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 2 229 0 0 13 552
A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models 0 0 3 190 1 2 27 617
A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering 0 0 1 466 3 3 25 1,122
A Two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 0 3 657 1 2 29 1,357
Analyse factorielle dynamique: Test du nombre de facteurs, estimation, et application à l'enquête de conjoncture dans l'industrie 0 0 0 1 3 5 13 601
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 10 1,739
Conditionally Heteroskedastic Factor Models: Identification and Instrumental Variables Estimation 0 0 0 235 1 2 13 761
Conditionaly Heteroskedastic Factor Models: Identificationand Instrumental variables Estmation 0 0 0 60 1 1 8 263
Var models and short term forecasting 0 0 0 9 0 1 7 431
Total Working Papers 0 0 9 1,851 10 17 145 7,443


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 4 18 652 8 13 82 1,756
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 2 7 26 1,372 4 18 94 3,073
Décomposition tendance-cycle: estimations par des méthodes statistiques univariées 0 0 0 57 0 0 11 253
Factor Stochastic Volatility in Mean Models: A GMM Approach 0 0 0 47 0 0 10 145
Modèles VAR et prévisions à court terme 0 0 3 38 0 0 17 122
Note sur les tests de rationalité des prévisions 0 0 0 5 0 1 5 67
Vingt ans de prévisions macro-économiques: une évaluation sur données françaises 0 0 0 6 0 0 9 65
Total Journal Articles 4 11 47 2,177 12 32 228 5,481


Statistics updated 2026-09-10