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On bootstrapping panel factor series
Trapani, Lorenzo - In: Journal of econometrics 172 (2013) 1, pp. 127-141
Persistent link: https://www.econbiz.de/10009702295
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Inferential theory for heterogeneity and cointegration in large panels
Trapani, Lorenzo - In: Journal of econometrics 220 (2021) 2, pp. 474-503
Persistent link: https://www.econbiz.de/10012618525
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Testing for (in)finite moments
Trapani, Lorenzo - In: Journal of econometrics 191 (2016) 1, pp. 57-68
Persistent link: https://www.econbiz.de/10011594315
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Micro versus macro cointegration in heterogeneous panels
Trapani, Lorenzo; Urga, Giovanni - In: Journal of econometrics 155 (2010) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10003965373
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Inference on factor structures in heterogeneous panels
Castagnetti, Carolina; Rossi, Eduardo; Trapani, Lorenzo - In: Journal of econometrics 184 (2015) 1, pp. 145-157
Persistent link: https://www.econbiz.de/10011326797
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Testing for randomness in a random coefficient autoregression model
Horváth, Lajos; Trapani, Lorenzo - In: Journal of econometrics 209 (2019) 2, pp. 338-352
Persistent link: https://www.econbiz.de/10012302602
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Statistical inference in a random coefficient panel model
Horváth, Lajos; Trapani, Lorenzo - In: Journal of econometrics 193 (2016) 1, pp. 54-75
Persistent link: https://www.econbiz.de/10011704762
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One-way or two-way factor model for matrix sequences?
He, Yong; Kong, Xinbing; Trapani, Lorenzo; Yu, Long - In: Journal of econometrics 235 (2023) 2, pp. 1981-2004
Persistent link: https://www.econbiz.de/10014471440
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On bootstrapping panel factor series
Trapani, Lorenzo - In: Journal of econometrics 172 (2013) 1, pp. 127-141
Persistent link: https://www.econbiz.de/10010052635