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 2 6 138
Deterministic and stochastic trends in the Lee-Carter mortality model 0 2 6 53 0 4 18 60
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 0 0 3 36 2 2 13 33
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 0 0 5 47 1 3 19 47
Natural funnel asymmetries. A simulation analysis of the three basic tools of meta analysis 0 0 0 60 0 0 4 173
Oracle Efficient Estimation and Forecasting with the Adaptive LASSO and the Adaptive Group LASSO in Vector Autoregressions 0 3 4 73 5 8 24 213
Oracle Inequalities for High Dimensional Vector Autoregressions 0 0 1 94 2 2 12 219
Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation 0 0 1 34 1 1 8 38
Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation 0 0 0 10 1 1 7 30
Sharp Threshold Detection Based on Sup-norm Error rates in High-dimensional Models 0 0 2 12 0 0 15 59
Sharp Threshold Detection based on Sup-Norm Error Rates in High-dimensional Models 0 0 0 13 0 0 12 41
Vector Autoregressions with Parsimoniously Time Varying Parameters and an Application to Monetary Policy 0 0 4 93 1 1 12 68
Vector Autoregressions with parsimoniously Time Varying Parameters and an Application to Monetary Policy 0 0 4 66 0 0 9 55
Total Working Papers 0 5 31 670 13 24 159 1,174


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 2 19 1 3 14 67
Total Journal Articles 0 1 2 19 1 3 14 67


Statistics updated 2017-08-03