
@Article{Wil,
  title    = {Choosing a dynamic common factor as a            coincident index.},
  author   = {Martinez, W and Nieto, Fabio H and Poncela,                P},
  journal  = {Statistics and Probability Letters},
  year     = {2016},
  number   = {109},
  pages    = {89-98},
  url      = {https://www.sciencedirect.com/science/article               /pii/S0167715215003764},
}
