The following pages link to Lorenzo Trapani (Q284297):
Displaying 28 items.
- Testing for (in)finite moments (Q138542) (← links)
- Statistical inference in a random coefficient panel model (Q284298) (← links)
- (Q356605) (redirect page) (← links)
- First-differenced inference for panel factor series (Q356606) (← links)
- (Q401030) (redirect page) (← links)
- Chover-type laws of the \(k\)-iterated logarithm for weighted sums of strongly mixing sequences (Q401031) (← links)
- Inference on factor structures in heterogeneous panels (Q473358) (← links)
- (Q500535) (redirect page) (← links)
- Testing for no factor structures: on the use of Hausman-type statistics (Q500536) (← links)
- On bootstrapping panel factor series (Q528127) (← links)
- Testing for randomness in a random coefficient autoregression model (Q1740297) (← links)
- On the asymptotic \(t\)-test for large nonstationary panel models (Q1927111) (← links)
- Sequential testing for structural stability in approximate factor models (Q2186663) (← links)
- Inferential theory for heterogeneity and cointegration in large panels (Q2224989) (← links)
- A test for strict stationarity in a random coefficient autoregressive model of order 1 (Q2244577) (← links)
- Testing for instability in covariance structures (Q2405201) (← links)
- Micro versus macro cointegration in heterogeneous panels (Q2630160) (← links)
- Multiple mortality modeling in Poisson Lee–Carter framework (Q2807800) (← links)
- A Randomized Sequential Procedure to Determine the Number of Factors (Q4559712) (← links)
- COMMON STOCHASTIC TRENDS AND AGGREGATION IN HETEROGENEOUS PANELS (Q4562557) (← links)
- Asymptotics for Panel Models with Common Shocks (Q5080153) (← links)
- Detecting Common Longevity Trends by a Multiple Population Approach (Q5742666) (← links)
- Testing for strict stationarity in a random coefficient autoregressive model (Q5861030) (← links)
- Comments on: ``Extensions of some classical methods in change point analysis'' (Q5971367) (← links)
- One-way or two-way factor model for matrix sequences? (Q6108337) (← links)
- \(L_p\)-functionals for change point detection in random coefficient autoregressive models (Q6137828) (← links)
- Testing for Common Trends in Nonstationary Large Datasets (Q6620933) (← links)
- Online change-point detection for matrix-valued time series with latent two-way factor structure (Q6621541) (← links)
