@article{sufficientforecastingusingfactormodels,
  title = {Sufficient Forecasting Using Factor Models},
  author = {Jianqing Fan and Lingzhou Xue and Jiawei Yao},
  year = {2015},
  eprint = {1505.07414},
  archivePrefix = {arXiv},
  url = {http://arxiv.org/abs/1505.07414v2},
}