Analyse factorielle dynamique: test du nombre de facteurs, estimation, et application a l'enquete de conjoncture dans l'industrie
Abstract
Dans ce papier, on se propose de montrer qu'il est possible d'employer en premiere approximation, dans un cadre temporel stationnaire, la technique d'analyse factorielle statique (seulement adaptee a priori a des donnees individuelles) et d'en deriver une procedure de test du nombre de facteurs a retenir dans le modele dynamique.Download Info
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Bibliographic Info
Paper provided by Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor. in its series Papers with number 9831.Length:
Date of creation: 1998
Date of revision:
Handle: RePEc:fth:pnegmi:9831
Contact details of provider:
Postal: THEMA, Universite de Paris X-Nanterre, U.F.R. de science economiques, gestion, mathematiques et informatique, 200, avenue de la Republique 92001 Nanterre CEDEX.
Related research
Keywords: EVALUATION ; MODELES ECONOMIQUES U.F.R. de science economiques; gestion; mathematiques et informatique; 200; avenue de la Republique 9 2001 Nanterre CEDEX. 45p.;Other versions of this item:
- Catherine DOZ & Fabrice LENGLART, 1999. "Analyse factorielle dynamique : test du nombre de facteurs, estimation et application à l'enquête de conjoncture dans l'industrie," Annales d'Economie et de Statistique, ENSAE, issue 54, pages 91-127.
- C. Doz & F. Lenglart, 1998. "Analyse factorielle dynamique : Test du nombre de facteurs, estimation, et application à l'enquête de conjoncture dans l'industrie," THEMA Working Papers 98-31, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
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Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.Cited by:
- Thomas A. Knetsch, 2004.
"Evaluating the German Inventory Cycle – Using Data from the Ifo Business Survey,"
CESifo Working Paper Series
1202, CESifo Group Munich.
- Knetsch, Thomas A., 2004. "Evaluating the German Inventory Cycle Using Data from the Ifo Business Survey," Discussion Paper Series 1: Economic Studies 2004,10, Deutsche Bundesbank, Research Centre.
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