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 0 5 138
Deterministic and stochastic trends in the Lee-Carter mortality model 0 1 6 54 0 3 19 63
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 0 0 2 36 0 2 12 33
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 0 0 3 47 0 1 12 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 2 2 6 75 2 7 21 215
Oracle Inequalities for High Dimensional Vector Autoregressions 0 0 0 94 0 2 10 219
Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation 0 0 0 34 0 1 4 38
Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation 0 0 0 10 1 2 6 31
Sharp Threshold Detection Based on Sup-norm Error rates in High-dimensional Models 0 1 2 13 0 1 11 60
Sharp Threshold Detection based on Sup-Norm Error Rates in High-dimensional Models 0 0 0 13 1 1 9 42
Vector Autoregressions with Parsimoniously Time Varying Parameters and an Application to Monetary Policy 0 0 3 93 0 1 6 68
Vector Autoregressions with parsimoniously Time Varying Parameters and an Application to Monetary Policy 0 0 3 66 1 2 9 57
Total Working Papers 2 4 26 674 5 23 128 1,184


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 0 2 19 0 2 12 68
Total Journal Articles 0 0 2 19 0 2 12 68


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation 0 0 0 0 0 0 0 0
Total Chapters 0 0 0 0 0 0 0 0


Statistics updated 2017-10-05