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Laurent A. F. Callot

This is information that was supplied by Laurent Callot in registering through RePEc. If you are Laurent A. F. Callot , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Laurent
Middle Name:A. F.
Last Name:Callot
Suffix:
RePEc Short-ID:pca622
Email:
Homepage:http://lcallot.github.io
Postal Address:
Phone:
Location: Amsterdam, Netherlands
Homepage: http://www.feweb.vu.nl/ectrie/
Email:
Phone: (020 59)86010
Fax: (020 59)86020
Postal: De Boelelaan 1105, 1081 HV Amsterdam
Handle: RePEc:edi:ectvunl (more details at EDIRC)
Location: Aarhus, Denmark
Homepage: http://www.creates.au.dk/
Email:
Phone:
Fax:
Postal: Building 1322, DK-8000 Aarhus C
Handle: RePEc:edi:creaudk (more details at EDIRC)
Location: Amsterdam, Netherlands
Homepage: http://www.tinbergen.nl/
Email:
Phone: +31 (0)20 525 1600
Fax: +31 (0)20 551 3555
Postal: Gustav Mahlerplein 117, 1082 MS Amsterdam
Handle: RePEc:edi:tinbenl (more details at EDIRC)
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  1. Laurent Callot & Mehmet Caner & Anders Bredahl Kock & Juan Andres Riquelme, 2015. "Sharp Threshold Detection Based on Sup-norm Error rates in High-dimensional Models," CREATES Research Papers 2015-10, School of Economics and Management, University of Aarhus.
  2. Laurent Callot & Johannes Tang Kristensen, 2015. "Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation," Tinbergen Institute Discussion Papers 15-069/III, Tinbergen Institute.
  3. Laurent Callot & Johannes Tang Kristensen, 2014. "Vector Autoregressions with Parsimoniously Time Varying Parameters and an Application to Monetary Policy," CREATES Research Papers 2014-41, School of Economics and Management, University of Aarhus.
  4. Laurent Callot & Niels Haldrup & Malene Kallestrup Lamb, 2014. "Deterministic and stochastic trends in the Lee-Carter mortality model," CREATES Research Papers 2014-44, School of Economics and Management, University of Aarhus.
  5. Laurent A. F. Callot & Anders B. Kock & Marcelo C. Medeiros, 2014. "Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice," CREATES Research Papers 2014-42, School of Economics and Management, University of Aarhus.
  6. Anders Bredahl Kock & Laurent A.F. Callot, 2012. "Oracle Efficient Estimation and Forecasting with the Adaptive LASSO and the Adaptive Group LASSO in Vector Autoregressions," CREATES Research Papers 2012-38, School of Economics and Management, University of Aarhus.
  7. Anders Bredahl Kock & Laurent A.F. Callot, 2012. "Oracle Inequalities for High Dimensional Vector Autoregressions," CREATES Research Papers 2012-16, School of Economics and Management, University of Aarhus.
  8. Laurent A.F. Callot, 2010. "A Bootstrap Cointegration Rank Test for Panels of VAR Models," CREATES Research Papers 2010-75, School of Economics and Management, University of Aarhus.
  9. Martin Paldam & Laurent Callot, 2010. "Natural funnel asymmetries. A simulation analysis of the three basic tools of meta analysis," Economics Working Papers 2010-01, School of Economics and Management, University of Aarhus.
  1. Kock, Anders Bredahl & Callot, Laurent, 2015. "Oracle inequalities for high dimensional vector autoregressions," Journal of Econometrics, Elsevier, vol. 186(2), pages 325-344.
9 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-AGE: Economics of Ageing (2) 2014-12-03 2015-01-03
  2. NEP-ECM: Econometrics (8) 2010-01-23 2010-12-11 2012-05-15 2014-12-08 2015-01-03 2015-04-25 2015-04-25 2015-06-13. Author is listed
  3. NEP-ETS: Econometric Time Series (4) 2010-12-11 2012-05-15 2014-12-08 2015-04-25. Author is listed
  4. NEP-FOR: Forecasting (3) 2014-12-03 2015-01-03 2015-04-25. Author is listed
  5. NEP-HEA: Health Economics (1) 2014-12-03
  6. NEP-MAC: Macroeconomics (4) 2014-12-08 2015-04-25 2015-06-13 2015-06-13. Author is listed
  7. NEP-MON: Monetary Economics (2) 2014-12-08 2015-04-25
  8. NEP-ORE: Operations Research (2) 2014-12-03 2015-01-03

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