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 7 211 0 2 26 445
A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models 1 2 4 171 1 3 17 506
A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering 0 1 3 455 0 2 20 1,004
A Two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 2 18 577 2 10 72 1,055
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 6 530
Analyse factorielle dynamique: test du nombre de facteurs, estimation, et application a l'enquete de conjoncture dans l'industrie 0 0 0 4 0 2 15 1,663
Conditionally Heteroskedastic Factor Models: Identification and Instrumental Variables Estimation 0 0 1 220 0 0 4 678
Conditionaly Heteroskedastic Factor Models: Identificationand Instrumental variables Estmation 0 0 1 60 1 2 4 237
Var models and short term forecasting 0 0 0 4 0 0 1 409
Total Working Papers 1 7 34 1,703 4 22 165 6,527


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 39 447 8 38 148 1,065
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 4 23 104 953 15 64 257 1,914
Décomposition tendance-cycle: estimations par des méthodes statistiques univariées 0 0 1 49 2 3 8 199
Factor Stochastic Volatility in Mean Models: A GMM Approach 0 0 0 36 1 2 7 111
Modèles VAR et prévisions à court terme 0 0 0 25 0 0 1 67
Note sur les tests de rationalité des prévisions 0 0 0 3 0 0 2 38
Vingt ans de prévisions macro-économiques: une évaluation sur données françaises 0 0 1 5 0 0 3 46
Total Journal Articles 7 32 145 1,518 26 107 426 3,440


Statistics updated 2019-04-03