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 1 1 3 78 1 3 11 126
Deterministic and stochastic trends in the Lee-Carter mortality model 0 42 43 43 2 13 21 21
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 0 5 34 34 0 3 10 10
Natural funnel asymmetries. A simulation analysis of the three basic tools of meta analysis 0 0 3 60 0 2 10 159
Oracle Efficient Estimation and Forecasting with the Adaptive LASSO and the Adaptive Group LASSO in Vector Autoregressions 1 5 21 49 7 18 57 135
Oracle Inequalities for High Dimensional Vector Autoregressions 3 8 22 85 6 16 57 168
Vector Autoregressions with Parsimoniously Time Varying Parameters and an Application to Monetary Policy 0 7 75 75 0 7 23 23
Total Working Papers 5 68 201 424 16 62 189 642


Statistics updated 2015-04-05