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The Generalized Factor Model: Identification and Estimation
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  • 2006Consistent Estimation of the Number of Dynamic Factors in a LargeNandTPanel223 cited
  • 2015Demand forecasting with high dimensional data: The case of SKU retail sales forecasting with intra- and inter-category promotional information174 cited
  • 2009Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate155 cited
  • 2015Forecasting with Big Data: A Review149 cited
  • 2005Business survey data: Do they help in forecasting GDP growth?118 cited
  • 2009Can aggregation explain the persistence of inflation?91 cited
  • 2010Common factors in Latin America's business cycles91 cited
  • 2008The Federal Response to Home Mortgage Distress: Lessons from the Great Depression91 cited
  • 2006Tracking the Business Cycle of the Euro Area88 cited
  • 2009The Feldstein-Horioka fact85 cited
  • 2013Forecasting and Policy Making79 cited
  • 2005Long-Run Determinants of Inflation Differentials in a Monetary Union76 cited
  • 2005How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation71 cited
  • 2008Sectoral vs. Aggregate Shocks: A Structural Factor Analysis of Industrial Production65 cited

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  • 2014Robust approaches to forecasting65 cited
  • 2010Forecast combination through dimension reduction techniques65 cited