@article{quasimaximumlikelihoodestimationofhigh, title = {Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models: A Critical Review}, author = {Matteo Barigozzi}, year = {2023}, eprint = {2303.11777}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/2303.11777v5}, }