ling, Shiqing ; Zhang, Xingfa . In: Journal of Econometrics. RePEc:eee:econom:v:202:y:2018:i:1:p:1-17.

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2018Simultaneous multiple change-point and factor analysis for high-dimensional time series. (2018). Barigozzi, Matteo ; Fryzlewicz, Piotr ; Cho, Haeran . In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:1:p:187-225.

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2019Random coefficient continuous systems: Testing for extreme sample path behavior. (2019). Yu, Jun ; Tao, Yubo. In: Journal of Econometrics. RePEc:eee:econom:v:209:y:2019:i:2:p:208-237.

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2019Testing for randomness in a random coefficient autoregression model. (2019). Horvath, Lajos ; Trapani, Lorenzo. In: Journal of Econometrics. RePEc:eee:econom:v:209:y:2019:i:2:p:338-352.

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2019Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models. (2019). Horvath, Lajos ; Rice, Gregory. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:169:y:2019:i:c:p:138-165.

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2018Simultaneous multiple change-point and factor analysis for high-dimensional time series. (2018). Barigozzi, Matteo ; Fryzlewicz, Piotr ; Cho, Haeran. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:88110.

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2017Simultaneous Spatial Panel Data Models with Common Shocks. (2017). Lu, Lina. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa17-3.

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2018Fractional Integration Versus Structural Change: Testing the Convergence of $$\hbox {CO}_{2}$$ CO 2 Emissions. (2018). Spagnolo, Nicola ; Zhao, Yuqian ; Barassi, Marco R. In: Environmental & Resource Economics. RePEc:kap:enreec:v:71:y:2018:i:4:d:10.1007_s10640-017-0190-z.

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2019Semi-strong factors in asset returns. (2019). Korajczyk, Robert A ; Connor, Gregory . In: Economics, Finance and Accounting Department Working Paper Series. RePEc:may:mayecw:n294-19.pdf.

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2018Testing for strict stationarity in a random coefficient autoregressive model. (2018). Trapani, Lorenzo. In: Discussion Papers. RePEc:not:notgts:18/02.

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2018Testing for randomness in a random coefficient autoregression model. (2018). Horvath, Lajos ; Trapani, Lorenzo. In: Discussion Papers. RePEc:not:notgts:18/03.

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2019Superkurtosis. (2019). Filis, George ; Degiannakis, Stavros ; Trapani, Lorenzo ; Siourounis, Grigorios. In: MPRA Paper. RePEc:pra:mprapa:94473.

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2019Measuring productivity dispersion: a parametric approach using the Lévy alpha-stable distribution. (2019). Lafond, François ; Farmer, Doyne J ; Koutroumpis, Pantelis ; Winkler, Julian ; Heinrich, Torsten ; Yang, Jangho. In: MPRA Paper. RePEc:pra:mprapa:96474.

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2019Superkurtosis. (2019). Filis, George ; Degiannakis, Stavros ; Trapani, Lorenzo ; Siourounis, Grigorios. In: MPRA Paper. RePEc:pra:mprapa:96563.

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2017Random Coefficient Continuous Systems: Testing for Extreme Sample Path Behaviour. (2017). Yu, Jun ; Tao, Yubo ; Phillips, Peter. In: Economics and Statistics Working Papers. RePEc:ris:smuesw:2017_018.

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Works by Lorenzo Trapani:


YearTitleTypeCited
2018Sequential testing for structural stability in approximate factor models In: Papers.
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2018Determining the dimension of factor structures in non-stationary large datasets In: Papers.
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2015Testing for Exogeneity in Cointegrated Panels In: Oxford Bulletin of Economics and Statistics.
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2006Asymptotics for panel models with common shocks In: Working Papers.
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2006The Asymptotics for Panel Models with Common Shocks.(2006) In: Center for Policy Research Working Papers.
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2006Optimal forecasting with heterogeneous panels: a Monte Carlo study In: Working Papers.
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2009Optimal forecasting with heterogeneous panels: A Monte Carlo study.(2009) In: International Journal of Forecasting.
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2007Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trends In: Working Papers.
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2007Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trend.(2007) In: Center for Policy Research Working Papers.
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2007Micro versus Macro Cointegration in Heterogeneous Panels In: Working Papers.
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2010Micro versus macro cointegration in heterogeneous panels.(2010) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 7
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2008On the Relationship Between Cross-Sectional and Time Series Measures of Uncertainty In: Working Papers.
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2008Sieve bootstrap for nonstationary panel factor models In: Working Papers.
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2007COMMON STOCHASTIC TRENDS AND AGGREGATION IN HETEROGENEOUS PANELS In: Econometric Theory.
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2004Assessing The Predictive Performance Of Homogeneous, Heterogeneous And Shrinkage Estimators For Heterogeneous Panels: A Monte Carlo Study In: Royal Economic Society Annual Conference 2004.
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2004Cointegration Versus Spurious Regression In Heterogeneous Panels In: Royal Economic Society Annual Conference 2004.
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2004Cointegration versus Spurious Regression in Heterogeneous Panels.(2004) In: Econometric Society 2004 North American Summer Meetings.
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2004Cross-Section Versus Time-Series Measures Of Uncertainty. Using UK Survey Data In: Royal Economic Society Annual Conference 2004.
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2004Cross Section Vs Time Series Measures of Uncertainty: Using UK Survey Data In: Econometric Society 2004 North American Summer Meetings.
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2012On the asymptotic t-test for large nonstationary panel models In: Computational Statistics & Data Analysis.
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2013First-differenced inference for panel factor series In: Economics Letters.
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2015Testing for no factor structures: On the use of Hausman-type statistics In: Economics Letters.
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2013On bootstrapping panel factor series In: Journal of Econometrics.
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2015Inference on factor structures in heterogeneous panels In: Journal of Econometrics.
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2012Inference on Factor Structures in Heterogeneous Panels.(2012) In: DEM Working Papers Series.
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This paper has another version. Agregated cites: 1
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2014Inference on Factor Structures in Heterogeneous Panels.(2014) In: DEM Working Papers Series.
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This paper has another version. Agregated cites: 1
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2016Testing for (in)finite moments In: Journal of Econometrics.
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2016Statistical inference in a random coefficient panel model In: Journal of Econometrics.
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article7
2013On the use of cross-sectional measures of forecast uncertainty In: International Journal of Forecasting.
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article2
2011Testing for Breaks in Cointegrated Panels with Common and Idiosyncratic Stochastic Trends In: Center for Policy Research Working Papers.
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2012Testing for Instability in Covariance Structures In: Center for Policy Research Working Papers.
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2016Testing for Instability in Covariance Structures.(2016) In: Working papers.
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2012Testing for Breaks in Cointegrated Panels In: Center for Policy Research Working Papers.
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2014A Two-Stage Estimator for Heterogeneous Panel Models with Common Factors In: DEM Working Papers Series.
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2014Testing for no factor structures: on the use of average-type and Hausman-type statistics In: DEM Working Papers Series.
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2014Comments on: Extensions of some classical methods in change point analysis In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
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