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Alexei Onatski

Personal Details

First Name:Alexei
Middle Name:
Last Name:Onatski
Suffix:
RePEc Short-ID:pon27
Terminal Degree:2001 Department of Economics; Harvard University (from RePEc Genealogy)

Affiliation

Faculty of Economics
University of Cambridge

Cambridge, United Kingdom
http://www.econ.cam.ac.uk/

:

Austin Robinson Building, Sidgwick Avenue, Cambridge CB3 9DD
RePEc:edi:fecamuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Onatski, A. & Wang, C., 2018. "Extreme canonical correlations and high-dimensional cointegration analysis," Cambridge Working Papers in Economics 1805, Faculty of Economics, University of Cambridge.
  2. Johnstone, I. M & Onatski, A., 2018. "Testing in High-Dimensional Spiked Models," Cambridge Working Papers in Economics 1806, Faculty of Economics, University of Cambridge.
  3. Dharmawansa, P. & Johnstone, I. M & Onatski, A., 2018. "Local Asymptotic Normality of the Spectrum of High-Dimensional Spiked F-Ratios," Cambridge Working Papers in Economics 1807, Faculty of Economics, University of Cambridge.
  4. Onatski, A., 2018. "Asymptotics of the principal components estimator of large factor models with weak factors and i.i.d. Gaussian noise," Cambridge Working Papers in Economics 1808, Faculty of Economics, University of Cambridge.
  5. Alexei Onatski & Chen Wang, 2016. "Alternative Asymptotics for Cointegration Tests in Large VARs," Cambridge Working Papers in Economics 1637, Faculty of Economics, University of Cambridge.
  6. Marc Hallin & Marcelo Moreira J. & Alexei Onatski, 2013. "Group Invariance, Likelihood Ratio Tests, and the Incidental Parameter Problem in a High-Dimensional Linear Model," Working Papers ECARES ECARES 2013-04, ULB -- Universite Libre de Bruxelles.
  7. Alexei Onatski & Marcelo Moreira J. & Marc Hallin, 2012. "Signal Detection in High Dmension: The Multispiked Case," Working Papers ECARES ECARES 2012-036, ULB -- Universite Libre de Bruxelles.
  8. Alexei Onatski & Marcelo Moreira J. & Marc Hallin, 2011. "Asymptotic Power of Sphericity Tests for High-Dimensional Data," Working Papers ECARES ECARES 2011-018, ULB -- Universite Libre de Bruxelles.
  9. Marc Henry & Alexei Onatski, 2011. "Set Coverage and Robust Policy," CIRANO Working Papers 2011s-61, CIRANO.
  10. Alexei Onatski & Francisco J. Ruge-Murcia, 2010. "Factor Analysis of a Large DSGE Model," Working Paper series 50_10, Rimini Centre for Economic Analysis.
  11. Onatski, Alexei & Uhlig, Harald, 2009. "Unit Roots in White Noise," MPRA Paper 14057, University Library of Munich, Germany.
  12. Harald Uhlig & Alexei Onatski, 2009. "Unit Roots in White Noise," Working Papers 2009-004, Becker Friedman Institute for Research In Economics.
  13. A. Onatski & V. Karguine, 2005. "Curve Forecasting by Functional Autoregression," Computing in Economics and Finance 2005 59, Society for Computational Economics.
  14. Andrew T. Levin & Alexei Onatski & John C. Williams & Noah Williams, 2005. "Monetary Policy Under Uncertainty in Micro-Founded Macroeconometric Models," NBER Working Papers 11523, National Bureau of Economic Research, Inc.
  15. Alexei Onatski & Slava Kargin, 2004. "Dynamics of Interest Rate Curve by Functional Auto-regression," Econometric Society 2004 North American Summer Meetings 229, Econometric Society.
  16. Alexei Onatski & Noah Williams, 2003. "Modeling Model Uncertainty," NBER Working Papers 9566, National Bureau of Economic Research, Inc.
  17. Noah Williams & Alexei Onatski, 2003. "Robust Monetary Policy Rules for the Short and Long Run," Computing in Economics and Finance 2003 185, Society for Computational Economics.
  18. Michael Kremer & Alexei Onatski & James Stock, 2001. "Searching for Prosperity," NBER Working Papers 8250, National Bureau of Economic Research, Inc.
  19. Alexei Onatski, 2000. "Minimax Analysis of Monetary Policy Under Model Uncertainty," Econometric Society World Congress 2000 Contributed Papers 1818, Econometric Society.
  20. Alexei Onatski & James H. Stock, 2000. "Robust Monetary Policy Under Model Uncertainty in a Small Model of the U.S. Economy," NBER Working Papers 7490, National Bureau of Economic Research, Inc.

