Catherine Doz is Professor at University Paris 1 and at Paris School of Economics. She works in Time Series Analysis, and focuses mainly on Dynamic Factor Models, a class of models which is used in particular for short term macroeconomic forecasting. Before, she held positions at ENSAE (Teaching Assistant), at the Forecasting Department of the Ministry of Finance, and at Cergy-Pontoise University. She studied Maths at Ecole Normale Supérieure, and holds a PhD and a HDR in Economics.
|Enseignant||Identifiant||Intitulé||Instructor||Heures de TD||Jours||Heures de cours||Crédits ECTS||Modalité examen|
|Catherine Doz, Aurélien Poissonnier||SE312||Macroeconometrics: Advanced Time Series Analysis||6||18||4||écrit|