Access Statistics for Catherine Doz

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 Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models 0 0 3 189 3 8 28 614
A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models 0 0 2 228 1 1 14 550
A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering 0 0 1 466 2 6 24 1,119
A Two-step estimator for large approximate dynamic factor models based on Kalman filtering 1 1 3 657 4 10 28 1,354
Analyse factorielle dynamique: Test du nombre de facteurs, estimation, et application à l'enquête de conjoncture dans l'industrie 0 0 0 1 1 2 10 596
Analyse factorielle dynamique: test du nombre de facteurs, estimation, et application a l'enquete de conjoncture dans l'industrie 0 0 0 4 1 2 10 1,738
Conditionally Heteroskedastic Factor Models: Identification and Instrumental Variables Estimation 0 0 0 235 4 7 13 759
Conditionaly Heteroskedastic Factor Models: Identificationand Instrumental variables Estmation 0 0 0 60 3 3 6 261
Var models and short term forecasting 0 0 0 9 2 3 7 430
Total Working Papers 1 1 9 1,849 21 42 140 7,421


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models 1 5 21 647 4 14 93 1,739
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 3 5 27 1,365 10 23 101 3,053
Décomposition tendance-cycle: estimations par des méthodes statistiques univariées 0 0 0 57 4 5 12 252
Factor Stochastic Volatility in Mean Models: A GMM Approach 0 0 0 47 1 3 9 144
Modèles VAR et prévisions à court terme 1 1 5 38 4 5 21 120
Note sur les tests de rationalité des prévisions 0 0 0 5 2 2 4 66
Vingt ans de prévisions macro-économiques: une évaluation sur données françaises 0 0 0 6 1 1 10 64
Total Journal Articles 5 11 53 2,165 26 53 250 5,438


Statistics updated 2026-05-06