Alexei Onatski
Alexei Onatski
Verifierad e-postadress på cam.ac.uk
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Determining the number of factors from empirical distribution of eigenvalues
A Onatski
The Review of Economics and Statistics 92 (4), 1004-1016, 2010
5612010
Monetary policy under uncertainty in micro-founded macroeconometric models
AT Levin, A Onatski, JC Williams, N Williams
NBER macroeconomics annual 20, 229-287, 2005
5002005
Testing hypotheses about the number of factors in large factor models
A Onatski
Econometrica 77 (5), 1447-1479, 2009
3962009
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
3052002
Modeling model uncertainty
A Onatski, N Williams
Journal of the European Economic Association 1 (5), 1087-1122, 2003
2092003
Modeling model uncertainty
A Onatski, N Williams
Journal of the European Economic Association 1 (5), 1087-1122, 2003
2092003
Searching for prosperity
M Kremer, A Onatski, J Stock
Carnegie-Rochester Conference Series on Public Policy 55 (1), 275-303, 2001
2022001
Asymptotics of the principal components estimator of large factor models with weakly influential factors
A Onatski
Journal of Econometrics 168 (2), 244-258, 2012
1872012
Curve forecasting by functional autoregression
V Kargin, A Onatski
Journal of Multivariate Analysis 99 (10), 2508-2526, 2008
1502008
Asymptotic power of sphericity tests for high-dimensional data
A Onatski, MJ Moreira, M Hallin
The Annals of Statistics 41 (3), 1204-1231, 2013
1212013
Empirical and policy performance of a forward-looking monetary model
A Onatski, N Williams
Manuscript, Princeton University, Department of Economics, 2004
782004
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
562008
Signal detection in high dimension: The multispiked case
A Onatski, MJ Moreira, M Hallin
The Annals of Statistics 42 (1), 225-254, 2014
472014
Testing in high-dimensional spiked models
IM Johnstone, A Onatski
The Annals of Statistics 48 (3), 1231-1254, 2020
362020
A formal statistical test for the number of factors in the approximate factor models
A Onatski
Econometrica 77 (5), 1447-1480, 2009
332009
Asymptotic distribution of the principal components estimator of large factor models when factors are relatively weak
A Onatski
Manuscript, Columbia University, 2006
322006
Asymptotic analysis of the squared estimation error in misspecified factor models
A Onatski
Journal of Econometrics 186 (2), 388-406, 2015
302015
Alternative asymptotics for cointegration tests in large vars
A Onatski, C Wang
Econometrica 86 (4), 1465-1478, 2018
252018
Empirical and policy performance of a forward‐looking monetary model
A Onatski, N Williams
Journal of Applied Econometrics 25 (1), 145-176, 2010
252010
Asymptotics of the principal components estimator of large factor models with weak factors
A Onatski
manuscript, Columbia University, 2009
252009
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Artiklar 1–20