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
13 2022 Point optimal testing with roots that are functionally local to unity A Bykhovskaya, PCB Phillips
Journal of econometrics 219 (2), 231-259, 2020
13 2020 Boundary limit theory for functional local to unity regression A Bykhovskaya, PCB Phillips
Journal of Time Series Analysis 39 (4), 523-562, 2018
12 2018 Stability in matching markets with peer effects A Bykhovskaya
Games and Economic Behavior 122, 28-54, 2020
8 2020 Asymptotics of Cointegration Tests for High-Dimensional VAR( ) A Bykhovskaya, V Gorin
arXiv preprint arXiv:2202.07150, 2022
6 2022 High-Dimensional Canonical Correlation Analysis A Bykhovskaya, V Gorin
arXiv preprint arXiv:2306.16393, 2023
1 2023 The local to unity dynamic Tobit model A Bykhovskaya, JA Duffy
arXiv preprint arXiv:2210.02599, 2022
1 2022 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