1. Eigenvalue ratio test for the number of factors;Ahn;Econometrica,2013
2. Statistical inference in factor analysis;Anderson,1956
3. Inferential theory for factor models of large dimensions;Bai;Econometrica,2003
4. Determining the number of factors in approximate factor models;Bai;Econometrica,2002
5. Confidence intervals for diffusion index forecasts and inference with factor-augmented regressions;Bai;Econometrica,2006