Concepedia

Alexei Onatski

AO

26

Publications

2.9K

Citations

20

H-Index

2000

Active since

Affiliations

Columbia University(Current)

University of Cambridge

Princeton University

Harvard University

National Bureau of Economic Research

Alexei Onatski is an author at Columbia University specializing in statistics, business, and econometrics.

Top concepts

StatisticsBusinessEconomicsEconometricsFinanceEngineeringMacroeconomicsFactor AnalysisEconomic AnalysisStatistical Inference

Publications per year

2000–2021

26

Publications

26

Determining the Number of Factors from Empirical Distribution of Eigenvalues

Alexei Onatski · The Review of Economics and Statistics · 2010 · 677 citations · Full text

Spectral Theory, Engineering, Applied Econometrics +17

Testing Hypotheses About the Number of Factors in Large Factor Models

Alexei Onatski · Econometrica · 2009 · 428 citations

Empirical Finance, Factor Models, Macroeconomic Forecasting +19

Asymptotics of the principal components estimator of large factor models with weakly influential factors

Alexei Onatski · Journal of Econometrics · 2012 · 316 citations

Weakly Influential Factors, Parallel Analysis, Latent Modeling +8

ROBUST MONETARY POLICY UNDER MODEL UNCERTAINTY IN A SMALL MODEL OF THE U.S. ECONOMY

Alexei Onatski, James H. Stock · Macroeconomic Dynamics · 2002 · 200 citations

Monetary Policy, Economics, Bayesian Decision Theory +14

Monetary Policy under Uncertainty in Micro-Founded Macroeconometric Models

Andrew Levin, Alexei Onatski, John C. Williams et al. · NBER Macroeconomics Annual · 2005 · 144 citations · Full text

Monetary Policy, Economics, Central Bank +11

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