Articles

  1. Alexei Onatski & Chen Wang, 2018. "Alternative Asymptotics for Cointegration Tests in Large VARs," Econometrica, Econometric Society, vol. 86(4), pages 1465-1478, July.
  2. Onatski, Alexei, 2015. "Asymptotic analysis of the squared estimation error in misspecified factor models," Journal of Econometrics, Elsevier, vol. 186(2), pages 388-406.
  3. Alexei Onatski & Francisco Ruge‐Murcia, 2013. "Factor Analysis Of A Large Dsge Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(6), pages 903-928, September.
  4. Henry, Marc & Onatski, Alexei, 2012. "Set coverage and robust policy," Economics Letters, Elsevier, vol. 115(2), pages 256-257.
  5. Onatski, Alexei & Uhlig, Harald, 2012. "Unit Roots In White Noise," Econometric Theory, Cambridge University Press, vol. 28(3), pages 485-508, June.
  6. Onatski, Alexei, 2012. "Asymptotics of the principal components estimator of large factor models with weakly influential factors," Journal of Econometrics, Elsevier, vol. 168(2), pages 244-258.
  7. Alexei Onatski, 2010. "Determining the Number of Factors from Empirical Distribution of Eigenvalues," The Review of Economics and Statistics, MIT Press, vol. 92(4), pages 1004-1016, November.
  8. Alexei Onatski, 2009. "Testing Hypotheses About the Number of Factors in Large Factor Models," Econometrica, Econometric Society, vol. 77(5), pages 1447-1479, September.
  9. Kargin, V. & Onatski, A., 2008. "Curve forecasting by functional autoregression," Journal of Multivariate Analysis, Elsevier, vol. 99(10), pages 2508-2526, November.
  10. Onatski, Alexei, 2006. "Winding number criterion for existence and uniqueness of equilibrium in linear rational expectations models," Journal of Economic Dynamics and Control, Elsevier, vol. 30(2), pages 323-345, February.
  11. Noah Williams & Alexei Onatski, 2004. "Empirical and policy performance of a forward-looking monetary model," Proceedings, Federal Reserve Bank of San Francisco, issue mar.
  12. Alexei Onatski & Noah Williams, 2003. "Modeling Model Uncertainty," Journal of the European Economic Association, MIT Press, vol. 1(5), pages 1087-1122, September.
  13. Kremer, Michael & Onatski, Alexei & Stock, James, 2001. "Searching for prosperity," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 55(1), pages 275-303, December.
  14. Alexei Onatski & James H. Stock, 1999. "Robust monetary policy under model uncertainty in a small model of the U.S. economy," Proceedings, Federal Reserve Bank of San Francisco.

Chapters

  1. Andrew T. Levin & Alexei Onatski & John Williams & Noah M. Williams, 2006. "Monetary Policy Under Uncertainty in Micro-Founded Macroeconometric Models," NBER Chapters, in: NBER Macroeconomics Annual 2005, Volume 20, pages 229-312, National Bureau of Economic Research, Inc.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Citations, Weighted by Simple Impact Factor
  2. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  3. Number of Citations, Weighted by Recursive Impact Factor
  4. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  5. Number of Citations, Weighted by Number of Authors
  6. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  7. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  8. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  9. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  10. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  11. Number of Registered Citing Authors
  12. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  13. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  14. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  15. Euclidian citation score
  16. Wu-Index

Co-authorship network on CollEc

Featured entries

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. New Economic School Alumni

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 17 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (12) 2002-11-18 2004-04-12 2005-11-19 2009-03-22 2010-12-11 2011-08-15 2012-11-03 2013-01-26 2016-06-25 2018-02-26 2018-02-26 2018-02-26. Author is listed
  2. NEP-ETS: Econometric Time Series (4) 2005-11-19 2009-03-22 2016-06-25 2018-02-26
  3. NEP-MAC: Macroeconomics (4) 2004-10-30 2005-08-13 2005-11-19 2018-02-26
  4. NEP-MON: Monetary Economics (3) 2000-01-11 2004-10-30 2005-08-13
  5. NEP-CBA: Central Banking (2) 2005-08-13 2010-12-11
  6. NEP-CIS: Confederation of Independent States (1) 2011-10-22
  7. NEP-DEV: Development (1) 2001-05-02
  8. NEP-DGE: Dynamic General Equilibrium (1) 2010-12-11
  9. NEP-FMK: Financial Markets (1) 2005-08-13
  10. NEP-FOR: Forecasting (1) 2005-11-19
  11. NEP-NET: Network Economics (1) 2016-06-25
  12. NEP-ORE: Operations Research (1) 2018-02-26
  13. NEP-RMG: Risk Management (1) 2002-11-18
  14. NEP-TUR: Tourism Economics (1) 2011-10-22

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