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  - Regression Shrinkage and Selection Via the Lasso
AU  - Robert Tibshirani
JO  - Journal of the Royal Statistical Society Series B: Statistical Methodology
PY  - 1996
VL  - 58
IS  - 1
DO  - 10.1111/j.2517-6161.1996.tb02080.x
UR  - https://doi.org/10.1111/j.2517-6161.1996.tb02080.x
ER  -