TY  - JOUR
TI  - Panel Data Models With Interactive Fixed Effects
AU  - Jushan Bai
JO  - Econometrica
PY  - 2009
VL  - 77
IS  - 4
DO  - 10.3982/ECTA6135
UR  - https://doi.org/10.3982/ECTA6135
ER  -


TY  - JOUR
TI  - Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
AU  - M. Hashem Pesaran
JO  - Econometrica
PY  - 2006
VL  - 74
IS  - 4
DO  - 10.1111/j.1468-0262.2006.00692.x
UR  - https://doi.org/10.1111/j.1468-0262.2006.00692.x
ER  -


TY  - JOUR
TI  - Forecasting Using Principal Components From a Large Number of Predictors
AU  - James H Stock
AU  - Mark W Watson
JO  - Journal of the American Statistical Association
PY  - 2002
VL  - 97
IS  - 460
DO  - 10.1198/016214502388618960
UR  - https://doi.org/10.1198/016214502388618960
ER  -


TY  - JOUR
TI  - Determining the Number of Factors in Approximate Factor Models
AU  - Jushan Bai
AU  - Serena Ng
JO  - Econometrica
PY  - 2002
VL  - 70
IS  - 1
DO  - 10.1111/1468-0262.00273
UR  - https://doi.org/10.1111/1468-0262.00273
ER  -


TY  - JOUR
TI  - Inferential Theory for Factor Models of Large Dimensions
AU  - Jushan Bai
JO  - Econometrica
PY  - 2003
VL  - 71
IS  - 1
DO  - 10.1111/1468-0262.00392
UR  - https://doi.org/10.1111/1468-0262.00392
ER  -


TY  - JOUR
TI  - The Generalized Dynamic-Factor Model: Identification and Estimation
AU  - Mario Forni
AU  - Marc Hallin
AU  - Marco Lippi
AU  - Lucrezia Reichlin
JO  - Review of Economics and Statistics
PY  - 2000
VL  - 82
IS  - 4
DO  - 10.1162/003465300559037
UR  - https://doi.org/10.1162/003465300559037
ER  -


TY  - JOUR
TI  - Macroeconomic Forecasting Using Diffusion Indexes
AU  - James H. Stock
AU  - Mark W. Watson
JO  - Journal of Business and Economic Statistics
PY  - 2002
VL  - 20
IS  - 2
DO  - 10.1198/073500102317351921
UR  - https://doi.org/10.1198/073500102317351921
ER  -


TY  - JOUR
TI  - A YIELD‐FACTOR MODEL OF INTEREST RATES
AU  - Darrell Duffie
AU  - Rui Kan
JO  - Mathematical Finance
PY  - 1996
VL  - 6
IS  - 4
DO  - 10.1111/j.1467-9965.1996.tb00123.x
UR  - https://doi.org/10.1111/j.1467-9965.1996.tb00123.x
ER  -


TY  - JOUR
TI  - TESTS OF SIGNIFICANCE IN FACTOR ANALYSIS
AU  - M. S. Bartlett
JO  - British Journal of Statistical Psychology
PY  - 1950
VL  - 3
IS  - 2
DO  - 10.1111/j.2044-8317.1950.tb00285.x
UR  - https://doi.org/10.1111/j.2044-8317.1950.tb00285.x
ER  -


TY  - JOUR
TI  - Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach
AU  - Ben Bernanke
AU  - Jean L. Boivin
AU  - Piotr Eliasz
JO  - The Quarterly Journal of Economics
PY  - 2005
VL  - 120
IS  - 1
DO  - 10.1162/0033553053327452
UR  - https://doi.org/10.1162/0033553053327452
ER  -


TY  - JOUR
TI  - A comparison of some methodologies for the factor analysis of non‐normal Likert variables
AU  - Bengt Muthén
AU  - David Kaplan
JO  - British Journal of Mathematical and Statistical Psychology
PY  - 1985
VL  - 38
IS  - 2
DO  - 10.1111/j.2044-8317.1985.tb00832.x
UR  - https://doi.org/10.1111/j.2044-8317.1985.tb00832.x
ER  -


TY  - JOUR
TI  - Asymptotic Theory for Principal Component Analysis
AU  - T. W. Anderson
JO  - The Annals of Mathematical Statistics
PY  - 1963
VL  - 34
IS  - 1
DO  - 10.1214/aoms/1177704248
UR  - https://doi.org/10.1214/aoms/1177704248
ER  -


TY  - JOUR
TI  - The macroeconomy and the yield curve: a dynamic latent factor approach
AU  - Francis X. Diebold
AU  - Glenn D. Rudebusch
AU  - S. Borağan Aruoba
JO  - Journal of Econometrics
PY  - 2005
VL  - 131
IS  - 1-2
DO  - 10.1016/j.jeconom.2005.01.011
UR  - https://doi.org/10.1016/j.jeconom.2005.01.011
ER  -