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 5 185 0 1 8 585
A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models 1 2 2 226 1 3 6 536
A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering 0 0 1 465 0 1 6 1,095
A Two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 2 6 653 2 8 16 1,322
Analyse factorielle dynamique: Test du nombre de facteurs, estimation, et application à l'enquête de conjoncture dans l'industrie 0 0 0 1 0 3 12 586
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 3 1,728
Conditionally Heteroskedastic Factor Models: Identification and Instrumental Variables Estimation 1 2 3 235 2 3 5 746
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 2 7 18 1,838 5 19 57 7,276


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 7 27 623 5 15 72 1,640
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 4 9 34 1,334 8 22 90 2,944
Décomposition tendance-cycle: estimations par des méthodes statistiques univariées 0 1 1 57 1 2 2 240
Factor Stochastic Volatility in Mean Models: A GMM Approach 1 1 5 47 2 2 8 134
Modèles VAR et prévisions à court terme 0 1 2 33 1 2 4 99
Note sur les tests de rationalité des prévisions 0 0 1 5 0 0 2 62
Vingt ans de prévisions macro-économiques: une évaluation sur données françaises 0 0 1 6 0 0 1 54
Total Journal Articles 7 19 71 2,105 17 43 179 5,173


Statistics updated 2025-03-03