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 0 78 2 2 4 132
Deterministic and stochastic trends in the Lee-Carter mortality model 0 0 3 47 1 2 12 42
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 0 1 5 42 0 2 12 28
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 0 0 0 33 0 0 7 20
Natural funnel asymmetries. A simulation analysis of the three basic tools of meta analysis 0 0 0 60 1 1 5 169
Oracle Efficient Estimation and Forecasting with the Adaptive LASSO and the Adaptive Group LASSO in Vector Autoregressions 1 1 13 69 7 10 39 189
Oracle Inequalities for High Dimensional Vector Autoregressions 0 2 6 93 1 5 26 207
Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation 0 0 5 33 2 2 19 30
Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation 0 0 3 10 1 1 14 23
Sharp Threshold Detection Based on Sup-norm Error rates in High-dimensional Models 0 0 7 10 3 5 29 44
Sharp Threshold Detection based on Sup-Norm Error Rates in High-dimensional Models 0 0 1 13 1 2 17 29
Vector Autoregressions with Parsimoniously Time Varying Parameters and an Application to Monetary Policy 3 3 11 89 0 2 30 56
Vector Autoregressions with parsimoniously Time Varying Parameters and an Application to Monetary Policy 0 0 1 62 0 2 21 46
Total Working Papers 4 7 55 639 19 36 235 1,015


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Oracle inequalities for high dimensional vector autoregressions 1 5 12 17 1 8 42 53
Total Journal Articles 1 5 12 17 1 8 42 53


Statistics updated 2016-08-02