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 0 0 3 159
Deterministic and stochastic trends in the Lee-Carter mortality model 0 0 1 60 0 1 5 100
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 0 59 0 1 1 92
Natural funnel asymmetries. A simulation analysis of the three basic tools of meta analysis 0 0 1 63 0 1 4 201
Oracle Efficient Estimation and Forecasting with the Adaptive LASSO and the Adaptive Group LASSO in Vector Autoregressions 0 1 1 106 0 1 2 307
Oracle Inequalities for High Dimensional Vector Autoregressions 0 0 1 109 0 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 0 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 0 103
Total Working Papers 0 1 5 772 0 6 22 1,693


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 0 0 1 22
Modeling and Forecasting Large Realized Covariance Matrices and Portfolio Choice 0 0 0 23 0 1 3 69
Oracle inequalities for high dimensional vector autoregressions 0 4 10 108 0 5 18 297
Sharp Threshold Detection Based on Sup-Norm Error Rates in High-Dimensional Models 0 0 0 1 0 1 3 20
Total Journal Articles 0 4 10 133 0 7 25 408


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 0 1 2 37
Total Chapters 0 0 0 3 0 1 2 37


Statistics updated 2025-05-12