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 0 0 4 130
Deterministic and stochastic trends in the Lee-Carter mortality model 0 0 3 47 0 0 12 40
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 1 2 6 42 2 5 13 28
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 0 0 1 33 0 1 11 20
Natural funnel asymmetries. A simulation analysis of the three basic tools of meta analysis 0 0 0 60 0 1 4 168
Oracle Efficient Estimation and Forecasting with the Adaptive LASSO and the Adaptive Group LASSO in Vector Autoregressions 0 4 17 68 1 8 39 180
Oracle Inequalities for High Dimensional Vector Autoregressions 1 1 5 92 1 3 29 203
Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation 0 1 33 33 0 2 28 28
Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation 0 0 10 10 0 2 22 22
Sharp Threshold Detection Based on Sup-norm Error rates in High-dimensional Models 0 0 7 10 1 2 31 40
Sharp Threshold Detection based on Sup-Norm Error Rates in High-dimensional Models 0 0 2 13 0 2 21 27
Vector Autoregressions with Parsimoniously Time Varying Parameters and an Application to Monetary Policy 0 1 9 86 1 2 30 55
Vector Autoregressions with parsimoniously Time Varying Parameters and an Application to Monetary Policy 0 0 3 62 2 3 27 46
Total Working Papers 2 9 96 634 8 31 271 987


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 2 3 13 14 5 12 49 50
Total Journal Articles 2 3 13 14 5 12 49 50


Statistics updated 2016-06-03