# Factor Modelling for High‐Dimensional Time Series: Inference and Model Selection

> Research article (Journal of Time Series Analysis, 2016) · cited 11× · AI/ML

**Wikidata**: [openalex:W2516300591](https://www.wikidata.org/wiki/openalex:W2516300591)  
**Source**: https://4ort.xyz/entity/factor-modelling-for-highdimensional-time-series-inference-and-model-selection