Are More Data Always Better for Factor Analysis?
收藏NBER2003-07-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w9829
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资源简介：
Factors estimated from large macroeconomic panels are being used in an increasing number of applications. However, little is known about how the size and the composition of the data affect the factor estimates. In this paper, we question whether it is possible to use more series to extract the
提供机构：
美国国家经济研究局
创建时间：
2003-07-01
