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 0 2 130
Deterministic and stochastic trends in the Lee-Carter mortality model 0 0 3 47 1 1 12 41
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 0 0 0 33 0 0 8 20
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 0 1 5 42 0 4 12 28
Natural funnel asymmetries. A simulation analysis of the three basic tools of meta analysis 0 0 0 60 0 1 4 168
Oracle Efficient Estimation and Forecasting with the Adaptive LASSO and the Adaptive Group LASSO in Vector Autoregressions 0 1 14 68 2 6 35 182
Oracle Inequalities for High Dimensional Vector Autoregressions 1 2 6 93 3 6 29 206
Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation 0 0 4 10 0 0 16 22
Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation 0 0 8 33 0 1 22 28
Sharp Threshold Detection Based on Sup-norm Error rates in High-dimensional Models 0 0 7 10 1 3 28 41
Sharp Threshold Detection based on Sup-Norm Error Rates in High-dimensional Models 0 0 2 13 1 2 19 28
Vector Autoregressions with Parsimoniously Time Varying Parameters and an Application to Monetary Policy 0 1 9 86 1 3 30 56
Vector Autoregressions with parsimoniously Time Varying Parameters and an Application to Monetary Policy 0 0 2 62 0 3 22 46
Total Working Papers 1 5 60 635 9 30 239 996


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 2 4 13 16 2 12 44 52
Total Journal Articles 2 4 13 16 2 12 44 52


Statistics updated 2016-07-02