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 1 3 5 133
Deterministic and stochastic trends in the Lee-Carter mortality model 1 1 4 48 1 3 12 43
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 0 0 0 33 0 0 7 20
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 1 1 6 43 2 2 13 30
Natural funnel asymmetries. A simulation analysis of the three basic tools of meta analysis 0 0 0 60 0 1 4 169
Oracle Efficient Estimation and Forecasting with the Adaptive LASSO and the Adaptive Group LASSO in Vector Autoregressions 0 1 13 69 3 12 41 192
Oracle Inequalities for High Dimensional Vector Autoregressions 0 1 4 93 1 5 24 208
Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation 0 0 5 33 2 4 20 32
Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation 0 0 3 10 2 3 16 25
Sharp Threshold Detection Based on Sup-norm Error rates in High-dimensional Models 0 0 6 10 2 6 28 46
Sharp Threshold Detection based on Sup-Norm Error Rates in High-dimensional Models 0 0 1 13 3 5 20 32
Vector Autoregressions with Parsimoniously Time Varying Parameters and an Application to Monetary Policy 0 3 9 89 3 4 29 59
Vector Autoregressions with parsimoniously Time Varying Parameters and an Application to Monetary Policy 1 1 2 63 2 2 23 48
Total Working Papers 3 8 53 642 22 50 242 1,037


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 3 10 17 3 6 42 56
Total Journal Articles 0 3 10 17 3 6 42 56


Statistics updated 2016-09-03