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	0	0	3	160
Deterministic and stochastic trends in the Lee-Carter mortality model	0	0	1	61	1	11	14	112
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice	0	0	0	59	3	3	4	95
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice	0	0	0	41	1	7	7	57
Natural funnel asymmetries. A simulation analysis of the three basic tools of meta analysis	0	0	0	63	1	3	4	204
Oracle Efficient Estimation and Forecasting with the Adaptive LASSO and the Adaptive Group LASSO in Vector Autoregressions	0	0	1	106	2	5	6	312
Oracle Inequalities for High Dimensional Vector Autoregressions	0	0	0	109	1	1	3	292
Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation	0	0	0	11	1	3	4	65
Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation	0	0	0	36	1	3	5	70
Sharp Threshold Detection Based on Sup-norm Error rates in High-dimensional Models	0	0	0	17	1	2	3	98
Sharp Threshold Detection based on Sup-Norm Error Rates in High-dimensional Models	0	0	0	14	1	1	2	67
Vector Autoregressions with Parsimoniously Time Varying Parameters and an Application to Monetary Policy	0	0	1	102	2	3	7	111
Vector Autoregressions with parsimoniously Time Varying Parameters and an Application to Monetary Policy	0	0	1	72	0	2	4	107
Total Working Papers	0	0	4	775	15	44	66	1,750

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	1	3	3	25
Modeling and Forecasting Large Realized Covariance Matrices and Portfolio Choice	0	0	0	23	1	1	2	70
Oracle inequalities for high dimensional vector autoregressions	0	1	6	110	1	2	11	303
Sharp Threshold Detection Based on Sup-Norm Error Rates in High-Dimensional Models	0	0	0	1	4	4	6	25
Total Journal Articles	0	1	6	135	7	10	22	423

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	1	2	6	42
Total Chapters	0	0	0	3	1	2	6	42

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Statistics updated 2026-01-09