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~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Cambridge-INET working papers"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"International economic review"
~isPartOf:"The American journal of economics and sociology"
~person:"Onatski, Alexei"
~subject:"Heteroskedastizität"
~subject:"Statistische Verteilung"
~subject:"Time series analysis"
~subject:"USA"
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Spurious factor analysis
Onatski, Alexei
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Wang, Chen
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2020
Persistent link: https://www.econbiz.de/10012793091
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Asymptotics of the principal components estimator of large factor models with weak factors and i.i.d. Gaussian noise
Onatski, Alexei
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2018
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This draft: August, 2007
Persistent link: https://www.econbiz.de/10012667616
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Extreme canonical correlations and high-dimensional cointegration analysis
Onatski, Alexei
;
Wang, Chen
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2017
Persistent link: https://www.econbiz.de/10012667643
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4
Alternative asymptotics for cointegration tests in large VARs
Onatski, Alexei
;
Wang, Chen
-
2016
Persistent link: https://www.econbiz.de/10011538884
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