@article{onestimationandinferenceoflarge,
  title = {On Estimation and Inference of Large Approximate Dynamic Factor Models via the Principal Component Analysis},
  author = {Matteo Barigozzi},
  year = {2022},
  eprint = {2211.01921},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2211.01921v3},
}