| Anna Bykhovskaya, Assistant Professor
- Contact Info:
Teaching (Spring 2024):
- ECON 612.01, TIME SERIES ECONOMETRICS
Synopsis
- Social Sciences 119, MW 04:40 PM-05:55 PM
- ECON 707D.001, ECONOMETRICS II
Synopsis
- Social Sciences 136, TuTh 01:25 PM-02:40 PM
- ECON 707D.01D, ECONOMETRICS II
Synopsis
- Social Sciences 113, Th 06:30 PM-07:20 PM
- ECON 707D.02D, ECONOMETRICS II
Synopsis
- Social Sciences 136, Th 06:30 PM-07:20 PM
Teaching (Fall 2024):
- ECON 883.07, TOPICS IN ECONOMETRICS
Synopsis
- Social Sciences 113, W 03:05 PM-05:35 PM
- Education:
- Keywords:
- Economic time series analysis • Time series analysis • Time series, auto-correlation, regression, etc.
- Recent Publications
- Bykhovskaya, A; Gorin, V, COINTEGRATION IN LARGE VARS,
Annals of Statistics, vol. 50 no. 3
(June, 2022),
pp. 1593-1617 [doi] [abs]
- Bykhovskaya, A, Time Series Approach to the Evolution of Networks: Prediction and Estimation,
Journal of Business and Economic Statistics, vol. 41 no. 1
(January, 2022),
pp. 170-183 [doi] [abs]
- Bykhovskaya, A; Phillips, PCB, Point optimal testing with roots that are functionally local to unity,
Journal of Econometrics, vol. 219 no. 2
(December, 2020),
pp. 231-259 [doi] [abs]
- Bykhovskaya, A, Stability in matching markets with peer effects,
Games and Economic Behavior, vol. 122
(July, 2020),
pp. 28-54 [doi] [abs]
- Bykhovskaya, A; Phillips, PCB, Boundary Limit Theory for Functional Local to Unity Regression,
Journal of Time Series Analysis, vol. 39 no. 4
(July, 2018),
pp. 523-562 [doi] [abs]
|