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 1 1 7 137
Deterministic and stochastic trends in the Lee-Carter mortality model 1 1 5 52 3 5 19 59
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 0 0 3 36 0 1 11 31
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 0 0 5 47 1 1 17 45
Natural funnel asymmetries. A simulation analysis of the three basic tools of meta analysis 0 0 0 60 0 1 5 173
Oracle Efficient Estimation and Forecasting with the Adaptive LASSO and the Adaptive Group LASSO in Vector Autoregressions 3 3 5 73 3 6 28 208
Oracle Inequalities for High Dimensional Vector Autoregressions 0 0 2 94 0 1 14 217
Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation 0 0 0 10 0 0 7 29
Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation 0 0 1 34 0 0 9 37
Sharp Threshold Detection Based on Sup-norm Error rates in High-dimensional Models 0 0 2 12 0 0 19 59
Sharp Threshold Detection based on Sup-Norm Error Rates in High-dimensional Models 0 0 0 13 0 0 14 41
Vector Autoregressions with Parsimoniously Time Varying Parameters and an Application to Monetary Policy 0 0 7 93 0 2 12 67
Vector Autoregressions with parsimoniously Time Varying Parameters and an Application to Monetary Policy 0 1 4 66 0 1 9 55
Total Working Papers 4 5 35 669 8 19 171 1,158


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 5 19 2 4 16 66
Total Journal Articles 1 1 5 19 2 4 16 66


Statistics updated 2017-06-02