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 0 84 4 10 11 170
Deterministic and stochastic trends in the Lee-Carter mortality model 0 0 1 61 1 7 18 118
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 0 0 0 41 0 3 9 59
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 0 0 0 59 1 7 8 99
Natural funnel asymmetries. A simulation analysis of the three basic tools of meta analysis 0 0 0 63 0 5 8 208
Oracle Efficient Estimation and Forecasting with the Adaptive LASSO and the Adaptive Group LASSO in Vector Autoregressions 0 0 0 106 0 4 7 314
Oracle Inequalities for High Dimensional Vector Autoregressions 0 0 0 109 1 7 8 298
Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation 0 0 0 11 0 4 7 68
Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation 0 0 0 36 0 7 10 76
Sharp Threshold Detection Based on Sup-norm Error rates in High-dimensional Models 0 0 0 17 3 11 13 108
Sharp Threshold Detection based on Sup-Norm Error Rates in High-dimensional Models 0 0 0 14 2 7 8 73
Vector Autoregressions with Parsimoniously Time Varying Parameters and an Application to Monetary Policy 0 0 1 102 1 3 8 112
Vector Autoregressions with parsimoniously Time Varying Parameters and an Application to Monetary Policy 0 0 1 72 2 4 8 111
Total Working Papers 0 0 3 775 15 79 123 1,814


Journal Article File Downloads Abstract Views
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 1 3 5 27
Modeling and Forecasting Large Realized Covariance Matrices and Portfolio Choice 0 0 0 23 0 2 2 71
Oracle inequalities for high dimensional vector autoregressions 0 1 5 111 0 5 12 307
Sharp Threshold Detection Based on Sup-Norm Error Rates in High-Dimensional Models 0 0 0 1 2 8 9 29
Total Journal Articles 0 1 5 136 3 18 28 434


Chapter File Downloads Abstract Views
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 2 5 9 46
Total Chapters 0 0 0 3 2 5 9 46


Statistics updated 2026-03-04