Alexei Onatski

7 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-8299-1113

Faculty of Economics, University of Cambridge

Publications

• Trace test for high-dimensional cointegration — The Annals of Statistics 2026 (name-matched, not ORCID-linked)
• Spurious Factor Analysis — Econometrica 2021
• Testing in high-dimensional spiked models — The Annals of Statistics 2020
• Alternative Asymptotics for Cointegration Tests in Large VARs — Econometrica 2018
• Signal detection in high dimension: The multispiked case — The Annals of Statistics 2014
• Asymptotic power of sphericity tests for high-dimensional data — The Annals of Statistics 2013
• Testing Hypotheses About the Number of Factors in Large Factor Models — Econometrica 2009