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 3 7 136
Deterministic and stochastic trends in the Lee-Carter mortality model 1 3 6 51 3 7 14 51
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 0 1 9 46 1 4 21 40
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 0 1 3 36 2 7 15 30
Natural funnel asymmetries. A simulation analysis of the three basic tools of meta analysis 0 0 0 60 2 2 4 171
Oracle Efficient Estimation and Forecasting with the Adaptive LASSO and the Adaptive Group LASSO in Vector Autoregressions 0 1 7 70 1 3 32 201
Oracle Inequalities for High Dimensional Vector Autoregressions 0 0 3 94 2 4 18 214
Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation 0 0 1 10 2 3 14 28
Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation 0 0 4 34 1 2 18 37
Sharp Threshold Detection Based on Sup-norm Error rates in High-dimensional Models 1 1 4 12 3 8 27 59
Sharp Threshold Detection based on Sup-Norm Error Rates in High-dimensional Models 0 0 0 13 1 3 19 38
Vector Autoregressions with Parsimoniously Time Varying Parameters and an Application to Monetary Policy 0 3 10 93 1 4 20 66
Vector Autoregressions with parsimoniously Time Varying Parameters and an Application to Monetary Policy 0 1 2 64 1 5 16 53
Total Working Papers 2 12 50 662 21 55 225 1,124


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 7 17 1 3 31 60
Total Journal Articles 0 0 7 17 1 3 31 60


Statistics updated 2017-02-02