Cross-Sectional Averages versus Principal Components

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@article{cd5baaf8de244281825f5e0dbb48112f,

title = "Cross-Sectional Averages versus Principal Components",

author = "Joakim Westerlund and Jean-Pierre Urbain",

year = "2015",

doi = "10.1016/j.jeconom.2014.09.014",

language = "English",

volume = "185",

pages = "372--377",

journal = "Journal of Econometrics",

issn = "0304-4076",

publisher = "Elsevier",

number = "2",

}