Barigozzi, M., & Hallin, M. (2024). The Dynamic, the Static, and the Weak: Factor models and the analysis of high-dimensional time series.
Chicago Style (17th ed.) CitationBarigozzi, Matteo, and Marc Hallin. The Dynamic, the Static, and the Weak: Factor Models and the Analysis of High-dimensional Time Series. 2024.
MLA (9th ed.) CitationBarigozzi, Matteo, and Marc Hallin. The Dynamic, the Static, and the Weak: Factor Models and the Analysis of High-dimensional Time Series. 2024.
Warning: These citations may not always be 100% accurate.