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 1 2 7 187 2 3 10 588
A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models 0 0 2 226 0 0 6 536
A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering 0 0 1 465 0 0 5 1,095
A Two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 1 5 654 0 4 16 1,326
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 4 586
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 0 1,728
Conditionally Heteroskedastic Factor Models: Identification and Instrumental Variables Estimation 0 0 3 235 1 1 5 747
Conditionaly Heteroskedastic Factor Models: Identificationand Instrumental variables Estmation 0 0 0 60 0 0 0 255
Var models and short term forecasting 0 0 1 9 0 0 1 423
Total Working Papers 1 3 19 1,841 3 8 47 7,284


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 5 23 628 6 12 68 1,652
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 3 7 35 1,341 6 14 78 2,958
Décomposition tendance-cycle: estimations par des méthodes statistiques univariées 0 0 1 57 0 0 2 240
Factor Stochastic Volatility in Mean Models: A GMM Approach 0 0 2 47 0 1 6 135
Modèles VAR et prévisions à court terme 0 0 2 33 2 2 5 101
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 1 1 2 55
Total Journal Articles 5 12 64 2,117 15 30 161 5,203


Statistics updated 2025-06-06