Are more data always better for factor analysis? Results for the euro area, the six largest euro area countries and the UK
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Publication:3166696
DOI10.1002/for.1208zbMath1248.91073OpenAlexW2153578785MaRDI QIDQ3166696
Vincent Labhard, Giovanni Caggiano, George Kapetanios
Publication date: 15 October 2012
Published in: Journal of Forecasting (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/for.1208
Uses Software
Cites Work
- Approximately normal tests for equal predictive accuracy in nested models
- Are more data always better for factor analysis?
- Least-squares forecast averaging
- Forecasting using predictive likelihood model averaging
- The generalized dynamic factor model consistency and rates
- Pooling of forecasts
- Asymptotic Inference about Predictive Ability
- Determining the Number of Factors in Approximate Factor Models
- Computer automation of general-to-specific model selection procedures
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