1. Forecasting with partial least squares using many predictors;Ahn,2022
2. Eigenvalue ratio test for the number of factors;Ahn;Econometrica,2013
3. Improved penalization for determining the number of factors in approximate factor models;Alessi;Statistics & Probability Letters,2010
4. Short-term forecasts of Euro area GDP growth;Angelini,2011
5. Factor forecasts for the UK;Artis;Journal of Forecasting,2005