Anna Bykhovskaya, Assistant Professor

Contact Info:

Office Location:	202 Social Sciences, Durham, NC 27708
Email Address:
Web Page:	https://annabykhovskaya.com/

Teaching (Spring 2025):

• 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 105, Th 06:30 PM-07:20 PM

Education:

Ph.D.

Yale University

2019

Keywords:

Economic time series analysis • Time series analysis • Time series, auto-correlation, regression, etc.

Recent Publications   (More Publications)

1. Bykhovskaya, A; Duffy, JA, The local to unity dynamic Tobit model, Journal of Econometrics, vol. 241 no. 2 (April, 2024) [doi]  [abs]
2. Bykhovskaya, A; Gorin, V, COINTEGRATION IN LARGE VARS, Annals of Statistics, vol. 50 no. 3 (June, 2022), pp. 1593-1617 [doi]  [abs]
3. 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]
4. 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]
5. Bykhovskaya, A, Stability in matching markets with peer effects, Games and Economic Behavior, vol. 122 (July, 2020), pp. 28-54 [doi]  [abs]