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person:"Callot, Laurent"
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Callot, Laurent
Phillips, Peter C. B.
90
Lee, Lung-fei
65
Linton, Oliver
63
Baltagi, Badi H.
62
Li, Qi
59
Andrews, Donald W. K.
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Newey, Whitney K.
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Tsionas, Efthymios G.
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Ullah, Aman
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Su, Liangjun
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Bera, Anil K.
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Horowitz, Joel
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Parmeter, Christopher F.
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Gouriéroux, Christian
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Hahn, Jinyong
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Perron, Pierre
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Hsiao, Cheng
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Lütkepohl, Helmut
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Bai, Jushan
30
Cai, Zongwu
30
Fan, Yanqin
30
Krämer, Walter
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Chen, Xiaohong
28
Giles, David E. A.
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Westerlund, Joakim
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Zhang, Xinyu
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of econometrics
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A nodewise regression approach to estimating large portfolios
Callot, Laurent
;
Caner, Mehmet
;
Özlem Önder, A.
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 520-531
Persistent link: https://www.econbiz.de/10012499096
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2
Oracle inequalities for high dimensional vector autoregressions
Kock, Anders Bredahl
;
Callot, Laurent
- In:
Journal of econometrics
186
(
2015
)
2
,
pp. 325-344
Persistent link: https://www.econbiz.de/10011349464
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