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Cao, Jianfei, Gu, Chris and Wang, Yike (2020) Principal component and static factor analysis. In: Fuleky, Peter, (ed.) Macroeconomic Forecasting in the Era of Big Data: Theory and Practice. Advanced Studies in Theoretical and Applied Econometrics. Springer Berlin / Heidelberg, Cham, CH, 229 - 266. ISBN 9783030311490
