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Confidence intervals for diffusion index forecasts and inference for factor-augmented regressions
Bai, Jushan, (2006)
Nonparametric Regression with a Latent Time Series
Linton, Oliver, (2010)
To Pool or Not to Pool : What Is a Good Strategy for Parameter Estimation and Forecasting in Panel Regressions?
Wang, Wendun, (2018)
A consistent test for conditional symmetry in time series models
Bai, Jushan, (2001)
Determining the number of factors in approximate factor models
Bai, Jushan, (2002)
A panic attack on unit roots and cointegration