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 79 0 1 6 136
Deterministic and stochastic trends in the Lee-Carter mortality model 0 1 4 51 0 6 14 54
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 0 1 6 47 0 5 20 44
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 0 0 3 36 1 4 11 31
Natural funnel asymmetries. A simulation analysis of the three basic tools of meta analysis 0 0 0 60 0 3 5 172
Oracle Efficient Estimation and Forecasting with the Adaptive LASSO and the Adaptive Group LASSO in Vector Autoregressions 0 0 3 70 2 4 28 204
Oracle Inequalities for High Dimensional Vector Autoregressions 0 0 3 94 0 5 16 216
Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation 0 0 1 34 0 1 10 37
Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation 0 0 0 10 0 3 7 29
Sharp Threshold Detection Based on Sup-norm Error rates in High-dimensional Models 0 1 2 12 0 3 21 59
Sharp Threshold Detection based on Sup-Norm Error Rates in High-dimensional Models 0 0 0 13 0 4 15 41
Vector Autoregressions with Parsimoniously Time Varying Parameters and an Application to Monetary Policy 0 0 8 93 1 2 13 66
Vector Autoregressions with parsimoniously Time Varying Parameters and an Application to Monetary Policy 1 2 4 66 1 3 12 55
Total Working Papers 1 5 35 665 5 44 178 1,144


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 1 6 18 2 5 24 64
Total Journal Articles 0 1 6 18 2 5 24 64


Statistics updated 2017-04-03