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L

Lorenzo Trapani

king's college london

14H-index
103Paper Count
594Citation Count
Published Papers 23
Publication Date
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Inference on breaks in weak location time series models with the estimating function approach
errJournal of Econometrics
IF4
err2026-03-18
err0
PREAI
errChristian Francq; Lorenzo Trapani; Jean-Michel Zakoïan
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High Dimensional Threshold Factor Models with Common Stochastic Trends
errJOURNAL OF BUSINESS & ECONOMIC STATISTICS
IF2.5
err2026-02-01
err0
PREAI
errMassacci, Daniele; Trapani, Lorenzo
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errSave
Statistical inference for large-dimensional tensor factor model by iterative projections
errJournal of Multivariate Analysis
IF1.7
err2026-02-01
err0
errOAAI
errBarigozzi, Matteo; He, Yong; Li, Lingxiao; Trapani, Lorenzo
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errSave
A dynamic state-space HAR model
errJournal of Econometrics
IF4
err2025-11-14
err0
errOAAI
errMike Tsionas; Aya Ghalayini; Marwan Izzeldin; Lorenzo Trapani
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errSave
Factor Models of Asset Returns and Bear Market Risk
errMANAGEMENT SCIENCE
IF4.9
err2025-11-01
err0
PREAI
errMassacci, Daniele; Sarno, Lucio; Trapani, Lorenzo
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Moving Sum Procedure for Multiple Change Point Detection in Large Factor Models
errJournal of Time Series Analysis
IF1
err2025-10-01
err0
errOAAI
errBarigozzi, Matteo; Cho, Haeran; Trapani, Lorenzo
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Fast on-line changepoint detection using heavily-weighted CUSUM and veto-based decision rules
errJournal of Econometrics
IF4
err2025-08-08
err0
errOAAI
errFabrizio Ghezzi; Eduardo Rossi; Lorenzo Trapani
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On changepoint detection in functional data using empirical energy distance
errJournal of Econometrics
IF4
err2025-05-23
err0
errOAAI
errB. Cooper Boniece; Lajos Horváth; Lorenzo Trapani
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On the Detection of Structural Breaks: The Case of the Covid Shock
errJOURNAL OF FORECASTING
IF2.7
err2024-12-09
err0
errOAAI
errHall, Stephen G.; Tavlas, George S.; Trapani, Lorenzo; Wang, Yongli
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errSave
ONLINE CHANGE-POINT DETECTION FOR MATRIX-VALUED TIME SERIES WITH LATENT TWO-WAY FACTOR STRUCTURE
errANNALS OF STATISTICS
IF3.7
err2024-08-01
err1
errOAAI
errHe, Yong; Kong, Xinbing; Trapani, Lorenzo; Yu, Long
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The maximally selected likelihood ratio test in random coefficient models
errECONOMETRICS JOURNAL
IF7
err2024-05-25
err2
errOAAI
errHorvath, Lajos; Trapani, Lorenzo; Vanderdoes, Jeremy
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One-way or two-way factor model for matrix sequences?
errJOURNAL OF ECONOMETRICS
IF4
err2023-08-01
err5
errOAAI
errHe, Yong; Kong, Xinbing; Trapani, Lorenzo; Yu, Long
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errSave
Inference in Heavy-Tailed Nonstationary Multivariate Time Series
errJOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
IF3
err2022-11-04
err3
errOAAI
errBarigozzi, Matteo; Cavaliere, Giuseppe; Trapani, Lorenzo
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errSave
Inferential theory for heterogeneity and cointegration in large panels
errJOURNAL OF ECONOMETRICS
IF4
err2021-02-01
err2
errOAAI
errTrapani, Lorenzo
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errSave
Testing for randomness in a random coefficient autoregression model
errJOURNAL OF ECONOMETRICS
IF4
err2019-04-01
err21
errOAAI
errHorvath, Lajos; Trapani, Lorenzo
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errSave
A Randomized Sequential Procedure to Determine the Number of Factors
errJOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
IF3
err2018-10-08
err33
errOAAI
errTrapani, Lorenzo
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errSave
Statistical inference in a random coefficient panel model
errJOURNAL OF ECONOMETRICS
IF4
err2016-07-01
err18
errOAAI
errHorvath, Lajos; Trapani, Lorenzo
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errSave
Testing for (in)finite moments
errJOURNAL OF ECONOMETRICS
IF4
err2016-03-01
err21
errOAAI
errTrapani, Lorenzo
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errSave
Inference on factor structures in heterogeneous panels
errJOURNAL OF ECONOMETRICS
IF4
err2015-01-01
err14
errOAAI
errCastagnetti, Carolina; Rossi, Eduardo; Trapani, Lorenzo
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On the use of cross-sectional measures of forecast uncertainty
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2013-07-01
err2
errOAAI
errDriver, Ciaran; Trapani, Lorenzo; Urga, Giovanni
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errSave

Research Directions

No research directions
Co-authors
Cooperation Journals
L
Lucio Sarno
H-index: 61 · Papers: 265
L
Lajos Horváth
H-index: 54 · Papers: 382
S
Stephen G. Hall
H-index: 40 · Papers: 426
G
George S. Tavlas
H-index: 37 · Papers: 327
J
Jean‐Michel Zakoïan
H-index: 29 · Papers: 168
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