معرفی
Alexey Onatskiy is a Professor of Econometrics at the Faculty of Economics, University of Cambridge, and serves as Theme Coordinator at the Janeway Institute. He also directs the MPhil in Data Science program. His research focuses on econometrics, statistics, factor models, and large random matrices.
- PhD, Harvard University (2001)
- Formerly at Columbia University (2001–2010)
- Current affiliation at Cambridge since 2010
Research Interests encompass high-dimensional statistical inference, factor models, and applications of random matrix theory to econometrics. His work addresses challenges in cointegration, unit root testing, and spectral analysis of large datasets.
Article Trends include methodological advancements in factor model validation, asymptotic theory for high-dimensional time series, and spectral distribution analysis. Key themes are econometric theory, statistical robustness, and computational economics.
Advising roles include supervision of PhD students Yinfeng Zeng, Christian Tien, and Radu Cristea, with research topics spanning causal inference, factor models, and policy analysis.
Collaborations include affiliation with the Janeway Institute and Churchill College.
