Evolutionary factor analysis of replicated time series (2011). Joint with
Hernando Ombao. Under revision.
Fitting dynamic factor models to non-stationary time series (2011). Joint with
Michael Eichler and
Rainer von Sachs. Journal of Econometrics, Volume 163, Issue 1, pages 51-70.
Locally stationary factor models: identification and nonparametric estimation (2011). Joint with
Christian Hafner and
Rainer von Sachs. Econometric Theory, Volume 27, Issue 6.
