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		Working papers

	PRE-PRINTS
	Mean square errors of factors extracted using principal components, linear projections, and Kalman filter M. Barigozzi, D. Fresoli, E. Ruiz arXiv:2601.04087.v1   Jan 2026 Predicting energy demand with tensor factor models M. Banin, M. Barigozzi, L.Trapin arXiv:2502.06213.v1   Feb 2025 Estimation of large approximate dynamic matrix factor models based on the EM algorithm and Kalman filtering M. Barigozzi, L.Trapin arXiv:2502.04112.v2   May 2025 Quasi maximum likelihood estimation and inference of large approximate dynamic factor models via the EM algorithm M. Barigozzi, M. Luciani arXiv:1910.03821.v5   Sep 2024   Codes