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


Time Series Approach to the Evolution of Networks: Prediction and Estimation
Supplementary material, 2020 (submitted)


Cointegration in Large VARs
(with Vadim Gorin), 2020

Jacobi Ensemble and Cointegration in VAR(k)
(with Vadim Gorin), in preparation

Local to Unity Regression

Point Optimal Testing with Roots that are Functionally Local to Unity
(with Peter C.B. Phillips), Journal of Econometrics, 2020 (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