Access Statistics for Laurent Callot

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bootstrap Cointegration Rank Test for Panels of VAR Models 0 0 3 77 1 3 14 125
Deterministic and stochastic trends in the Lee-Carter mortality model 4 42 43 43 5 17 19 19
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 0 32 34 34 0 8 10 10
Natural funnel asymmetries. A simulation analysis of the three basic tools of meta analysis 0 0 4 60 2 2 12 159
Oracle Efficient Estimation and Forecasting with the Adaptive LASSO and the Adaptive Group LASSO in Vector Autoregressions 2 4 22 48 3 15 55 128
Oracle Inequalities for High Dimensional Vector Autoregressions 3 5 24 82 4 12 58 162
Vector Autoregressions with Parsimoniously Time Varying Parameters and an Application to Monetary Policy 1 71 75 75 3 16 23 23
Total Working Papers 10 154 205 419 18 73 191 626


Statistics updated 2015-03-02