Matching
Stability in Matching Markets with Peer Effects,
Games and Economic Behavior, Vol. 122, July 2020.
Networks
Time Series Approach to the Evolution of Networks: Prediction and Estimation
Supplementary material, 2020 (submitted)
Cointegration
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
