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 4 187 0 2 7 590
A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models 0 1 3 227 0 3 7 539
A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering 0 0 0 465 1 3 7 1,098
A Two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 0 4 654 0 1 16 1,328
Analyse factorielle dynamique: Test du nombre de facteurs, estimation, et application à l'enquête de conjoncture dans l'industrie 0 0 0 1 0 0 6 588
Analyse factorielle dynamique: test du nombre de facteurs, estimation, et application a l'enquete de conjoncture dans l'industrie 0 0 0 4 0 1 1 1,729
Conditionally Heteroskedastic Factor Models: Identification and Instrumental Variables Estimation 0 0 2 235 0 0 5 748
Conditionaly Heteroskedastic Factor Models: Identificationand Instrumental variables Estmation 0 0 0 60 0 0 0 255
Var models and short term forecasting 0 0 0 9 0 1 1 424
Total Working Papers 0 1 13 1,842 1 11 50 7,299


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 0 5 19 634 10 26 71 1,684
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 4 9 31 1,350 9 23 80 2,988
Décomposition tendance-cycle: estimations par des méthodes statistiques univariées 0 0 1 57 0 2 4 242
Factor Stochastic Volatility in Mean Models: A GMM Approach 0 0 2 47 0 0 4 135
Modèles VAR et prévisions à court terme 0 1 3 35 0 2 8 105
Note sur les tests de rationalité des prévisions 0 0 0 5 0 0 0 62
Vingt ans de prévisions macro-économiques: une évaluation sur données françaises 0 0 1 6 0 1 3 56
Total Journal Articles 4 15 57 2,134 19 54 170 5,272


Statistics updated 2025-10-06