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 79 0 0 4 138
Deterministic and stochastic trends in the Lee-Carter mortality model 0 0 4 54 1 3 19 66
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 0 1 2 48 3 4 12 51
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 0 0 1 36 0 0 9 33
Natural funnel asymmetries. A simulation analysis of the three basic tools of meta analysis 0 0 0 60 0 0 4 173
Oracle Efficient Estimation and Forecasting with the Adaptive LASSO and the Adaptive Group LASSO in Vector Autoregressions 0 3 6 76 2 5 19 218
Oracle Inequalities for High Dimensional Vector Autoregressions 0 0 0 94 1 2 11 221
Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation 0 0 0 10 0 1 6 31
Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation 0 1 1 35 0 2 5 40
Sharp Threshold Detection Based on Sup-norm Error rates in High-dimensional Models 0 1 3 14 0 1 8 61
Sharp Threshold Detection based on Sup-Norm Error Rates in High-dimensional Models 0 1 1 14 0 2 7 43
Vector Autoregressions with Parsimoniously Time Varying Parameters and an Application to Monetary Policy 0 0 1 93 1 1 5 69
Vector Autoregressions with parsimoniously Time Varying Parameters and an Application to Monetary Policy 1 1 3 67 2 3 9 59
Total Working Papers 1 8 22 680 10 24 118 1,203


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Oracle inequalities for high dimensional vector autoregressions 2 4 6 23 2 4 15 72
Total Journal Articles 2 4 6 23 2 4 15 72


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 0 0 1 1 1
Total Chapters 0 0 0 0 0 1 1 1


Statistics updated 2017-12-03