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Anna Bykhovskaya
Anna Bykhovskaya
Verified email at duke.edu - Homepage
Title
Cited by
Cited by
Year
Time series approach to the evolution of networks: Prediction and estimation
A Bykhovskaya
Journal of Business & Economic Statistics 41 (1), 170-183, 2022
14*2022
Cointegration in large VARs
A Bykhovskaya, V Gorin
The Annals of Statistics 50 (3), 1593-1617, 2022
132022
Point optimal testing with roots that are functionally local to unity
A Bykhovskaya, PCB Phillips
Journal of econometrics 219 (2), 231-259, 2020
132020
Boundary limit theory for functional local to unity regression
A Bykhovskaya, PCB Phillips
Journal of Time Series Analysis 39 (4), 523-562, 2018
122018
Stability in matching markets with peer effects
A Bykhovskaya
Games and Economic Behavior 122, 28-54, 2020
82020
Asymptotics of Cointegration Tests for High-Dimensional VAR()
A Bykhovskaya, V Gorin
arXiv preprint arXiv:2202.07150, 2022
62022
High-Dimensional Canonical Correlation Analysis
A Bykhovskaya, V Gorin
arXiv preprint arXiv:2306.16393, 2023
12023
The local to unity dynamic Tobit model
A Bykhovskaya, JA Duffy
arXiv preprint arXiv:2210.02599, 2022
12022
LARGEVARS: AN R PACKAGE FOR TESTING LARGE VARS FOR THE PRESENCE OF COINTEGRATION
A BYKHOVSKAYA, V GORIN, E KISS
2023
TIME SERIES APPROACH TO THE EVOLUTION OF NETWORKS: PREDICTION AND ESTIMATION. SUPPLEMENTARY MATERIAL.
A BYKHOVSKAYA
2021
COINTEGRATION IN LARGE VARS BY ANNA BYKHOVSKAYA VADIM GORIN
A BYKHOVSKAYA
arXiv preprint arXiv:2006.14179, 2020
2020
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