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  -