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 79 0 2 6 136
Deterministic and stochastic trends in the Lee-Carter mortality model 0 1 4 51 3 7 14 54
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 0 1 3 36 1 6 11 30
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 1 1 7 47 4 5 21 44
Natural funnel asymmetries. A simulation analysis of the three basic tools of meta analysis 0 0 0 60 1 3 5 172
Oracle Efficient Estimation and Forecasting with the Adaptive LASSO and the Adaptive Group LASSO in Vector Autoregressions 0 0 6 70 1 3 30 202
Oracle Inequalities for High Dimensional Vector Autoregressions 0 0 3 94 3 6 16 216
Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation 0 0 2 34 0 2 11 37
Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation 0 0 0 10 2 4 9 29
Sharp Threshold Detection Based on Sup-norm Error rates in High-dimensional Models 0 1 2 12 0 6 21 59
Sharp Threshold Detection based on Sup-Norm Error Rates in High-dimensional Models 0 0 0 13 3 5 16 41
Vector Autoregressions with Parsimoniously Time Varying Parameters and an Application to Monetary Policy 0 1 8 93 0 1 12 65
Vector Autoregressions with parsimoniously Time Varying Parameters and an Application to Monetary Policy 1 1 3 65 1 4 11 54
Total Working Papers 2 6 39 664 19 54 183 1,139


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 1 7 18 2 5 24 62
Total Journal Articles 1 1 7 18 2 5 24 62


Statistics updated 2017-03-07