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Journal of the American Statistical Association, ISSN 1537-274X, 2007, Volume 102, Issue 478, pp. 603 - 617
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Journal of the American Statistical Association, ISSN 0162-1459, 07/2014, Volume 109, Issue 507, pp. 1071 - 1083
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Journal of the Royal Statistical Society: Series C (Applied Statistics), ISSN 0035-9254, 2017, Volume 66, Issue 3, pp. 581 - 605
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Journal of econometrics, ISSN 0304-4076, 2015, Volume 185, Issue 2, pp. 359 - 371
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The Annals of statistics, ISSN 0090-5364, 2017, Volume 45, Issue 1, pp. 223 - 256
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The review of economics and statistics, ISSN 1530-9142, 2000, Volume 82, Issue 4, pp. 540 - 554
...THE GENERALIZED DYNAMIC-FACTOR MODEL: IDENTIFICATION AND ESTIMATION Mario Forni, Marc Hallin, Marco Lippi, and Lucrezia Reichlin* Abstract—This paper proposes... 
Economic models | Statistical variance | Infinity | Spectral energy distribution | Eigenvalues | Macroeconomics | Gross domestic product | Estimators | Consistent estimators | Dynamic modeling | SOCIAL SCIENCES, MATHEMATICAL METHODS | ARBITRAGE | ECONOMICS | Economics | Statistics
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Journal of the American Statistical Association, ISSN 1537-274X, 2015, Volume 110, Issue 509, pp. 218 - 232
Independent component analysis (ICA) recently has attracted much attention in the statistical literature as an appealing alternative to elliptical models.... 
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Journal of Econometrics, ISSN 0304-4076, 07/2017, Volume 199, Issue 1, pp. 74 - 92
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PLoS ONE, ISSN 1932-6203, 12/2007, Volume 2, Issue 12, p. e1358
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