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Asymptotic Efficiency in Factor Models and Dynamic Panel Data Models

https://doi.org/10.2139/ssrn.2395722
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References needing attention

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The 50 checked references that resolve
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Inferential Theory for Factor Models of Large Dimensions
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Likelihood Approach to Dynamic Panel Models with Interactive Effects
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Statistical analysis of factor models of high dimension
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ASYMPTOTICALLY UNBIASED ESTIMATION OF AUTOCOVARIANCES AND AUTOCORRELATIONS WITH LONG PANEL DATA
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resolves10.3982/ecta6964
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The 9 references without a DOI — listed, not checked
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no DOI — not checkedPerturbation invariant estimates and incidental nuisance parameters
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