Research

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), 2021 (submitted)

Asymptotics of Cointegration Tests for High-Dimensional 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, 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