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 1 82 0 0 1 152
Deterministic and stochastic trends in the Lee-Carter mortality model 0 0 1 55 0 0 4 85
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 0 1 1 57 0 1 4 87
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 0 0 1 40 0 0 4 48
Natural funnel asymmetries. A simulation analysis of the three basic tools of meta analysis 0 0 0 62 0 2 4 194
Oracle Efficient Estimation and Forecasting with the Adaptive LASSO and the Adaptive Group LASSO in Vector Autoregressions 0 3 5 101 0 6 18 295
Oracle Inequalities for High Dimensional Vector Autoregressions 0 0 1 104 2 7 11 275
Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation 0 0 0 35 0 2 6 60
Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation 0 0 0 10 0 2 7 46
Sharp Threshold Detection Based on Sup-norm Error rates in High-dimensional Models 0 0 0 17 1 4 6 94
Sharp Threshold Detection based on Sup-Norm Error Rates in High-dimensional Models 0 0 0 14 3 5 8 64
Vector Autoregressions with Parsimoniously Time Varying Parameters and an Application to Monetary Policy 0 0 0 96 0 0 4 90
Vector Autoregressions with parsimoniously Time Varying Parameters and an Application to Monetary Policy 0 0 1 70 1 2 7 94
Total Working Papers 0 4 11 743 7 31 84 1,584


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 0 1 2 9 13
Modeling and Forecasting Large Realized Covariance Matrices and Portfolio Choice 0 1 5 14 1 4 18 47
Oracle inequalities for high dimensional vector autoregressions 1 4 21 72 3 12 50 218
Sharp Threshold Detection Based on Sup-Norm Error Rates in High-Dimensional Models 0 0 0 0 1 1 1 14
Total Journal Articles 1 5 26 86 6 19 78 292


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 2 0 1 8 30
Total Chapters 0 0 0 2 0 1 8 30


Statistics updated 2022-01-05