Research

High-Dimensional Econometrics and Data Analysis

How Weak are Weak Factors? Uniform Inference for Signal Strength in Signal Plus Noise Models
(with Vadim Gorin and Sasha Sodin), 2025

Canonical Correlation Analysis: Review
(with Vadim Gorin), 2025

High-Dimensional Canonical Correlation Analysis
(with Vadim Gorin), 2025

Asymptotics of Cointegration Tests for High-Dimensional VAR(k)
(with Vadim Gorin), Review of Economics and Statistics, forthcoming
Largevars: An R Package for Testing Large VARs for the Presence of Cointegration
(with Vadim Gorin and Eszter Kiss)

Cointegration in Large VARs
(with Vadim Gorin), Annals of Statistics, Vol. 50, No. 3, 2022

Networks

Time Series Approach to the Evolution of Networks: Prediction and Estimation
Supplementary material, Journal of Business & Economic Statistics, Vol. 41, No. 1, 2023

Local to Unity Regression

Estimation of a Dynamic Tobit Model with a Unit Root
(with James A. Duffy), 2025

The Local to Unity Dynamic Tobit Model
(with James A. Duffy), Journal of Econometrics, Vol. 241, No. 2, 2024

Point Optimal Testing with Roots that are Functionally Local to Unity
(with Peter C.B. Phillips), Journal of Econometrics, Vol. 219, No. 2, 2020

Boundary Limit Theory for Functional Local to Unity Regressions
(with Peter C.B. Phillips), Journal of Time Series Analysis, Vol. 39, No. 4, 2018

Matching and Market Design

Stability in Matching Markets with Peer Effects,
Games and Economic Behavior, Vol. 122, July 2020.