Cointegration in large VARs A Bykhovskaya, V Gorin The Annals of Statistics 50 (3), 1593-1617, 2022 | 20 | 2022 |
Time series approach to the evolution of networks: Prediction and estimation A Bykhovskaya Journal of Business & Economic Statistics 41 (1), 170-183, 2022 | 19* | 2022 |
Point optimal testing with roots that are functionally local to unity A Bykhovskaya, PCB Phillips Journal of Econometrics 219 (2), 231-259, 2020 | 14 | 2020 |
Boundary limit theory for functional local to unity regression A Bykhovskaya, PCB Phillips Journal of Time Series Analysis 39 (4), 523-562, 2018 | 14 | 2018 |
Asymptotics of cointegration tests for high-dimensional VAR (k) A Bykhovskaya, V Gorin Review of Economics and Statistics, 1-38, 2024 | 10 | 2024 |
Stability in matching markets with peer effects A Bykhovskaya Games and Economic Behavior 122, 28-54, 2020 | 9 | 2020 |
High-dimensional canonical correlation analysis A Bykhovskaya, V Gorin arXiv preprint arXiv:2306.16393, 2023 | 5 | 2023 |
The local to unity dynamic Tobit model A Bykhovskaya, JA Duffy Journal of Econometrics 241 (2), 105764, 2024 | 2 | 2024 |
Canonical Correlation Analysis: Review A Bykhovskaya, V Gorin arXiv preprint arXiv:2411.15625, 2024 | | 2024 |
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 |