Alexei Onatski, Ph.D.
Affiliations: | Harvard University, Cambridge, MA, United States |
Area:
EconomicsGoogle:
"Alexei Onatski"Mean distance: 8014.95
Parents
Sign in to add mentor| David Laibson | grad student | 2001 | Harvard | |
| (Robust monetary policy under model uncertainty.) | ||||
BETA: Related publications
See more...
Publications
|
You can help our author matching system! If you notice any publications incorrectly attributed to this author, please sign in and mark matches as correct or incorrect. |
| Johnstone IM, Onatski A. (2020) Testing in High-Dimensional Spiked Models Annals of Statistics. 48: 1231-1254 |
| Onatski A, Wang C. (2019) Extreme canonical correlations and high-dimensional cointegration analysis Journal of Econometrics. 212: 307-322 |
| Onatski A, Wang C. (2018) Alternative Asymptotics for Cointegration Tests in Large VARs Econometrica. 86: 1465-1478 |
| Onatski A. (2015) Asymptotic analysis of the squared estimation error in misspecified factor models Journal of Econometrics. 186: 388-406 |
| Onatski A, Moreira MMJ, Hallin M. (2014) Signal detection in high dimension: The multispiked case Annals of Statistics. 42: 225-254 |
| Onatski A, Ruge-Murcia F. (2013) Factor analysis of a large dsge model Journal of Applied Econometrics. 28: 903-928 |
| Onatski A, Moreira MJ, Hallin M. (2013) Asymptotic power of sphericity tests for high-dimensional data Annals of Statistics. 41: 1204-1231 |
| Henry M, Onatski A. (2012) Set coverage and robust policy Economics Letters. 115: 256-257 |
| Onatski A. (2012) Asymptotics of the principal components estimator of large factor models with weakly influential factors Journal of Econometrics. 168: 244-258 |
| Onatski A, Ruge-Murcia F. (2012) Factor Analysis Of A Large Dsge Model: Factor Analysis Of A Large Dsge Model Journal of Applied Econometrics |