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Analyse factorielle dynamique : Test du nombre de facteurs, estimation, et application à l'enquête de conjoncture dans l'industrie

Author

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  • C. Doz
  • F. Lenglart

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.
(This abstract was borrowed from another version of this item.)

Suggested Citation

  • 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.
  • Handle: RePEc:ema:worpap:98-31
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    Cited by:

    1. Thomas A. Knetsch, 2004. "Evaluating the German Inventory Cycle – Using Data from the Ifo Business Survey," CESifo Working Paper Series 1202, CESifo Group Munich.
    2. 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.

    More about this item

    JEL classification:

    • 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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