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Profile Details
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USD 300 /hr
Hire Dr. Lorenzo T.
United Kingdom
USD 300 /hr

Econometrician and statistician

Profile Summary
Subject Matter Expertise
Work Experience

Professor of Econometrics

University of Nottingham

August 2017 - Present

Professor of Econometrics

Cass Business School

September 2005 - July 2017



University of Bergamo

November 2001 - February 2005


Politecnico di Milano

September 1995 - February 2001

  • Certification details not provided.
Kao, C., Trapani, L., Urga, G., Kao, C., Kao, C., Trapani, L., Urga, G.(2018). Testing for instability in covariance structures . Bernoulli. 24. (1). p. 740-771.
Castagnetti, C., Rossi, E., Trapani, L.(2018). A two-stage estimator for heterogeneous panel models with common factors . Econometrics and Statistics.
(2016). Statistical inference in a random coefficient panel model . Journal of Econometrics. 193. (1). p. 54-75.
(2016). Multiple mortality modeling in Poisson Lee-Carter framework . Communications in Statistics - Theory and Methods. 45. (6). p. 1723-1732.
Trapani, L.(2016). Testing for (in)finite moments . Journal of Econometrics. 191. (1). p. 57-68.
Castagnetti, C., Rossi, E., Trapani, L., Castagnetti, C., Castagnetti, C., Rossi, E., Trapani, L.(2015). Testing for no factor structures: On the use of Hausman-type statistics . Economics Letters. 130. p. 66-68.
Castagnetti, C., Castagnetti, C., Rossi, E., Trapani, L.(2015). Inference on factor structures in heterogeneous panels . Journal of Econometrics. 184. (1). p. 145-157.
Trapani, L., Trapani, L.(2015). Testing for Exogeneity in Cointegrated Panels . Oxford Bulletin of Economics and Statistics. 77. (4). p. 475-494.
Trapani, L.(2014). Chover-type laws of the k-iterated logarithm for weighted sums of strongly mixing sequences . Journal of Mathematical Analysis and Applications. 420. (2). p. 908-916.
Trapani, L., Trapani, L.(2014). Comments on: Extensions of some classical methods in change point analysis . Test. 23. (2). p. 283-286.
(2014). Detecting Common Longevity Trends by a Multiple Population Approach . North American Actuarial Journal. 18. (1). p. 139-149.
Trapani, L.(2013). On bootstrapping panel factor series . Journal of Econometrics. 172. (1). p. 127-141.
(2013). On the use of cross-sectional measures of forecast uncertainty . International Journal of Forecasting. 29. (3). p. 367-377.
Ipatova, E., Trapani, L.(2013). First-differenced inference for panel factor series . Economics Letters. 118. (2). p. 364-366.
(2012). Asymptotics for Panel Models with Common Shocks . Econometric Reviews. 31. (4). p. 390-439.
Trapani, L.(2012). On the asymptotic t-test for large nonstationary panel models . Computational Statistics and Data Analysis. 56. (11). p. 3286-3306.
Trapani, L., Urga, G.(2010). Micro versus macro cointegration in heterogeneous panels . Journal of Econometrics. 155. (1). p. 1-18.
Trapani, L., Urga, G.(2009). Optimal forecasting with heterogeneous panels: A Monte Carlo study . International Journal of Forecasting. 25. (3). p. 567-586.
Lazarovǎ, Š., Trapani, L., Urga, G.(2007). Common stochastic trends and aggregation in heterogeneous panels . Econometric Theory. 23. (1). p. 89-105.