Access Statistics for Laurent Callot

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	0	84	0	2	3	159
Deterministic and stochastic trends in the Lee-Carter mortality model	0	0	1	60	1	2	6	100
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice	0	0	0	41	0	0	0	50
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice	0	0	1	59	0	0	1	91
Natural funnel asymmetries. A simulation analysis of the three basic tools of meta analysis	0	0	1	63	0	0	5	200
Oracle Efficient Estimation and Forecasting with the Adaptive LASSO and the Adaptive Group LASSO in Vector Autoregressions	1	1	1	106	1	1	2	307
Oracle Inequalities for High Dimensional Vector Autoregressions	0	0	1	109	1	1	3	290
Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation	0	0	0	11	0	0	1	61
Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation	0	0	1	36	1	1	3	66
Sharp Threshold Detection Based on Sup-norm Error rates in High-dimensional Models	0	0	0	17	0	0	0	95
Sharp Threshold Detection based on Sup-Norm Error Rates in High-dimensional Models	0	0	0	14	0	0	0	65
Vector Autoregressions with Parsimoniously Time Varying Parameters and an Application to Monetary Policy	0	0	0	101	0	0	0	104
Vector Autoregressions with parsimoniously Time Varying Parameters and an Application to Monetary Policy	0	0	0	71	0	0	1	103
Total Working Papers	1	1	6	772	4	7	25	1,691

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Deterministic and stochastic trends in the Lee–Carter mortality model	0	0	0	1	0	0	2	22
Modeling and Forecasting Large Realized Covariance Matrices and Portfolio Choice	0	0	1	23	1	1	5	69
Oracle inequalities for high dimensional vector autoregressions	2	3	11	106	3	4	20	295
Sharp Threshold Detection Based on Sup-Norm Error Rates in High-Dimensional Models	0	0	0	1	1	2	3	20
Total Journal Articles	2	3	12	131	5	7	30	406

Chapter	File Downloads				Abstract Views
Chapter	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	3	1	1	2	37
Total Chapters	0	0	0	3	1	1	2	37

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Statistics updated 2025-03-03