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	1	1	3	160
Deterministic and stochastic trends in the Lee-Carter mortality model	0	1	1	61	0	1	5	101
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice	0	0	0	59	0	0	1	92
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice	0	0	0	41	0	0	0	50
Natural funnel asymmetries. A simulation analysis of the three basic tools of meta analysis	0	0	0	63	0	0	3	201
Oracle Efficient Estimation and Forecasting with the Adaptive LASSO and the Adaptive Group LASSO in Vector Autoregressions	0	0	1	106	0	0	2	307
Oracle Inequalities for High Dimensional Vector Autoregressions	0	0	1	109	0	1	3	291
Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation	0	0	0	36	0	1	2	67
Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation	0	0	0	11	0	0	1	61
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	1	1	102	0	2	4	108
Vector Autoregressions with parsimoniously Time Varying Parameters and an Application to Monetary Policy	0	1	1	72	0	2	2	105
Total Working Papers	0	3	5	775	1	8	26	1,703

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	1	22
Modeling and Forecasting Large Realized Covariance Matrices and Portfolio Choice	0	0	0	23	0	0	2	69
Oracle inequalities for high dimensional vector autoregressions	0	0	9	109	1	2	17	300
Sharp Threshold Detection Based on Sup-Norm Error Rates in High-Dimensional Models	0	0	0	1	0	1	3	21
Total Journal Articles	0	0	9	134	1	3	23	412

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	0	1	4	40
Total Chapters	0	0	0	3	0	1	4	40

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Statistics updated 2025-09-05