About me

I am Professor of Econometrics at the University of Leicester School of Business, and part-time Professor of Econometrics at the University of Pavia.

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;

• online and offline changepoint detection;

• panel data;

• cointegration and aggregation;

• the random coefficient autoregressive model;

• predicting mortality rates.

Contact details

Lorenzo Trapani

Professor of Econometrics

Department of Economics, Finance and Accounting

University of Leicester Business School

University of Leicester