| Determining the number of factors from empirical distribution of eigenvalues A Onatski The Review of Economics and Statistics 92 (4), 1004-1016, 2010 | 516 | 2010 |
| Monetary policy under uncertainty in micro-founded macroeconometric models AT Levin, A Onatski, JC Williams, N Williams NBER macroeconomics annual 20, 229-287, 2005 | 483 | 2005 |
| Testing hypotheses about the number of factors in large factor models A Onatski Econometrica 77 (5), 1447-1479, 2009 | 376 | 2009 |
| Robust monetary policy under model uncertainty in a small model of the US economy A Onatski, JH Stock Macroeconomic Dynamics 6 (1), 85-110, 2002 | 299 | 2002 |
| Modeling model uncertainty A Onatski, N Williams Journal of the European Economic Association 1 (5), 1087-1122, 2003 | 204 | 2003 |
| Modeling model uncertainty A Onatski, N Williams Journal of the European Economic Association 1 (5), 1087-1122, 2003 | 204 | 2003 |
| Searching for prosperity M Kremer, A Onatski, J Stock Carnegie-Rochester Conference Series on Public Policy 55 (1), 275-303, 2001 | 193 | 2001 |
| Asymptotics of the principal components estimator of large factor models with weakly influential factors A Onatski Journal of Econometrics 168 (2), 244-258, 2012 | 171 | 2012 |
| Curve forecasting by functional autoregression V Kargin, A Onatski Journal of Multivariate Analysis 99 (10), 2508-2526, 2008 | 144 | 2008 |
| Asymptotic power of sphericity tests for high-dimensional data A Onatski, MJ Moreira, M Hallin Annals of Statistics 41 (3), 1204-1231, 2013 | 114 | 2013 |
| Empirical and policy performance of a forward-looking monetary model A Onatski, N Williams Manuscript, Princeton University, Department of Economics, 2004 | 78 | 2004 |
| The Tracy–Widom limit for the largest eigenvalues of singular complex Wishart matrices A Onatski The Annals of Applied Probability 18 (2), 470-490, 2008 | 55 | 2008 |
| Signal detection in high dimension: The multispiked case A Onatski, MJ Moreira, M Hallin Annals of Statistics 42 (1), 225-254, 2014 | 44 | 2014 |
| Asymptotic distribution of the principal components estimator of large factor models when factors are relatively weak A Onatski Manuscript, Columbia University, 2006 | 31 | 2006 |
| A formal statistical test for the number of factors in the approximate factor models A Onatski Econometrica 77 (5), 1447-1480, 2009 | 30 | 2009 |
| Testing in high-dimensional spiked models IM Johnstone, A Onatski arXiv preprint arXiv:1509.07269, 2015 | 29 | 2015 |
| Asymptotic analysis of the squared estimation error in misspecified factor models A Onatski Journal of Econometrics 186 (2), 388-406, 2015 | 28 | 2015 |
| Empirical and policy performance of a forward‐looking monetary model A Onatski, N Williams Journal of Applied Econometrics 25 (1), 145-176, 2010 | 27 | 2010 |
| Asymptotics of the principal components estimator of large factor models with weak factors A Onatski manuscript, Columbia University, 2009 | 25 | 2009 |
| Robust monetary policy under model uncertainty: incorporating rational expectations A Onatski Columbia University (no date), 2000 | 23 | 2000 |
