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	1	81	1	1	4	146
Deterministic and stochastic trends in the Lee-Carter mortality model	0	0	0	54	0	1	4	76
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice	0	0	1	38	0	1	4	40
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice	0	0	2	54	1	4	13	76
Natural funnel asymmetries. A simulation analysis of the three basic tools of meta analysis	0	1	2	62	0	1	8	186
Oracle Efficient Estimation and Forecasting with the Adaptive LASSO and the Adaptive Group LASSO in Vector Autoregressions	0	0	4	92	1	4	17	257
Oracle Inequalities for High Dimensional Vector Autoregressions	0	0	1	97	2	2	8	236
Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation	0	0	0	10	0	2	5	36
Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation	0	0	0	35	1	4	6	51
Sharp Threshold Detection Based on Sup-norm Error rates in High-dimensional Models	0	1	3	17	0	5	12	78
Sharp Threshold Detection based on Sup-Norm Error Rates in High-dimensional Models	0	0	0	14	0	0	4	48
Vector Autoregressions with Parsimoniously Time Varying Parameters and an Application to Monetary Policy	0	0	2	95	3	5	9	83
Vector Autoregressions with parsimoniously Time Varying Parameters and an Application to Monetary Policy	0	0	0	69	1	1	4	71
Total Working Papers	0	2	16	718	10	31	98	1,384

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	0	1	1	2	4
Modeling and Forecasting Large Realized Covariance Matrices and Portfolio Choice	0	0	1	7	1	3	10	22
Oracle inequalities for high dimensional vector autoregressions	1	1	14	40	5	9	35	125
Sharp Threshold Detection Based on Sup-Norm Error Rates in High-Dimensional Models	0	0	0	0	0	0	5	10
Total Journal Articles	1	1	15	47	7	13	52	161

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	2	2	4	7	14
Total Chapters	0	0	0	2	2	4	7	14

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Statistics updated 2019-11-03