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Testing the number of factors: An empirical assessment for forecasting purposes

Karim Barhoumi Olivier Darné 1 Laurent Ferrara 1
1 EconomiX
Abstract : Forthcoming
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Journal articles
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https://hal-univ-paris10.archives-ouvertes.fr/hal-01385876
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Submitted on : Saturday, October 22, 2016 - 3:06:18 PM
Last modification on : Tuesday, November 19, 2019 - 9:45:43 AM

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  • HAL Id : hal-01385876, version 1

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CNRS | UNIV-PARIS10 | ECONOMIX | UNIV-PARIS-LUMIERES

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Karim Barhoumi, Olivier Darné, Laurent Ferrara. Testing the number of factors: An empirical assessment for forecasting purposes. Oxford Bulletin of Economics and Statistics, Wiley, 2013, 75, pp.64 - 79. ⟨hal-01385876⟩

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