//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"free"
~isPartOf:"Cambridge-INET working papers"
~language:"eng"
~person:"Onatski, Alexei"
~type:"book"
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Correlation
2
Estimation theory
2
Korrelation
2
Schätztheorie
2
Theorie
2
Theory
2
Time series analysis
2
Zeitreihenanalyse
2
phase transition
2
Cointegration
1
Factor analysis
1
Faktorenanalyse
1
Forecasting model
1
High-dimensional random walk
1
Kointegration
1
Large factor models
1
Likelihood ratio test
1
Local Asymptotic Normality
1
Marčenko-Pastur law
1
Prognoseverfahren
1
Random Walk
1
Random walk
1
Regression analysis
1
Regressionsanalyse
1
Spiked F-ratio
1
Statistical distribution
1
Statistical test
1
Statistische Verteilung
1
Statistischer Test
1
Wachter distribution
1
asymptotic distribution
1
asymptotic normality of eigenvalues
1
canonical correlations
1
cointegration
1
extreme canonical correlations
1
hypergeometric function
1
inconsistency
1
limits of statistical experiments
1
matrix denoising
1
multiple response regression
1
more ...
less ...
Online availability
All
Free
Type of publication
All
Book / Working Paper
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
4
Graue Literatur
2
Non-commercial literature
2
Arbeitspapier
1
Working Paper
1
Language
All
English
Author
All
Onatski, Alexei
Corsetti, Giancarlo
8
Linton, Oliver
6
Goyal, Sanjeev
4
Elliott, Matthew
3
Loyd, Simon P.
3
Mohaddes, Kamiar
3
Ahmed, Muhammad Farid
2
Baumann, Leonie
2
Crowley, Meredith A.
2
Dedola, Luca
2
Erce, Aitor
2
Golub, Benjamin
2
Gottfries, Axel
2
Iyer, Sriya
2
Jochmans, Koen
2
Johnstone, Iain M.
2
Moisan, Frédéric
2
Pesaran, M. Hashem
2
Rodnyansky, Alexander
2
Satchell, Stephen
2
Shrivastava, Anand
2
Teulings, Coen N.
2
Uy, Timothy
2
Agranov, Marina
1
Alcover, Maria
1
Ari, Anil
1
Auld, Tom
1
Ball, Ian
1
Boneva, Lena
1
Brendon, Charles
1
Cardoso, Felipe M.
1
Carvalho, Vasco M.
1
Chatterjee, Shoumitro
1
Chaudhary, Latika
1
Chen, Jia
1
Choi, Syngjoo
1
Chudik, Alexander
1
Couharde, Cécile
1
Dai, Ruochen
1
more ...
less ...
Published in...
All
Cambridge-INET working papers
Cambridge working papers in economics
4
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
2
Local asymptotic normality of the spectrum of high-dimensional spiked F-ratios
Dharmawansa, Prathapasinghe
;
Johnstone, Iain M.
; …
-
2018
Persistent link: https://www.econbiz.de/10012667601
Saved in:
3
Testing in high-dimensional spiked models
Johnstone, Iain M.
;
Onatski, Alexei
-
2018
Persistent link: https://www.econbiz.de/10012667588
Saved in:
4
Extreme canonical correlations and high-dimensional cointegration analysis
Onatski, Alexei
;
Wang, Chen
-
2017
Persistent link: https://www.econbiz.de/10012667643
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->