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~isPartOf:"Econometric reviews"
~isPartOf:"Working paper"
~person:"Doz, Catherine"
~subject:"Stochastic process"
~subject:"Time series analysis"
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Factor stochastic
volatility
in mean models : a GMM approach
Doz, Catherine
;
Renault, Eric
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 275-309
Persistent link: https://www.econbiz.de/10003355766
Saved in:
2
Business cycle dynamics after the Great Recession : an extended Markov-Switching Dynamic Factor Model
Doz, Catherine
;
Ferrara, Laurent
;
Pionnier, Pierre-Alain
-
2020
Persistent link: https://www.econbiz.de/10012244551
Saved in:
3
Another look into the factor model black box : factor interpretation and structural (in)stability
Despois, Thomas
;
Doz, Catherine
-
2019
-
This version: February 4, 2020
Persistent link: https://www.econbiz.de/10012234615
Saved in:
4
Dynamic factor models
Doz, Catherine
;
Fuleky, Peter
-
2019
Persistent link: https://www.econbiz.de/10012234624
Saved in:
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