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