1. The impact of machine learning on economics;Athey,2018
2. Estimating cross-section common stochastic trends in nonstationary panel data;Bai;Journal of Econometrics,2004
3. Factor augmented error correction models See Castle and Shephard;Banerjee,2009
4. An overview of the factor-augmented error-correction model;Banerjee,2016
5. Measuring the effects of monetary policy: A factor-augmented vector autoregressive (favar) approach;Bernanke;Quarterly Journal of Economics,2005