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@Article{Ando2017,
  author    = {Ando, Tomohiro and Bai, Jushan},
  title     = {Clustering huge number of financial time series: A panel data approach with high-dimensional predictors and factor structures},
  journal   = {Journal of the American Statistical Association},
  year      = {2017},
  volume    = {112},
  number    = {519},
  pages     = {1182--1198},
  publisher = {Taylor \& Francis},
}
@Article{Ando2016,
  author    = {Ando, Tomohiro and Bai, Jushan},
  title     = {Panel data models with grouped factor structure under unknown group membership},
  journal   = {Journal of Applied Econometrics},
  year      = {2016},
  volume    = {31},
  number    = {1},
  pages     = {163--191},
  publisher = {Wiley Online Library},
}

@article{BoudtHeyndels2021,
  title={Robust interactive fixed effects},
  author={Boudt, Kris and Heyndels, Ewoud},
  journal={Econometrics and Statistics},
  year={2022},
  publisher={Elsevier}
}
@Comment{jabref-meta: databaseType:bibtex;}
