CHIHWA KAO, LORENZO TRAPANI and GIOVANNI URGA, 2018. Testing for Instability in Covariance Structures Bernoulli. 24(1), 740-771
LORENZO TRAPANI, 2017. A Randomised Sequential Procedure to Determine the Number of Factors Journal of the American Statistical Association. (In Press.)
VALERIA D'AMATO, STEVE HABERMAN, GABRIELLA PISCOPO, MARIA RUSSOLILLO and LORENZO TRAPANI, 2016. Multiple Mortality Modelling in Poisson Lee Carter Framework Communications in Statistics – Theory and Methods. 45(6), 1723-1732
LAJOS HORVATH and LORENZO TRAPANI, 2016. Statistical Inference in a Random Coefficient Panel Model Journal of Econometrics. 193(1), 54-75
LORENZO TRAPANI, 2016. Testing for (In)Finite Moments Journal of Econometrics. 191, 57-68 CAROLINA CASTAGNETTI, EDUARDO ROSSI and LORENZO TRAPANI, 2015. Testing for no Factor Structures: on the Use of Average-type and Hausman-type Statistics Economics Letters. 130, 66-68
LORENZO TRAPANI, 2015. Testing for Exogeneity in Cointegrated Panels Oxford Bulletin of Economics and Statistics. 77, 475-494.
CAROLINA CASTAGNETTI, EDUARDO ROSSI and LORENZO TRAPANI, 2015. Inference on Factor Structures in Heterogeneous Panels Journal of Econometrics. 184(1), 145-157
C CASTAGNETTI, E ROSSI and L TRAPANI, 2015. Testing for no factor structures: On the use of Hausman-type statistics Economics Letters. 130, 66-68 LORENZO TRAPANI, 2014. Chover-type Laws of the k-Iterated Logarithm for Weighted Sums of Strongly Mixing Sequences Journal of Mathematical Analysis and Applications. 420(2), 908-916
LORENZO TRAPANI, 2014. Comments on: Extensions of Some Classical Methods in Change Point Analysis TEST. 23(2), 283-286
VALERIA D'AMATO, STEVE HABERMAN, GABRIELLA PISCOPO, MARIA RUSSOLILLO and LORENZO TRAPANI, 2014. Detecting Common Longevity Trends by a Multiple Population Approach North American Actuarial Journal. 18(1), 139-149
EKATERINA IPATOVA and LORENZO TRAPANI, 2013. First-Differenced Inference for Panel Factor Series Economics Letters. 118(2), 364-366
CIARAN DRIVER, LORENZO TRAPANI and GIOVANNI URGA, 2013. Cross Section versus Time Series Measures of Uncertainty International Journal of Forecasting. 29(3), 367-377
LORENZO TRAPANI, 2013. On Bootstrapping Panel Factor Series Journal of Econometrics. 172(1), 127-141
LORENZO TRAPANI, 2012. On the Asymptotic t-test for Large Nonstationary Panel Models Computational Statistics and Data Analysis. 56, 3286-3306
CHIHWA KAO, LORENZO TRAPANI and GIOVANNI URGA, 2012. Asymptotics for Panel Models with Common Shocks Econometrics Reviews. 31(4), 390-439
LORENZO TRAPANI and GIOVANNI URGA, 2010. Micro versus Macro Cointegration in Heterogeneous Panels Journal of Econometrics. 155, 1-18
LORENZO TRAPANI and GIOVANNI URGA, 2009. Optimal Forecasting with Heterogeneous Panels: a Monte Carlo Study International Journal of Forecasting. 25, 567-586
STEPANA LAZAROVA, LORENZO TRAPANI and GIOVANNI URGA, 2007. Common Stochastic Trends and Aggregation in Heterogeneous Panels Econometric Theory. 23(1), 89-106