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Purple City

Prof Lorenzo Trapani

University of Nottingham

Profile

Lorenzo Trapani is Professor of Econometrics at the School of Economics at the University of Nottingham, joining in 2017. Prior to that, he spent his career (being Lecturer, Senior Lecturer, Reader and subsequently Professor of Financial Econometrics) at Cass Business School.

Prof Trapani's interests lie in econometric theory and statistics. Over the years, he has 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

Learn with Prof Trapani

Working

Core Module

Understand the fundamental concepts of time series econometrics and forecasting. Gain the practical skills to use econometric software to model and forecast economic time series and identify models with the best forecasting abilities.

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