Prof. Lorenzo Trapani

Lorenzo Trapani is Professor of Econometrics at the University of Pavia and Honorary Professor at the University of Leicester School of Business. He works in econometric theory and statistics, and his contributions are characterised by a heavy reliance on asymptotic theory. His research spans large factor models, including tensor and matrix-valued extensions, randomised testing procedures, online and offline changepoint detection, panel data, cointegration and aggregation, random coefficient autoregressive models, and the modelling of mortality rates. A substantial recent strand concerns real-time and sequential monitoring for structural change, covering GARCH models, functional data, covariance structures and factor models, which brings the theory directly into contact with practical questions of when a model has broken.

• ●Foundations of Econometrics
• ●Estimation Techniques for Linear and Nonlinear Models

• Published in the Annals of Statistics, the Journal of the American Statistical Association, the Journal of Econometrics, Econometric Theory, Bernoulli, the Journal of Business and Economic Statistics, Management Science and the European Economic Review.