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2. Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2024). Barigozzi, Matteo ; Massacci, Daniele.
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3. Matrix Quantile Factor Model. (2024). Liu, Yong-Xin ; Kong, Xin-Bing ; Zhao, Peng ; Yu, Long.
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4. Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo.
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   RePEc:eca:wpaper:2013/364359.

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5. Sequential monitoring for cointegrating regressions. (2020). Whitehouse, Emily ; Trapani, Lorenzo.
   In: Papers.
   RePEc:arx:papers:2003.12182.

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