Determining the number of factors from empirical distribution of eigenvalues A Onatski The Review of Economics and Statistics 92 (4), 1004-1016, 2010 | 635 | 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 | 511 | 2005 |

Testing hypotheses about the number of factors in large factor models A Onatski Econometrica 77 (5), 1447-1479, 2009 | 439 | 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 | 316 | 2002 |

Asymptotics of the principal components estimator of large factor models with weakly influential factors A Onatski Journal of Econometrics 168 (2), 244-258, 2012 | 223 | 2012 |

Modeling model uncertainty A Onatski, N Williams Journal of the European Economic Association 1 (5), 1087-1122, 2003 | 215 | 2003 |

Modeling model uncertainty A Onatski, N Williams Journal of the European Economic Association 1 (5), 1087-1122, 2003 | 215 | 2003 |

Searching for prosperity M Kremer, A Onatski, J Stock Carnegie-Rochester Conference Series on Public Policy 55 (1), 275-303, 2001 | 198 | 2001 |

Curve forecasting by functional autoregression V Kargin, A Onatski Journal of Multivariate Analysis 99 (10), 2508-2526, 2008 | 156 | 2008 |

Asymptotic power of sphericity tests for high-dimensional data A Onatski, MJ Moreira, M Hallin The Annals of Statistics 41 (3), 1204-1231, 2013 | 133 | 2013 |

Empirical and policy performance of a forward-looking monetary model A Onatski, N Williams Manuscript, Princeton University, Department of Economics, 2004 | 81 | 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 | 60 | 2008 |

Signal detection in high dimension: The multispiked case A Onatski, MJ Moreira, M Hallin The Annals of Statistics 42 (1), 225-254, 2014 | 54 | 2014 |

Testing in high-dimensional spiked models IM Johnstone, A Onatski The Annals of Statistics 48 (3), 1231-1254, 2020 | 48 | 2020 |

Asymptotic analysis of the squared estimation error in misspecified factor models A Onatski Journal of Econometrics 186 (2), 388-406, 2015 | 35 | 2015 |

Alternative asymptotics for cointegration tests in large vars A Onatski, C Wang Econometrica 86 (4), 1465-1478, 2018 | 34 | 2018 |

A formal statistical test for the number of factors in the approximate factor models A Onatski Econometrica 77 (5), 1447-1480, 2009 | 34 | 2009 |

Asymptotic distribution of the principal components estimator of large factor models when factors are relatively weak A Onatski Manuscript, Columbia University, 2006 | 32 | 2006 |

Asymptotics of the principal components estimator of large factor models with weak factors A Onatski manuscript, Columbia University, 2009 | 26 | 2009 |

Empirical and policy performance of a forward‐looking monetary model A Onatski, N Williams Journal of Applied Econometrics 25 (1), 145-176, 2010 | 24 | 2010 |