Research

Matching

Stability in Matching Markets with Peer Effects, Games and Economic Behavior, 2019 (forthcoming)

Networks

Time Series Approach to the Evolution of Networks: Prediction and Estimation
Supplementary material, 2019 (submitted)

Cointegration

Cointegration in Large VARs
(with Vadim Gorin), draft coming soon

Local to Unity Regression

Point Optimal Testing with Roots that are Functionally Local to Unity
(with Peter C.B. Phillips), Journal of Econometrics, 2018 (forthcoming)

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