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Anna Bykhovskaya
Anna Bykhovskaya
Bestätigte E-Mail-Adresse bei duke.edu - Startseite
Titel
Zitiert von
Zitiert von
Jahr
Cointegration in large VARs
A Bykhovskaya, V Gorin
The Annals of Statistics 50 (3), 1593-1617, 2022
202022
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
142020
Boundary limit theory for functional local to unity regression
A Bykhovskaya, PCB Phillips
Journal of Time Series Analysis 39 (4), 523-562, 2018
142018
Asymptotics of cointegration tests for high-dimensional VAR (k)
A Bykhovskaya, V Gorin
Review of Economics and Statistics, 1-38, 2024
102024
Stability in matching markets with peer effects
A Bykhovskaya
Games and Economic Behavior 122, 28-54, 2020
92020
High-dimensional canonical correlation analysis
A Bykhovskaya, V Gorin
arXiv preprint arXiv:2306.16393, 2023
52023
The local to unity dynamic Tobit model
A Bykhovskaya, JA Duffy
Journal of Econometrics 241 (2), 105764, 2024
22024
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
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