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 1 78 0 1 7 126
Deterministic and stochastic trends in the Lee-Carter mortality model 1 1 44 44 4 9 28 28
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 2 2 36 36 2 5 15 15
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 1 11 32 32 0 2 9 9
Natural funnel asymmetries. A simulation analysis of the three basic tools of meta analysis 0 0 2 60 2 5 12 164
Oracle Efficient Estimation and Forecasting with the Adaptive LASSO and the Adaptive Group LASSO in Vector Autoregressions 0 3 22 51 2 13 58 141
Oracle Inequalities for High Dimensional Vector Autoregressions 2 5 20 87 5 12 54 174
Sharp Threshold Detection Based on Sup-norm Error rates in High-dimensional Models 1 2 3 3 4 8 9 9
Sharp Threshold Detection based on Sup-Norm Error Rates in High-dimensional Models 2 11 11 11 4 6 6 6
Vector Autoregressions with Parsimoniously Time Varying Parameters and an Application to Monetary Policy 1 2 77 77 1 2 25 25
Vector Autoregressions with parsimoniously Time Varying Parameters and an Application to Monetary Policy 2 19 59 59 2 4 19 19
Total Working Papers 12 57 307 538 26 67 242 716


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 1 1 1 1 1 1 1 1
Total Journal Articles 1 1 1 1 1 1 1 1


Statistics updated 2015-06-02