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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- Giovanni Caggiano & George Kapetanios & Vincent Labhard, 2011. "Are more data always better for factor analysis? Results for the euro area, the six largest euro area countries and the UK," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 30(8), pages 736-752, December.
References listed on IDEAS
- Hansen, Bruce E., 2008. "Least-squares forecast averaging," Journal of Econometrics, Elsevier, vol. 146(2), pages 342-350, October.
More about this item
Keywordsfactors; forecast combinations; large datasets;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-08-08 (All new papers)
- NEP-ECM-2009-08-08 (Econometrics)
- NEP-EEC-2009-08-08 (European Economics)
- NEP-FOR-2009-08-08 (Forecasting)
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