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Details about Catherine Doz

Workplace:Centre d'Économie de la Sorbonne (Sorbonne Economic Centre), Université Paris 1 (Panthéon-Sorbonne) (University of Paris 1), (more information at EDIRC)
Paris School of Economics, (more information at EDIRC)

Access statistics for papers by Catherine Doz.

Last updated 2013-01-31. Update your information in the RePEc Author Service.

Short-id: pdo117


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Working Papers

2008

  1. A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles Downloads View citations (46)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) Downloads View citations (63)
    Working Paper Series, European Central Bank (2006) Downloads View citations (62)

    See also Journal Article in The Review of Economics and Statistics (2012)

2007

  1. A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (29)
    Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2006) Downloads View citations (30)

    See also Journal Article in Journal of Econometrics (2011)

2004

  1. Conditionally Heteroskedastic Factor Models: Identification and Instrumental Variables Estimation
    CIRANO Working Papers, CIRANO Downloads View citations (2)
  2. Conditionaly Heteroskedastic Factor Models: Identificationand Instrumental variables Estmation
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise Downloads View citations (1)

1998

  1. Analyse factorielle dynamique: Test du nombre de facteurs, estimation, et application à l'enquête de conjoncture dans l'industrie
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise
    Also in Working Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor. (1998) View citations (2)

1993

  1. Var models and short term forecasting
    CEPREMAP Working Papers (Couverture Orange), CEPREMAP

Journal Articles

2012

  1. A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models
    The Review of Economics and Statistics, 2012, 94, (4), 1014-1024 Downloads View citations (71)
    See also Working Paper (2008)

2011

  1. A two-step estimator for large approximate dynamic factor models based on Kalman filtering
    Journal of Econometrics, 2011, 164, (1), 188-205 Downloads View citations (124)
    See also Working Paper (2007)

2006

  1. Factor Stochastic Volatility in Mean Models: A GMM Approach
    Econometric Reviews, 2006, 25, (2-3), 275-309 Downloads View citations (10)

1995

  1. Décomposition tendance-cycle: estimations par des méthodes statistiques univariées
    Économie et Prévision, 1995, 120, (4), 73-93 Downloads View citations (1)

1993

  1. Note sur les tests de rationalité des prévisions
    Économie et Prévision, 1993, 108, (2), 129-133 Downloads View citations (2)

1992

  1. Modèles VAR et prévisions à court terme
    Économie et Prévision, 1992, 106, (5), 109-122 Downloads View citations (2)

1991

  1. Vingt ans de prévisions macro-économiques: une évaluation sur données françaises
    Économie et Prévision, 1991, 99, (3), 43-65 Downloads View citations (2)
 
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