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 2 4 189 2 16 23 608
A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models 0 1 2 228 0 8 13 549
A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering 0 1 1 466 3 15 21 1,116
A Two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 2 3 656 4 17 26 1,348
Analyse factorielle dynamique: Test du nombre de facteurs, estimation, et application à l'enquête de conjoncture dans l'industrie 0 0 0 1 1 6 9 595
Analyse factorielle dynamique: test du nombre de facteurs, estimation, et application a l'enquete de conjoncture dans l'industrie 0 0 0 4 0 6 8 1,736
Conditionally Heteroskedastic Factor Models: Identification and Instrumental Variables Estimation 0 0 0 235 2 3 8 754
Conditionaly Heteroskedastic Factor Models: Identificationand Instrumental variables Estmation 0 0 0 60 0 2 3 258
Var models and short term forecasting 0 0 0 9 0 1 4 427
Total Working Papers 0 6 10 1,848 12 74 115 7,391


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 3 9 22 645 6 29 91 1,731
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 2 9 28 1,362 8 29 94 3,038
Décomposition tendance-cycle: estimations par des méthodes statistiques univariées 0 0 0 57 1 6 8 248
Factor Stochastic Volatility in Mean Models: A GMM Approach 0 0 0 47 2 7 9 143
Modèles VAR et prévisions à court terme 0 2 4 37 1 7 17 116
Note sur les tests de rationalité des prévisions 0 0 0 5 0 1 2 64
Vingt ans de prévisions macro-économiques: une évaluation sur données françaises 0 0 0 6 0 4 9 63
Total Journal Articles 5 20 54 2,159 18 83 230 5,403


Statistics updated 2026-03-04