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 2 159
Deterministic and stochastic trends in the Lee-Carter mortality model 0 0 0 60 0 0 4 100
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 1 63 0 0 4 201
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 0 3 290
Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation 0 0 1 36 0 0 3 66
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 1 1 1 102 1 3 3 107
Vector Autoregressions with parsimoniously Time Varying Parameters and an Application to Monetary Policy 0 0 0 71 0 0 0 103
Total Working Papers 1 1 5 773 1 3 23 1,696


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 0 2 69
Oracle inequalities for high dimensional vector autoregressions 0 1 10 109 1 2 19 299
Sharp Threshold Detection Based on Sup-Norm Error Rates in High-Dimensional Models 0 0 0 1 0 0 2 20
Total Journal Articles 0 1 10 134 1 2 24 410


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 1 3 5 40
Total Chapters 0 0 0 3 1 3 5 40


Statistics updated 2025-07-04