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Set coverage and robust policy
Henry, Marc; Onatski, Alexei - In: Economics letters 115 (2012) 2, pp. 256-257
Persistent link: https://www.econbiz.de/10009619867
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Set Coverage and Robust Policy
Henry, Marc - 2011
Persistent link: https://www.econbiz.de/10013119244
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"Set Coverage and Robust Policy"
Henry, Marc; Onatski, Alexei - Center for International Research on the Japanese … - 2011
We show that con¯dence regions covering the identified set may be preferable to con¯dence regions covering each of its points in robust control applications.
Persistent link: https://www.econbiz.de/10009395789
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Set Coverage and Robust Policy
Henry, Marc; Onatski, Alexei - 2011
Persistent link: https://www.econbiz.de/10014176736
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Determining the number of factors from empirical distribution of eigenvalues
Onatski, Alexei - In: The review of economics and statistics 92 (2010) 4, pp. 1004-1016
Persistent link: https://www.econbiz.de/10008746351
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Asymptotic analysis of the squared estimation error in misspecified factor models
Onatski, Alexei - In: Journal of econometrics 186 (2015) 2, pp. 388-406
Persistent link: https://www.econbiz.de/10011349455
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Asymptotics of the principal components estimator of large factor models with weakly influential factors
Onatski, Alexei - In: Journal of econometrics 168 (2012) 2, pp. 244-258
Persistent link: https://www.econbiz.de/10009612743
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Winding number criterion for existence and uniqueness of equilibrium in linear rational expectations models
Onatski, Alexei - In: Journal of economic dynamics & control 30 (2006) 2, pp. 323-345
Persistent link: https://www.econbiz.de/10003269298
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Determining the number of factors from empirical distribution of eigenvalues
Onatski, Alexei (contributor) - 2005
Persistent link: https://www.econbiz.de/10003244047
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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 - 2018 - This draft: August, 2007
Persistent link: https://www.econbiz.de/10012667616