Doz, Catherine (contributor); Giannone, Domenico (contributor) - 2006
number of factors in approximate factor
models. Econometrica, 70(1):191–221, 2002.
Ben Bernanke, Jean Boivin, and Piotr …, for example, in Bernanke, Boivin, and Eliasz
(2005); Boivin and Giannoni (2005); Kose, Otrok, and Whiteman (2003); Forni … panel of time series (Kose, Otrok, and
Whiteman, 2003; Boivin and Giannoni, 2005; Bernanke, Boivin, and Eliasz, 2005 …