Publications of Anna Bykhovskaya    :chronological  alphabetical  combined  bibtex listing:

Journal Articles

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]
6. 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]