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A

Alexei Onatski

university of cambridge

21H指数
79论文数
3.3K被引数
收录论文 12
发表时间
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The smallest singular value of large random rectangular Toeplitz and circulant matrices大随机矩形Toeplitz和循环矩阵的最小奇异值
errElectronic Journal of Probability
IF1.1
err2026-01-01
err0
PREAI
errOnatski, Alexei; Kargin, Vladislav
err分享
err收藏
Spurious Factor Analysis杂散因子分析
errECONOMETRICA
IF7.1
err2021-01-01
err14
errOAAI
errOnatski, Alexei; Wang, Chen
err分享
err收藏
TESTING IN HIGH-DIMENSIONAL SPIKED MODELS
errANNALS OF STATISTICS
IF3.7
err2020-06-01
err26
errOAAI
errJohnstone, Iain M.; Onatski, Alexei
err分享
err收藏
Extreme canonical correlations and high-dimensional cointegration analysis
errJOURNAL OF ECONOMETRICS
IF4
err2019-09-01
err5
errOAAI
errOnatski, Alexei; Wang, Chen
err分享
err收藏
Alternative Asymptotics for Cointegration Tests in Large VARs
errECONOMETRICA
IF7.1
err2018-01-01
err26
errOAAI
errOnatski, Alexei; Wang, Chen
err分享
err收藏
Asymptotic analysis of the squared estimation error in misspecified factor models
errJOURNAL OF ECONOMETRICS
IF4
err2015-06-01
err22
errOAAI
errOnatski, Alexei
err分享
err收藏
SIGNAL DETECTION IN HIGH DIMENSION: THE MULTISPIKED CASE
errANNALS OF STATISTICS
IF3.7
err2014-02-01
err47
errOAAI
errOnatski, Alexei; Moreira, Marcelo J.; Hallin, Marc
err分享
err收藏
ASYMPTOTIC POWER OF SPHERICITY TESTS FOR HIGH-DIMENSIONAL DATA
errANNALS OF STATISTICS
IF3.7
err2013-06-01
err99
errOAAI
errOnatski, Alexei; Moreira, Marcelo J.; Hallin, Marc
err分享
err收藏
Asymptotics of the principal components estimator of large factor models with weakly influential factors
errJOURNAL OF ECONOMETRICS
IF4
err2012-06-01
err162
PREAI
errOnatski, Alexei
err分享
err收藏
DETERMINING THE NUMBER OF FACTORS FROM EMPIRICAL DISTRIBUTION OF EIGENVALUES
errREVIEW OF ECONOMICS AND STATISTICS
IF6.8
err2010-11-01
err370
errOAAI
errOnatski, Alexei
err分享
err收藏
TESTING HYPOTHESES ABOUT THE NUMBER OF FACTORS IN LARGE FACTOR MODELS
errECONOMETRICA
IF7.1
err2009-01-01
err272
PREAI
errOnatski, Alexei
err分享
err收藏
WHAT MEASURE OF INFLATION SHOULD A CENTRAL BANK TARGET?
errJOURNAL OF THE EUROPEAN ECONOMIC ASSOCIATION
IF3.3
err2003-09-01
err70
errOAAI
errOnatski, Alexei; Williams, Noah
err分享
err收藏

研究方向

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合作学者
合作期刊
I
Iain M. Johnstone
H 指数: 57 · 论文数: 192
M
Marc Hallin
H 指数: 44 · 论文数: 521
N
Noah Williams
H 指数: 25 · 论文数: 84
M
Marcelo J. Moreira
H 指数: 20 · 论文数: 67
V
Vladislav Kargin
H 指数: 12 · 论文数: 83
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