@article{asymptoticequivalenceofprincipalcomponen, title = {Asymptotic equivalence of Principal Components and Quasi Maximum Likelihood estimators in Large Approximate Factor Models}, author = {Matteo Barigozzi}, year = {2023}, eprint = {2307.09864}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/2307.09864v5}, }