Wang, Fa (2017): Maximum likelihood estimation and inference for high dimensional nonlinear factor models with application to factor-augmented regressions.
Baltagi, Badi H. and Kao, Chihwa and Wang, Fa (2016): Estimating and testing high dimensional factor models with multiple structural changes.
Urga, Giovanni and Wang, Fa (2022): Estimation and inference for high dimensional factor model with regime switching.
Urga, Giovanni and Wang, Fa (2022): Estimation and Inference for High Dimensional Factor Model with Regime Switching.
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