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 1 1 79 1 2 6 135
Deterministic and stochastic trends in the Lee-Carter mortality model 0 2 6 50 1 4 12 48
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 0 2 9 46 0 4 20 39
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 1 2 3 36 3 7 13 28
Natural funnel asymmetries. A simulation analysis of the three basic tools of meta analysis 0 0 0 60 0 0 3 169
Oracle Efficient Estimation and Forecasting with the Adaptive LASSO and the Adaptive Group LASSO in Vector Autoregressions 0 1 8 70 1 6 33 200
Oracle Inequalities for High Dimensional Vector Autoregressions 0 0 4 94 1 3 17 212
Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation 0 0 1 10 1 1 12 26
Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation 0 0 4 34 1 2 17 36
Sharp Threshold Detection Based on Sup-norm Error rates in High-dimensional Models 0 0 4 11 3 7 26 56
Sharp Threshold Detection based on Sup-Norm Error Rates in High-dimensional Models 0 0 0 13 1 4 18 37
Vector Autoregressions with Parsimoniously Time Varying Parameters and an Application to Monetary Policy 1 3 11 93 0 3 26 65
Vector Autoregressions with parsimoniously Time Varying Parameters and an Application to Monetary Policy 0 1 2 64 2 4 20 52
Total Working Papers 2 12 53 660 15 47 223 1,103


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 0 0 8 17 2 3 34 59
Total Journal Articles 0 0 8 17 2 3 34 59


Statistics updated 2017-01-03