Advanced Search
MyIDEAS: Login to follow this author

Catherine Doz

Contents:

This is information that was supplied by Catherine Doz in registering through RePEc. If you are Catherine Doz , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Catherine
Middle Name:
Last Name: Doz
Suffix:

RePEc Short-ID: pdo117

Email: [This author has chosen not to make the email address public]
Homepage:
Postal Address:
Phone:

Affiliation

(in no particular order)

Works

as in new window

Working papers

  1. Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2006. "A Two-step estimator for large approximate dynamic factor models based on Kalman filtering," THEMA Working Papers 2006-23, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  2. Doz, Catherine & Giannone, Domenico & Reichlin, Lucrezia, 2006. "A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models," CEPR Discussion Papers 5724, C.E.P.R. Discussion Papers.
  3. Catherine Doz & Éric Renault, 2004. "Conditionally Heteroskedastic Factor Models: Identification and Instrumental Variables Estimation," CIRANO Working Papers 2004s-37, CIRANO.
  4. Catherine Doz & Eric Renault, 2004. "Conditionaly Heteroskedastic Factor Models : Identificationand Instrumental variables Estmation," THEMA Working Papers 2004-13, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  5. Doz, C. & Lenglart, F., 1998. "Analyse factorielle dynamique: test du nombre de facteurs, estimation, et application a l'enquete de conjoncture dans l'industrie," Papers 9831, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
  6. Malgrange, Pierre & Doz, C., 1993. "Var models and short term forecasting," CEPREMAP Working Papers (Couverture Orange) 9311, CEPREMAP.

Articles

  1. Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2012. "A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models," The Review of Economics and Statistics, MIT Press, vol. 94(4), pages 1014-1024, November.
  2. Doz, Catherine & Giannone, Domenico & Reichlin, Lucrezia, 2011. "A two-step estimator for large approximate dynamic factor models based on Kalman filtering," Journal of Econometrics, Elsevier, vol. 164(1), pages 188-205, September.
  3. Catherine Doz & Eric Renault, 2006. "Factor Stochastic Volatility in Mean Models: A GMM Approach," Econometric Reviews, Taylor & Francis Journals, vol. 25(2-3), pages 275-309.
  4. Catherine DOZ & Fabrice LENGLART, 1999. "Analyse factorielle dynamique : test du nombre de facteurs, estimation et application à l'enquête de conjoncture dans l'industrie," Annales d'Economie et de Statistique, ENSAE, issue 54, pages 91-127.
  5. Nicolas Sobczak & Guillaume Rabault & Catherine Doz, 1995. "Décomposition tendance-cycle : estimations par des méthodes statistiques univariées," Économie et Prévision, Programme National Persée, vol. 120(4), pages 73-93.
  6. Catherine Doz, 1993. "Note sur les tests de rationalité des prévisions," Économie et Prévision, Programme National Persée, vol. 108(2), pages 129-133.
  7. Pierre Malgrange & Catherine Doz, 1992. "Modèles VAR et prévisions à court terme," Économie et Prévision, Programme National Persée, vol. 106(5), pages 109-122.
  8. Pierre Morin & Pierre Malgrange & Catherine Doz & Carine Bouthevillain & Didier Borowski, 1991. "Vingt ans de prévisions macro-économiques : une évaluation sur données françaises," Économie et Prévision, Programme National Persée, vol. 99(3), pages 43-65.
  9. Danielle BOURLANGE & Catherine DOZ, 1988. "Pseudo-maximum de vraisemblance: expériences de simulations dans le cadre d'un model de Poisson," Annales d'Economie et de Statistique, ENSAE, issue 10, pages 139-176.

NEP Fields

6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (6) 2004-06-22 2006-09-23 2006-10-28 2007-01-02 2007-01-28 2008-11-18. Author is listed
  2. NEP-ETS: Econometric Time Series (6) 2004-06-22 2006-09-23 2006-10-28 2007-01-02 2007-01-28 2008-11-18. Author is listed

Statistics

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Catherine Doz should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.