About me

I am Professor of Econometrics at the School of Economics at the University of Nottingham, where I am also director of the Granger Centre for Time Series Econometrics.

More stuff can be found in my CV.

Research interests

Broadly speaking, I work in the fields of econometric theory and statistics. Pretty much all my contributions contain a generous amount of asymptotic theory, sometimes using weak convergence, sometimes stronger modes (chiefly, almost sure convergence).

Over the years, I have touched upon the following areas (listed in no particular order):

• large factor models;

• randomised tests;

• the change point problem;

• panel data;

• cointegration and aggregation;

• the random coefficient autoregressive model;

• predicting mortality rates.

Contact details

Lorenzo Trapani

Professor of Econometrics

School of Economics

Sir Clive Granger Building

The University of Nottingham

University Park

Nottingham

NG7 2RD

email: Lorenzo.Trapani@nottingham.ac.uk

tel.: +44 (0) 115 95 15118