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Alexei Onatski
Alexei Onatski
Verified email at cam.ac.uk
Title
Cited by
Cited by
Year
Determining the number of factors from empirical distribution of eigenvalues
A Onatski
The Review of Economics and Statistics 92 (4), 1004-1016, 2010
6352010
Monetary policy under uncertainty in micro-founded macroeconometric models
AT Levin, A Onatski, JC Williams, N Williams
NBER macroeconomics annual 20, 229-287, 2005
5112005
Testing hypotheses about the number of factors in large factor models
A Onatski
Econometrica 77 (5), 1447-1479, 2009
4392009
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
3162002
Asymptotics of the principal components estimator of large factor models with weakly influential factors
A Onatski
Journal of Econometrics 168 (2), 244-258, 2012
2232012
Modeling model uncertainty
A Onatski, N Williams
Journal of the European Economic Association 1 (5), 1087-1122, 2003
2152003
Modeling model uncertainty
A Onatski, N Williams
Journal of the European Economic Association 1 (5), 1087-1122, 2003
2152003
Searching for prosperity
M Kremer, A Onatski, J Stock
Carnegie-Rochester Conference Series on Public Policy 55 (1), 275-303, 2001
1982001
Curve forecasting by functional autoregression
V Kargin, A Onatski
Journal of Multivariate Analysis 99 (10), 2508-2526, 2008
1562008
Asymptotic power of sphericity tests for high-dimensional data
A Onatski, MJ Moreira, M Hallin
The Annals of Statistics 41 (3), 1204-1231, 2013
1332013
Empirical and policy performance of a forward-looking monetary model
A Onatski, N Williams
Manuscript, Princeton University, Department of Economics, 2004
812004
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
602008
Signal detection in high dimension: The multispiked case
A Onatski, MJ Moreira, M Hallin
The Annals of Statistics 42 (1), 225-254, 2014
542014
Testing in high-dimensional spiked models
IM Johnstone, A Onatski
The Annals of Statistics 48 (3), 1231-1254, 2020
482020
Asymptotic analysis of the squared estimation error in misspecified factor models
A Onatski
Journal of Econometrics 186 (2), 388-406, 2015
352015
Alternative asymptotics for cointegration tests in large vars
A Onatski, C Wang
Econometrica 86 (4), 1465-1478, 2018
342018
A formal statistical test for the number of factors in the approximate factor models
A Onatski
Econometrica 77 (5), 1447-1480, 2009
342009
Asymptotic distribution of the principal components estimator of large factor models when factors are relatively weak
A Onatski
Manuscript, Columbia University, 2006
322006
Asymptotics of the principal components estimator of large factor models with weak factors
A Onatski
manuscript, Columbia University, 2009
262009
Empirical and policy performance of a forward‐looking monetary model
A Onatski, N Williams
Journal of Applied Econometrics 25 (1), 145-176, 2010
242010
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