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Generalized efficient inference on factor models with long-range dependence
Ergemen, Yunus Emre, (2016)
Maximum Likelihood Estimation and Inference for High Dimensional Nonlinear Factor Models with Application to Factor-Augmented Regressions
Wang, Fa, (2020)
Robust inference for diffusion-index forecasts with cross-sectionally dependent data
Kim, Min Seong, (2021)
First-differenced inference for panel factor series
Ipatova, Ekaterina, (2013)
Luck or Skill : What Drives Hedge Fund Performance Persistence?
Ipatova, Ekaterina, (2022)