Details about Laurent Callot
Access statistics for papers by Laurent Callot.
Last updated 2013-04-01. Update your information in the RePEc Author Service.
Short-id: pca622
Working Papers
2012
- Oracle Efficient Estimation and Forecasting with the Adaptive LASSO and the Adaptive Group LASSO in Vector Autoregressions
CREATES Research Papers, School of Economics and Management, University of Aarhus
- Oracle Inequalities for High Dimensional Vector Autoregressions
CREATES Research Papers, School of Economics and Management, University of Aarhus
View citations (5)
2010
- A Bootstrap Cointegration Rank Test for Panels of VAR Models
CREATES Research Papers, School of Economics and Management, University of Aarhus
- Natural funnel asymmetries. A simulation analysis of the three basic tools of meta analysis
Economics Working Papers, School of Economics and Management, University of Aarhus