@article{estimationandinferenceforhighdimensional,
  title = {Estimation and Inference for High Dimensional Factor Model with Regime Switching},
  author = {Giovanni Urga and Fa Wang},
  year = {2022},
  eprint = {2205.12126},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2205.12126v2},
}