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 81 1 1 4 146
Deterministic and stochastic trends in the Lee-Carter mortality model 0 0 0 54 0 1 4 76
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 0 0 1 38 0 1 4 40
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 0 0 2 54 1 4 13 76
Natural funnel asymmetries. A simulation analysis of the three basic tools of meta analysis 0 1 2 62 0 1 8 186
Oracle Efficient Estimation and Forecasting with the Adaptive LASSO and the Adaptive Group LASSO in Vector Autoregressions 0 0 4 92 1 4 17 257
Oracle Inequalities for High Dimensional Vector Autoregressions 0 0 1 97 2 2 8 236
Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation 0 0 0 10 0 2 5 36
Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation 0 0 0 35 1 4 6 51
Sharp Threshold Detection Based on Sup-norm Error rates in High-dimensional Models 0 1 3 17 0 5 12 78
Sharp Threshold Detection based on Sup-Norm Error Rates in High-dimensional Models 0 0 0 14 0 0 4 48
Vector Autoregressions with Parsimoniously Time Varying Parameters and an Application to Monetary Policy 0 0 2 95 3 5 9 83
Vector Autoregressions with parsimoniously Time Varying Parameters and an Application to Monetary Policy 0 0 0 69 1 1 4 71
Total Working Papers 0 2 16 718 10 31 98 1,384


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 1 2 4
Modeling and Forecasting Large Realized Covariance Matrices and Portfolio Choice 0 0 1 7 1 3 10 22
Oracle inequalities for high dimensional vector autoregressions 1 1 14 40 5 9 35 125
Sharp Threshold Detection Based on Sup-Norm Error Rates in High-Dimensional Models 0 0 0 0 0 0 5 10
Total Journal Articles 1 1 15 47 7 13 52 161


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 2 4 7 14
Total Chapters 0 0 0 2 2 4 7 14


Statistics updated 2019-11-03