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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- Caggiano, Giovanni & Kapetanios, George & Labhard, Vincent, 2009. "Are more data always better for factor analysis? Results for the euro area, the six largest euro area countries and the UK," Working Paper Series 1051, European Central Bank.
References listed on IDEAS
- Hansen, Bruce E., 2008. "Least-squares forecast averaging," Journal of Econometrics, Elsevier, vol. 146(2), pages 342-350, October.
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Keywordsfactors ; large datasets ; forecast combinations ;
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