Catherine Doz

Latest Institution: Université de Cergy-Pontoise

All Institutions: Université Cergy-Pontoise; Université de Cergy-Pontoise


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Based on the Following Papers:

A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models

Year: 2006
Journal: Review of Economics and Statistics
Authors: Catherine Doz; Domenico Giannone; Lucrezia Reichlin

A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering

Year: 2007
Journal: Journal of Econometrics
Authors: Catherine Doz; Domenico Giannone; Lucrezia Reichlin


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