Lorenzo Trapani

Economics and Econometrics · 2018

A researcher in the Science corpus: 1 paper; trusts 20 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

Whom Lorenzo Trapani trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Jushan Bai
  2. A. Onatski
  3. Serena Ng
  4. Seung C. Ahn
  5. Lucia Alessi
  6. Z. Bai
  7. Alex R. Horenstein
  8. George Kapetanios
  9. James Davidson
  10. M. Forni

Who trusts Lorenzo Trapani overall

  1. Yacine Aït-Sahalia
  2. D. Xiu

Papers from Lorenzo Trapani's perspective

Ordered by how strongly the researchers Lorenzo Trapani trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Determining the Number of Factors from Empirical Distribution of Eigenvalues (Review of Economics and Statistics)
  2. Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
  3. Inferential Theory for Factor Models of Large Dimensions
  4. Determining the Number of Factors in Approximate Factor Models
  5. Determining the Number of Factors in the General Dynamic Factor Model
  6. Eigenvalue Ratio Test for the Number of Factors
  7. Determining the Number of Primitive Shocks in Factor Models
  8. Forecasting Using Principal Components From a Large Number of Predictors
  9. A Testing Procedure for Determining the Number of Factors in Approximate Factor Models With Large Datasets
  10. Are more data always better for factor analysis

Their papers