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 3 224 1 12 24 516
A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models 0 0 2 179 1 4 10 572
A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering 0 0 1 463 0 1 9 1,082
A Two-step estimator for large approximate dynamic factor models based on Kalman filtering 2 6 16 646 5 15 41 1,289
Analyse factorielle dynamique: Test du nombre de facteurs, estimation, et application à l'enquête de conjoncture dans l'industrie 0 0 0 1 0 1 4 572
Analyse factorielle dynamique: test du nombre de facteurs, estimation, et application a l'enquete de conjoncture dans l'industrie 0 0 0 4 0 0 3 1,725
Conditionally Heteroskedastic Factor Models: Identification and Instrumental Variables Estimation 0 1 4 232 0 2 7 735
Conditionaly Heteroskedastic Factor Models: Identificationand Instrumental variables Estmation 0 0 0 60 0 0 2 255
Var models and short term forecasting 0 0 0 7 0 0 1 421
Total Working Papers 2 7 26 1,816 7 35 101 7,167


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 2 6 20 576 6 18 57 1,524
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 5 15 48 1,262 7 33 138 2,762
Décomposition tendance-cycle: estimations par des méthodes statistiques univariées 0 0 1 56 0 1 6 234
Factor Stochastic Volatility in Mean Models: A GMM Approach 0 0 3 40 0 0 5 123
Modèles VAR et prévisions à court terme 0 0 1 30 0 0 9 89
Note sur les tests de rationalité des prévisions 0 0 0 4 0 1 2 58
Vingt ans de prévisions macro-économiques: une évaluation sur données françaises 0 0 0 5 0 0 0 53
Total Journal Articles 7 21 73 1,973 13 53 217 4,843


Statistics updated 2023-05-07