Curve forecasting by functional autoregression von Kargin, V., Onatski, A.

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Set coverage and robust policy von Henry, Marc, Onatski, Alexei

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Winding number criterion for existence and uniqueness of equilibrium in linear rational expectations models von Onatski, Alexei

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Empirical and policy performance of a forward-looking monetary model von Onatski, Alexei, Williams, Noah

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ROBUST MONETARY POLICY UNDER MODEL UNCERTAINTY IN A SMALL MODEL OF THE U.S. ECONOMY von Onatski, Alexei, Stock, James H.

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Alternative Asymptotics for Cointegration Tests in Large VARs von Onatski, A, Wang, C

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Asymptotic analysis of the squared estimation error in misspecified factor models von Onatski, A

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Asymptotics of the principal components estimator of large factor models with weak factors and i.i.d. Gaussian noise von Onatski, A

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Detection of weak signals in high-dimensional complex-valued data von Onatski, A

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Testing in high-dimensional spiked models von Johnstone, IM, Onatski, A

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Asymptotics of the principal components estimator of large factor models with weak factors and i.i.d. Gaussian noise von Onatski, A.

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Spurious Factor Analysis von Onatski, A, Wang, C

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Spurious Factor Analysis von Onatski, A., Wang, C.

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Extreme canonical correlations and high-dimensional cointegration analysis von Onatski, A, Wang, C

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Model uncertainty and macroeconomics von Clark, T E, McCracken, M W, Korenok, O, Radchenko, S, Swanson, N R, Fukac, M, Pagan, A, Banbura, M, Giannone, D, Reichlin, L, Justiniano, A, Preston, B, Edge, R M, Laubach, T, Williams, J C, Onatski, A, Williams, N, Lubik, T A, Surico, P

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Alternative Asymptotics for Cointegration Tests in Large VARs von Onatski, A., Wang, C.

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Extreme canonical correlations and high-dimensional cointegration analysis von Onatski, A., Wang, C.

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Alternative Asymptotics for Cointegration Tests in Large VARs von Onatski, A, Wang, C

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Testing in High-Dimensional Spiked Models von Johnstone, I. M, Onatski, A

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Group invariance, likelihood ratio tests, and the incidental parameter problem in a high-dimensional linear model von Hallin, Marc

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