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 7 169 3 5 19 499
A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models 0 2 8 207 1 7 31 436
A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering 1 2 5 454 3 7 25 996
A Two-step estimator for large approximate dynamic factor models based on Kalman filtering 1 6 22 570 4 16 69 1,021
Analyse factorielle dynamique: Test du nombre de facteurs, estimation, et application à l'enquête de conjoncture dans l'industrie 0 0 0 1 1 4 9 529
Analyse factorielle dynamique: test du nombre de facteurs, estimation, et application a l'enquete de conjoncture dans l'industrie 0 0 0 4 0 6 21 1,659
Conditionally Heteroskedastic Factor Models: Identification and Instrumental Variables Estimation 0 1 2 220 0 2 6 677
Conditionaly Heteroskedastic Factor Models: Identificationand Instrumental variables Estmation 0 1 1 60 0 1 2 235
Var models and short term forecasting 0 0 2 4 0 0 3 409
Total Working Papers 2 13 47 1,689 12 48 185 6,461


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 59 434 9 32 162 1,002
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 11 24 124 916 20 64 276 1,808
Décomposition tendance-cycle: estimations par des méthodes statistiques univariées 0 1 1 49 1 2 7 195
Factor Stochastic Volatility in Mean Models: A GMM Approach 0 0 0 36 0 2 6 108
Modèles VAR et prévisions à court terme 0 0 0 25 0 0 0 66
Note sur les tests de rationalité des prévisions 0 0 0 3 0 2 4 38
Vingt ans de prévisions macro-économiques: une évaluation sur données françaises 0 0 1 5 0 0 3 46
Total Journal Articles 14 34 185 1,468 30 102 458 3,263


Statistics updated 2018-11-07