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 1 5 12 171
Deterministic and stochastic trends in the Lee-Carter mortality model 0 0 1 61 3 5 22 122
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 0 0 0 41 0 0 9 59
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 0 0 0 59 3 5 11 103
Natural funnel asymmetries. A simulation analysis of the three basic tools of meta analysis 0 0 0 63 1 1 8 209
Oracle Efficient Estimation and Forecasting with the Adaptive LASSO and the Adaptive Group LASSO in Vector Autoregressions 0 0 0 106 1 1 8 315
Oracle Inequalities for High Dimensional Vector Autoregressions 0 0 0 109 3 5 12 302
Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation 0 0 0 11 1 1 8 69
Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation 0 0 0 36 1 1 11 77
Sharp Threshold Detection Based on Sup-norm Error rates in High-dimensional Models 0 0 0 17 3 7 17 112
Sharp Threshold Detection based on Sup-Norm Error Rates in High-dimensional Models 0 0 0 14 0 2 8 73
Vector Autoregressions with Parsimoniously Time Varying Parameters and an Application to Monetary Policy 0 0 1 102 1 2 9 113
Vector Autoregressions with parsimoniously Time Varying Parameters and an Application to Monetary Policy 0 0 1 72 1 4 10 113
Total Working Papers 0 0 3 775 19 39 145 1,838


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 3 5 9 31
Modeling and Forecasting Large Realized Covariance Matrices and Portfolio Choice 0 0 0 23 2 2 4 73
Oracle inequalities for high dimensional vector autoregressions 0 0 3 111 1 3 13 310
Sharp Threshold Detection Based on Sup-Norm Error Rates in High-Dimensional Models 0 0 0 1 4 6 13 33
Total Journal Articles 0 0 3 136 10 16 39 447


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 4 6 13 50
Total Chapters 0 0 0 3 4 6 13 50


Statistics updated 2026-05-06