Alexei Onatski
Names
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Alexei |
| last: |
Onatski |
Identifer
Contact
Affiliations
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University of Cambridge
/ Faculty of Economics
Research profile
author of:
- Set coverage and robust policy (repec:arx:papers:2106.09784)
by Marc Henry & Alexei Onatski - Alternative Asymptotics for Cointegration Tests in Large VARs (repec:cam:camdae:1637)
by Alexei Onatski & Chen Wang - Extreme canonical correlations and high-dimensional cointegration analysis (repec:cam:camdae:1805)
by Onatski, A. & Wang, C. - Testing in High-Dimensional Spiked Models (repec:cam:camdae:1806)
by Johnstone, I. M & Onatski, A. - Local Asymptotic Normality of the Spectrum of High-Dimensional Spiked F-Ratios (repec:cam:camdae:1807)
by Dharmawansa, P. & Johnstone, I. M & Onatski, A. - Asymptotics of the principal components estimator of large factor models with weak factors and i.i.d. Gaussian noise (repec:cam:camdae:1808)
by Onatski, A. - Spurious Factor Analysis (repec:cam:camdae:2003)
by Onatski, A. & Wang, C. - Set Coverage and Robust Policy (repec:cir:cirwor:2011s-61)
by Marc Henry & Alexei Onatski - Unit Roots In White Noise (repec:cup:etheor:v:28:y:2012:i:03:p:485-508_00)
by Onatski, Alexei & Uhlig, Harald - Spurious Factors In Data With Local-To-Unit Roots (repec:cup:etheor:v:41:y:2025:i:4:p:779-816_2)
by Onatski, Alexei & Wang, Chen - Robust Monetary Policy Under Model Uncertainty In A Small Model Of The U.S. Economy (repec:cup:macdyn:v:6:y:2002:i:01:p:85-110_02)
by Onatski, Alexei & Stock, James H. - Signal Detection in High Dmension: The Multispiked Case (repec:eca:wpaper:2013/130318)
by Alexei Onatski & Marcelo Moreira J. & Marc Hallin - Group Invariance, Likelihood Ratio Tests, and the Incidental Parameter Problem in a High-Dimensional Linear Model (repec:eca:wpaper:2013/137736)
by Marc Hallin & Marcelo Moreira J. & Alexei Onatski - Asymptotic Power of Sphericity Tests for High-Dimensional Data (repec:eca:wpaper:2013/94952)
by Alexei Onatski & Marcelo Moreira J. & Marc Hallin - Modeling model uncertainty (repec:ecb:ecbwps:2002169)
by Onatski, Alexei & Williams, Noah - Testing Hypotheses About the Number of Factors in Large Factor Models (repec:ecm:emetrp:v:77:y:2009:i:5:p:1447-1479)
by Alexei Onatski - Dynamics of Interest Rate Curve by Functional Auto-regression (repec:ecm:nasm04:229)
by Alexei Onatski & Slava Kargin - Minimax Analysis of Monetary Policy Under Model Uncertainty (repec:ecm:wc2000:1818)
by Alexei Onatski - Searching for prosperity (repec:eee:crcspp:v:55:y:2001:i:1:p:275-303)
by Kremer, Michael & Onatski, Alexei & Stock, James - Winding number criterion for existence and uniqueness of equilibrium in linear rational expectations models (repec:eee:dyncon:v:30:y:2006:i:2:p:323-345)
by Onatski, Alexei - Set coverage and robust policy (repec:eee:ecolet:v:115:y:2012:i:2:p:256-257)
by Henry, Marc & Onatski, Alexei - Asymptotics of the principal components estimator of large factor models with weakly influential factors (repec:eee:econom:v:168:y:2012:i:2:p:244-258)
by Onatski, Alexei - Asymptotic analysis of the squared estimation error in misspecified factor models (repec:eee:econom:v:186:y:2015:i:2:p:388-406)
