High-Dimensional Time Series: Cointegration

Cointegration in Large VARs
(with Vadim Gorin), 2021 (revision requested)

Asymptotics of Cointegration Tests for High-Dimensional VAR(k)
(with Vadim Gorin), 2021 (available upon request)


Time Series Approach to the Evolution of Networks: Prediction and Estimation
Supplementary material, Journal of Business & Economic Statistics, forthcoming, 2021

Local to Unity Regression

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.