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

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Statistics updated 2022-01-05