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 1 78 0 0 5 129
Deterministic and stochastic trends in the Lee-Carter mortality model 1 1 6 45 1 3 23 37
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 0 0 12 33 0 0 8 15
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 0 0 3 37 0 0 9 19
Natural funnel asymmetries. A simulation analysis of the three basic tools of meta analysis 0 0 0 60 1 1 10 167
Oracle Efficient Estimation and Forecasting with the Adaptive LASSO and the Adaptive Group LASSO in Vector Autoregressions 1 3 17 63 2 9 44 169
Oracle Inequalities for High Dimensional Vector Autoregressions 1 2 12 91 1 6 38 196
Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation 0 1 30 30 0 1 19 19
Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation 0 1 9 9 0 1 14 14
Sharp Threshold Detection Based on Sup-norm Error rates in High-dimensional Models 1 2 8 8 2 6 32 32
Sharp Threshold Detection based on Sup-Norm Error Rates in High-dimensional Models 0 0 13 13 0 2 19 19
Vector Autoregressions with Parsimoniously Time Varying Parameters and an Application to Monetary Policy 1 3 9 83 7 10 26 46
Vector Autoregressions with parsimoniously Time Varying Parameters and an Application to Monetary Policy 0 1 22 62 5 7 22 37
Total Working Papers 5 14 142 612 19 46 269 899


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 3 10 10 4 7 29 29
Total Journal Articles 1 3 10 10 4 7 29 29


Statistics updated 2016-02-03