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 6 77 1 1 15 123
Deterministic and stochastic trends in the Lee-Carter mortality model 0 1 1 1 6 8 8 8
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 27 29 29 29 5 7 7 7
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 20 20 20 20 5 5 5 5
Natural funnel asymmetries. A simulation analysis of the three basic tools of meta analysis 0 1 5 60 0 3 13 157
Oracle Efficient Estimation and Forecasting with the Adaptive LASSO and the Adaptive Group LASSO in Vector Autoregressions 0 4 22 44 4 14 58 117
Oracle Inequalities for High Dimensional Vector Autoregressions 0 2 21 77 2 9 54 152
Vector Autoregressions with Parsimoniously Time Varying Parameters and an Application to Monetary Policy 64 68 68 68 9 16 16 16
Vector Autoregressions with Parsimoniously Time Varying Parameters and an Application to Monetary Policy 37 38 38 38 7 12 12 12
Total Working Papers 148 163 210 414 39 75 188 597


Statistics updated 2015-01-03