by Onatski, Alexei - Extreme canonical correlations and high-dimensional cointegration analysis (repec:eee:econom:v:212:y:2019:i:1:p:307-322)
by Onatski, Alexei & Wang, Chen - Curve forecasting by functional autoregression (repec:eee:jmvana:v:99:y:2008:i:10:p:2508-2526)
by Kargin, V. & Onatski, A. - Robust monetary policy under model uncertainty in a small model of the U.S. economy (repec:fip:fedfpr:y:1999:x:5)
by Alexei Onatski & James H. Stock - Empirical and policy performance of a forward-looking monetary model (repec:fip:fedfpr:y:2004:i:mar:x:6)
by Alexei Onatski & Noah Williams - Monetary policy under uncertainty in micro-founded macroeconometric models (repec:fip:fedfwp:2005-15)
by Andrew T. Levin & Alexei Onatski & John C. Williams & Noah Williams - Empirical and policy performance of a forward-looking monetary model (repec:jae:japmet:v:25:y:2010:i:1:p:145-176)
by Alexei Onatski & Noah Williams - Factor Analysis of a Large DSGE Model (repec:mtl:montde:2010-08)
by ONATSKI, Alexei & RUGE-MURCIA, Francisco J. - Factor Analysis of a Large DSGE Model (repec:mtl:montec:17-2010)
by ONATSKI, Alexei & RUGE-MURCIA, Francisco J. - Monetary Policy under Uncertainty in Micro-Founded Macroeconometric Models (repec:nbr:nberch:0070)
by Andrew T. Levin & Alexei Onatski & John Williams & Noah M. Williams - Monetary Policy Under Uncertainty in Micro-Founded Macroeconometric Models (repec:nbr:nberwo:11523)
by Andrew T. Levin & Alexei Onatski & John C. Williams & Noah Williams - Robust Monetary Policy Under Model Uncertainty in a Small Model of the U.S. Economy (repec:nbr:nberwo:7490)
by Alexei Onatski & James H. Stock - Searching for Prosperity (repec:nbr:nberwo:8250)
by Michael Kremer & Alexei Onatski & James Stock - Modeling Model Uncertainty (repec:nbr:nberwo:9566)
by Alexei Onatski & Noah Williams - Unit Roots in White Noise (repec:pra:mprapa:14057)
by Onatski, Alexei & Uhlig, Harald - Factor Analysis of a Large DSGE Model (repec:rim:rimwps:50_10)
by Alexei Onatski & Francisco J. Ruge-Murcia - Robust Monetary Policy Rules for the Short and Long Run (repec:sce:scecf3:185)
by Noah Williams & Alexei Onatski - Curve Forecasting by Functional Autoregression (repec:sce:scecf5:59)
by A. Onatski & V. Karguine - The Hallin-Liška Criterion Through the Lens of the Random Matrix Theory (repec:spr:sprchp:978-3-031-61853-6_20)
by Alexei Onatski - Set Coverage and Robust Policy (repec:tky:fseres:2011cf821)
by Marc Henry & Alexei Onatski - Modeling Model Uncertainty (repec:tpr:jeurec:v:1:y:2003:i:5:p:1087-1122)
by Alexei Onatski & Noah Williams - Determining the Number of Factors from Empirical Distribution of Eigenvalues (repec:tpr:restat:v:92:y:2010:i:4:p:1004-1016)
by Alexei Onatski - Alternative Asymptotics for Cointegration Tests in Large VARs (repec:wly:emetrp:v:86:y:2018:i:4:p:1465-1478)
by Alexei Onatski & Chen Wang - Spurious Factor Analysis (repec:wly:emetrp:v:89:y:2021:i:2:p:591-614)
by Alexei Onatski & Chen Wang - Empirical and policy performance of a forward‐looking monetary model (repec:wly:japmet:v:25:y:2010:i:1:p:145-176)
by Alexei Onatski & Noah Williams - Factor Analysis Of A Large Dsge Model (repec:wly:japmet:v:28:y:2013:i:6:p:903-928)
by Alexei Onatski & Francisco Ruge‐Murcia - Dynamics of Interest Rate Curve by Functional Auto-Regression (repec:wpa:wuwpma:0404008)
by Vladislav Kargin & Alexei Onatski