E9D323BD-EE72-442C-AF66-F8CA5EADD6C4High-Dimensional Time Series, Common Factors, and NonstationarityResearch GrantEP/H010408/1798CB33D-C79E-4578-83F2-72606407192CEPSRCINCOME_ACTUAL3314543C4A9200-4C9B-4711-AC39-F7111CA84A5BFactor modeling for high-dimensional time series: Inference for the number of factorsThe Annals of Statisticsad06e47565ab8af23092fda896f53818Lam C2012-01-01http://dx.doi.org/10.1214/12-aos970http://dx.doi.org/10.1214/12-aos9702Journal Article/Reviewdoi_53d07c07cc6a8f7a