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References contributed by pko54-6926
Bai J, Ng S (2002). Determining the number of factors in approximate factor models. Econometrica 70.
Sims CA (1980). Macroeconomics and reality. Econometrica 48, 1-48.
Stock JH, Watson WM (2001). Vector autoregressions. Journal of Economic Perspectives 15, 101-115.
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