Bai, Jushan and Wang, Peng (2011): Conditional Markov chain and its application in economic time series analysis. Published in: Journal of Applied Econometrics , Vol. 26, No. 5 (August 2011): pp. 715-734.
Bai, Jushan and Wang, Peng (2012): Identification and estimation of dynamic factor models.
Bai, Jushan and Wang, Peng (2024): Causal inference using factor models.
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