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Doz, Catherine
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Directrice de l'UFR Economie Gestion
University of Cergy-Pontoise - Department of Economics
33 Boulevard du port
F-95011 Cergy-Pontoise Cedex
France
+33 1 34 25 60 53 (Phone)
+33 1 34 25 60 52 (Fax)
email address
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Doz, Catherine's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
192 |
Total
Citations
68 |
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1.
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A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models
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Doz, Catherine
University of Cergy-Pontoise - Department of Economics Giannone, Domenico
Centre for Economic Policy Research (CEPR) Reichlin, Lucrezia
London Business School
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Posted:
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17 Aug 06
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Last Revised:
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12 Sep 06
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184
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38
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Doz, Catherine
University of Cergy-Pontoise - Department of Economics Giannone, Domenico
Centre for Economic Policy Research (CEPR) Reichlin, Lucrezia
London Business School
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161
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38
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Factor Model, large cross-sections, Quasi Maximum Likelihood
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Reichlin, Lucrezia
London Business School Doz, Catherine
University of Cergy-Pontoise - Department of Economics Giannone, Domenico
Centre for Economic Policy Research (CEPR)
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23
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38
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Factor model, large cross-sections, Quasi Maximum Likelihood
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2.
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Doz, Catherine
University of Cergy-Pontoise - Department of Economics Giannone, Domenico
Centre for Economic Policy Research (CEPR) Reichlin, Lucrezia
London Business School
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8
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27
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Factor Models, Kalman filter, large cross-sections, principal components
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