@article{econhot_econhot-reading-20,
  title = {Panel Data Models With Interactive Fixed Effects},
  author = {Jushan Bai},
  journal = {Econometrica},
  year = {2009},
  volume = {77},
  number = {4},
  pages = {1229-1279},
  doi = {10.3982/ECTA6135},
  url = {https://doi.org/10.3982/ECTA6135}
}

@article{econhot_econhot-reading-36,
  title = {Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure},
  author = {M. Hashem Pesaran},
  journal = {Econometrica},
  year = {2006},
  volume = {74},
  number = {4},
  pages = {967-1012},
  doi = {10.1111/j.1468-0262.2006.00692.x},
  url = {https://doi.org/10.1111/j.1468-0262.2006.00692.x}
}

@article{econhot_econhot-reading-40,
  title = {Forecasting Using Principal Components From a Large Number of Predictors},
  author = {James H Stock and Mark W Watson},
  journal = {Journal of the American Statistical Association},
  year = {2002},
  volume = {97},
  number = {460},
  pages = {1167-1179},
  doi = {10.1198/016214502388618960},
  url = {https://doi.org/10.1198/016214502388618960}
}

@article{econhot_econhot-reading-41,
  title = {Determining the Number of Factors in Approximate Factor Models},
  author = {Jushan Bai and Serena Ng},
  journal = {Econometrica},
  year = {2002},
  volume = {70},
  number = {1},
  pages = {191-221},
  doi = {10.1111/1468-0262.00273},
  url = {https://doi.org/10.1111/1468-0262.00273}
}

@article{econhot_econhot-reading-42,
  title = {Inferential Theory for Factor Models of Large Dimensions},
  author = {Jushan Bai},
  journal = {Econometrica},
  year = {2003},
  volume = {71},
  number = {1},
  pages = {135-171},
  doi = {10.1111/1468-0262.00392},
  url = {https://doi.org/10.1111/1468-0262.00392}
}

@article{econhot_econhot-reading-43,
  title = {The Generalized Dynamic-Factor Model: Identification and Estimation},
  author = {Mario Forni and Marc Hallin and Marco Lippi and Lucrezia Reichlin},
  journal = {Review of Economics and Statistics},
  year = {2000},
  volume = {82},
  number = {4},
  pages = {540-554},
  doi = {10.1162/003465300559037},
  url = {https://doi.org/10.1162/003465300559037}
}