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 1 1 1 79 1 1 5 134
Deterministic and stochastic trends in the Lee-Carter mortality model 2 2 6 50 3 4 11 47
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 0 2 2 35 2 5 10 25
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 1 3 9 46 3 9 20 39
Natural funnel asymmetries. A simulation analysis of the three basic tools of meta analysis 0 0 0 60 0 0 3 169
Oracle Efficient Estimation and Forecasting with the Adaptive LASSO and the Adaptive Group LASSO in Vector Autoregressions 1 1 8 70 1 7 35 199
Oracle Inequalities for High Dimensional Vector Autoregressions 0 1 5 94 1 3 19 211
Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation 0 1 4 34 0 3 16 35
Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation 0 0 1 10 0 0 11 25
Sharp Threshold Detection Based on Sup-norm Error rates in High-dimensional Models 0 1 4 11 2 7 25 53
Sharp Threshold Detection based on Sup-Norm Error Rates in High-dimensional Models 0 0 0 13 1 4 17 36
Vector Autoregressions with Parsimoniously Time Varying Parameters and an Application to Monetary Policy 2 3 12 92 3 6 28 65
Vector Autoregressions with parsimoniously Time Varying Parameters and an Application to Monetary Policy 1 1 3 64 2 2 18 50
Total Working Papers 8 16 55 658 19 51 218 1,088


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 9 17 0 1 34 57
Total Journal Articles 0 0 9 17 0 1 34 57


Statistics updated 2016-12-03