Items where Author is "Trapani, Lorenzo"
![[up]](/style/images/multi_up.png)
Up a levelGroup by: Item Type | No Grouping
Jump to: Journal Article
Number of items: 2.
Journal Article
Tsionas, Mike and Ghalayini, Aya and Izzeldin, Marwan and Trapani, Lorenzo (2025) A dynamic state-space HAR model. Journal of Econometrics: 106146. ISSN 0304-4076 (In Press)
Tsionas, Mike G. and Izzeldin, Marwan and Trapani, Lorenzo (2022) Estimation of large dimensional time varying VARs using copulas. European Economic Review, 141: 103952. ISSN 0014-2921