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.
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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.
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