High-Dimensional Time Series: Cointegration
Cointegration in Large VARs
(with Vadim Gorin), Annals of Statistics, Vol. 50, No. 3, 2022
Asymptotics of Cointegration Tests for High-Dimensional VAR(k)
(with Vadim Gorin), 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
The Local to Unity Dynamic Tobit Model
(with James A. Duffy), 2022
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.
Anna Bykhovskaya 