The following pages link to Alexei Onatski (Q366965):
Displaying 19 items.
- Asymptotic power of sphericity tests for high-dimensional data (Q366967) (← links)
- Set coverage and robust policy (Q433183) (← links)
- Asymptotic analysis of the squared estimation error in misspecified factor models (Q494175) (← links)
- Asymptotics of the principal components estimator of large factor models with weakly influential factors (Q527936) (← links)
- Winding number criterion for existence and uniqueness of equilibrium in linear rational expectations models (Q956505) (← links)
- Curve forecasting by functional autoregression (Q957330) (← links)
- Testing in high-dimensional spiked models (Q2196218) (← links)
- Extreme canonical correlations and high-dimensional cointegration analysis (Q2323383) (← links)
- The Tracy-Widom limit for the largest eigenvalues of singular complex Wishart matrices (Q2426602) (← links)
- Signal detection in high dimension: the multispiked case (Q2448730) (← links)
- UNIT ROOTS IN WHITE NOISE (Q2890701) (← links)
- Testing Hypotheses About the Number of Factors in Large Factor Models (Q3653231) (← links)
- (Q4549700) (← links)
- Alternative Asymptotics for Cointegration Tests in Large VARs (Q4682715) (← links)
- Spectral distribution of the sample covariance of high-dimensional time series with unit roots (Q5037813) (← links)
- DETECTION OF WEAK SIGNALS IN HIGH-DIMENSIONAL COMPLEX-VALUED DATA (Q5416403) (← links)
- Spurious Factor Analysis (Q5860017) (← links)
- Spin glass to paramagnetic transition and triple point in spherical SK model (Q6614686) (← links)
- An edge CLT for the log determinant of Wigner ensembles (Q6632596) (← links)
