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Sieve bootstrap for nonstationary panel factor models
Trapani, Lorenzo (contributor) - 2008
Persistent link: https://www.econbiz.de/10003806865
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On the asymptotic t-test for large nonstationary panel models
Trapani, Lorenzo (contributor) - 2008
Persistent link: https://www.econbiz.de/10003806870
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On bootstrapping panel factor series
Trapani, Lorenzo - 2011
Persistent link: https://www.econbiz.de/10009381364
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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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Testing for exogeneity in cointegrated panels
Trapani, Lorenzo - In: Oxford bulletin of economics and statistics 77 (2015) 4, pp. 475-494
Persistent link: https://www.econbiz.de/10011383830
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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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Common stochastic trends and aggregation in heterogeneous panels
Lazarová, Stěpána; Trapani, Lorenzo; Urga, Giovanni - In: Econometric theory 23 (2007) 1, pp. 89-105
Persistent link: https://www.econbiz.de/10003407424
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Asymptotics for panel models with common shocks
Kao, Chihwa; Trapani, Lorenzo; Urga, Giovanni - 2010
Persistent link: https://www.econbiz.de/10003988892
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Optimal forecasting with heterogeneous panels : a Monte Carlo study
Trapani, Lorenzo; Urga, Giovanni - In: International journal of forecasting 25 (2009) 3, pp. 567-586
Persistent link: https://www.econbiz.de/10003877646
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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