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 1 3 78 0 2 9 126
Deterministic and stochastic trends in the Lee-Carter mortality model 0 4 43 43 3 10 24 24
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 0 0 34 34 3 3 13 13
Natural funnel asymmetries. A simulation analysis of the three basic tools of meta analysis 0 0 3 60 3 5 13 162
Oracle Efficient Estimation and Forecasting with the Adaptive LASSO and the Adaptive Group LASSO in Vector Autoregressions 2 5 22 51 4 14 58 139
Oracle Inequalities for High Dimensional Vector Autoregressions 0 6 18 85 1 11 52 169
Vector Autoregressions with Parsimoniously Time Varying Parameters and an Application to Monetary Policy 1 2 76 76 1 4 24 24
Total Working Papers 3 18 199 427 15 49 193 657


Statistics updated 2015-05-02