Anna Bykhovskaya

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
How weak are weak factors? Uniform inference for signal strength in signal plus noise models (available as arXiv preprint)	2026-01-01	Paper
Time Series Approach to the Evolution of Networks: Prediction and Estimation Journal of Business and Economic Statistics	2024-08-13	Paper
Canonical Correlation Analysis: review (available as arXiv preprint)	2024-01-01	Paper
High-Dimensional Canonical Correlation Analysis	2023-06-28	Paper
High-Dimensional Canonical Correlation Analysis (available as arXiv preprint)	2023-01-01	Paper
The Local to Unity Dynamic Tobit Model	2022-10-05	Paper
Cointegration in large VARs The Annals of Statistics	2022-06-24	Paper
Asymptotics of Cointegration Tests for High-Dimensional VAR(k)	2022-02-14	Paper
Asymptotics of Cointegration Tests for High-Dimensional VAR($k$) (available as arXiv preprint)	2022-01-01	Paper
Point optimal testing with roots that are functionally local to unity Journal of Econometrics	2021-02-04	Paper
Stability in matching markets with peer effects Games and Economic Behavior	2020-08-27	Paper
Cointegration in large VARs (available as arXiv preprint)	2020-06-25	Paper
Boundary limit theory for functional local to unity regression Journal of Time Series Analysis	2018-07-11	Paper

Research outcomes over time

This page was built for person: Anna Bykhovskaya