@article{thedynamicthestaticandtheweakfactor,
  title = {The Dynamic, the Static, and the Weak: Factor models and the analysis of high-dimensional time series},
  author = {Matteo Barigozzi and Marc Hallin},
  year = {2024},
  eprint = {2407.10653},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2407.10653v3},
}