Are more data always better for factor analysis?

From MaRDI portal
Publication:291634


DOI10.1016/j.jeconom.2005.01.027zbMath1337.62345MaRDI QIDQ291634

Jean Boivin, Serena Ng

Publication date: 10 June 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://www.nber.org/papers/w9829.pdf


62P20: Applications of statistics to economics

62M20: Inference from stochastic processes and prediction

62H25: Factor analysis and principal components; correspondence analysis


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