@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}
}