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Asymptotics of the principal components estimator of large factor models with weak factors and i.i.d. Gaussian noise
Onatski, Alexei, (2018)
Determining the number of factors from empirical distribution of eigenvalues
Onatski, Alexei, (2010)
Winding number criterion for existence and uniqueness of equilibrium in linear rational expectations models
Onatski, Alexei, (2006)