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 1 4 130
Deterministic and stochastic trends in the Lee-Carter mortality model 0 2 4 47 0 3 16 40
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 0 0 2 33 0 5 11 20
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 0 4 7 41 2 7 13 26
Natural funnel asymmetries. A simulation analysis of the three basic tools of meta analysis 0 0 0 60 1 1 6 168
Oracle Efficient Estimation and Forecasting with the Adaptive LASSO and the Adaptive Group LASSO in Vector Autoregressions 1 5 17 68 3 10 40 179
Oracle Inequalities for High Dimensional Vector Autoregressions 0 0 6 91 2 6 33 202
Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation 0 3 33 33 1 9 28 28
Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation 0 1 10 10 0 8 22 22
Sharp Threshold Detection Based on Sup-norm Error rates in High-dimensional Models 0 2 8 10 1 7 34 39
Sharp Threshold Detection based on Sup-Norm Error Rates in High-dimensional Models 0 0 4 13 1 8 25 27
Vector Autoregressions with Parsimoniously Time Varying Parameters and an Application to Monetary Policy 1 3 10 86 1 8 30 54
Vector Autoregressions with parsimoniously Time Varying Parameters and an Application to Monetary Policy 0 0 5 62 1 7 27 44
Total Working Papers 2 20 106 632 13 80 289 979


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 2 12 12 5 16 45 45
Total Journal Articles 0 2 12 12 5 16 45 45


Statistics updated 2016-05-03