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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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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
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Bandwidth choice, optimal rates and adaptivity in semiparametric estimation of long memory
Henry, Marc - In: Long memory in economics : with 50 tables, (pp. 157-172). 2006
Persistent link: https://www.econbiz.de/10003375637
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Estimating ambiguity
Henry, Marc (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001654938
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Testing hypothesis about the number of factors in large factor models
Onatski, Alexei - In: Econometrica : journal of the Econometric Society, an … 77 (2009) 5, pp. 1447-1479
Persistent link: https://www.econbiz.de/10003914912
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Empirical and policy performance of a forward-looking monetary model
Onatski, Alexei; Williams, Noah - In: Journal of applied econometrics 25 (2010) 1, pp. 145-176
Persistent link: https://www.econbiz.de/10008666811
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Factor analysis of a large DSGE model
Onatski, Alexei; Ruge-Murcia, Francisco Javier - 2010
Persistent link: https://www.econbiz.de/10008737311
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Alternative asymptotics for cointegration tests in large VARs
Onatski, Alexei; Wang, Chen - 2016
Persistent link: https://www.econbiz.de/10011538884
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Curve forecasting by functional autoregression
Kargin, V. (contributor); Onatski, Alexei (contributor) - 2004
Persistent link: https://www.econbiz.de/10003244027