Are more data always better for factor analysis?

Journal of Econometrics

Volumn 132, Issue 1, 2006, Pages 169-194

  Boivin, Jean ^a   Ng, Serena ^b  

^a Och Spine at New York Presbyterian Hospitals   (United States)

^b UNIVERSITY OF MICHIGAN   (United States)

Author keywords

Factor models; Forecasting; Large N and T; Principal components

Indexed keywords

CORRELATION THEORY; ECONOMICS; FORECASTING; MATHEMATICAL MODELS; PRINCIPAL COMPONENT ANALYSIS; PROBLEM SOLVING;

FACTOR MODELS; IDIOSYNCRATIC ERRORS; LARGE N AND T; PRINCIPAL COMPONENTS;

DATA REDUCTION;

EID: 33646162895     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2005.01.027     Document Type: Article

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