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 1 78 0 2 8 128
Deterministic and stochastic trends in the Lee-Carter mortality model 0 1 44 44 1 6 30 30
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 0 2 33 33 1 4 13 13
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 0 3 37 37 0 3 16 16
Natural funnel asymmetries. A simulation analysis of the three basic tools of meta analysis 0 0 1 60 0 2 10 164
Oracle Efficient Estimation and Forecasting with the Adaptive LASSO and the Adaptive Group LASSO in Vector Autoregressions 2 5 26 56 3 11 65 150
Oracle Inequalities for High Dimensional Vector Autoregressions 0 2 14 87 4 12 45 181
Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation 1 7 7 7 3 9 9 9
Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation 3 28 28 28 5 11 11 11
Sharp Threshold Detection Based on Sup-norm Error rates in High-dimensional Models 0 1 3 3 2 10 15 15
Sharp Threshold Detection based on Sup-Norm Error Rates in High-dimensional Models 1 3 12 12 3 10 12 12
Vector Autoregressions with Parsimoniously Time Varying Parameters and an Application to Monetary Policy 1 2 78 78 0 2 26 26
Vector Autoregressions with parsimoniously Time Varying Parameters and an Application to Monetary Policy 1 4 61 61 1 8 25 25
Total Working Papers 9 58 345 584 23 90 285 780


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 5 5 5 3 11 11 11
Total Journal Articles 2 5 5 5 3 11 11 11


Statistics updated 2015-08-02