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 1 3 228 4 8 14 549
A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models 1 2 4 189 6 15 21 606
A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering 1 1 1 466 11 13 18 1,113
A Two-step estimator for large approximate dynamic factor models based on Kalman filtering 2 2 3 656 8 13 24 1,344
Analyse factorielle dynamique: Test du nombre de facteurs, estimation, et application à l'enquête de conjoncture dans l'industrie 0 0 0 1 5 6 8 594
Analyse factorielle dynamique: test du nombre de facteurs, estimation, et application a l'enquete de conjoncture dans l'industrie 0 0 0 4 2 7 8 1,736
Conditionally Heteroskedastic Factor Models: Identification and Instrumental Variables Estimation 0 0 1 235 0 1 8 752
Conditionaly Heteroskedastic Factor Models: Identificationand Instrumental variables Estmation 0 0 0 60 1 3 3 258
Var models and short term forecasting 0 0 0 9 1 1 4 427
Total Working Papers 4 6 12 1,848 38 67 108 7,379


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 6 21 642 13 28 90 1,725
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 4 8 30 1,360 11 24 94 3,030
Décomposition tendance-cycle: estimations par des méthodes statistiques univariées 0 0 0 57 4 5 8 247
Factor Stochastic Volatility in Mean Models: A GMM Approach 0 0 1 47 3 5 9 141
Modèles VAR et prévisions à court terme 0 2 4 37 1 9 17 115
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 4 5 9 63
Total Journal Articles 6 16 56 2,154 36 77 229 5,385


Statistics updated 2026-02-12