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 84 0 1 12 171
Deterministic and stochastic trends in the Lee-Carter mortality model 0 0 1 61 0 3 22 122
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 0 0 0 59 0 4 12 104
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 0 0 0 41 1 1 10 60
Natural funnel asymmetries. A simulation analysis of the three basic tools of meta analysis 0 0 0 63 0 1 8 209
Oracle Efficient Estimation and Forecasting with the Adaptive LASSO and the Adaptive Group LASSO in Vector Autoregressions 0 0 0 106 1 3 10 317
Oracle Inequalities for High Dimensional Vector Autoregressions 0 0 0 109 0 3 12 302
Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation 0 0 0 11 0 3 10 71
Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation 0 0 0 36 0 2 12 78
Sharp Threshold Detection Based on Sup-norm Error rates in High-dimensional Models 0 0 0 17 0 3 17 112
Sharp Threshold Detection based on Sup-Norm Error Rates in High-dimensional Models 0 0 0 14 0 1 9 74
Vector Autoregressions with Parsimoniously Time Varying Parameters and an Application to Monetary Policy 0 0 0 102 0 1 6 113
Vector Autoregressions with parsimoniously Time Varying Parameters and an Application to Monetary Policy 0 0 1 72 0 1 10 113
Total Working Papers 0 0 2 775 2 27 150 1,846


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Deterministic and stochastic trends in the Lee–Carter mortality model 0 0 0 1 0 3 9 31
Modeling and Forecasting Large Realized Covariance Matrices and Portfolio Choice 0 0 0 23 0 2 4 73
Oracle inequalities for high dimensional vector autoregressions 1 1 3 112 5 7 17 316
Sharp Threshold Detection Based on Sup-Norm Error Rates in High-Dimensional Models 0 0 0 1 0 5 14 34
Total Journal Articles 1 1 3 137 5 17 44 454


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation 0 0 0 3 0 4 10 50
Total Chapters 0 0 0 3 0 4 10 50


Statistics updated 2026-07-10