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VAR models and short term forecasting
Doz, Catherine; Malgrange, Pierre - 1993 - Rev.
Persistent link: https://www.econbiz.de/10000869960
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Modèles VAR et prévisions à court terme
Doz, Catherine - In: Economie & prévision : EP (1992), pp. 109-122
Persistent link: https://www.econbiz.de/10001140137
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Analyse factorielle dynamique : test du nombre de facteurs, estimation et application à l'enquête de conjoncture dans l'industrie
Doz, Catherine; Lenglart, Fabrice - In: Annales d'économie et de statistique (1999), pp. 91-127
Persistent link: https://www.econbiz.de/10001565469
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Pseudo-maximum de vraisemblance : expériences de simulations dans le cadre d'un modèle de Poisson
Bourlange, Danielle - In: Annales d'économie et de statistique (1988), pp. 139-176
Persistent link: https://www.econbiz.de/10001054409
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Conditionaly heteroskedastic factor models : identification and instrumental variables estmation
Doz, Catherine (contributor); Renault, Eric (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002439973
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A two-step estimator for large approximate dynamic factor models based on Kalman filtering
Doz, Catherine; Giannone, Domenico; Reichlin, Lucrezia - In: Journal of econometrics 164 (2011) 1, pp. 188-205
Persistent link: https://www.econbiz.de/10009270387
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On the consistency of the two-step estimates of the MS-DFM : a Monte Carlo study
Doz, Catherine; Petronevich, Anna - 2017
Persistent link: https://www.econbiz.de/10011751519
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Dynamic factor models
Doz, Catherine; Fuleky, Peter - 2019
Persistent link: https://www.econbiz.de/10012234624