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Time series approach to the evolution of networks : prediction and estimation
Bykhovskaya, Anna - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 1, pp. 170-183
Persistent link: https://www.econbiz.de/10013540663
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Boundary Limit Theory for Functional Local to Unity Regression
Bykhovskaya, Anna; Phillips, Peter C. B. - In: Journal of Time Series Analysis 39 (2018) 4, pp. 523-562
Persistent link: https://www.econbiz.de/10012094917
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Point optimal testing with roots that are functionally local to unity
Bykhovskaya, Anna; Phillips, Peter C. B. - In: Journal of econometrics 219 (2020) 2, pp. 231-259
Persistent link: https://www.econbiz.de/10012483325
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The local to unity dynamic Tobit model
Bykhovskaya, Anna; Duffy, James A. - In: Journal of econometrics 241 (2024) 2, pp. 1-26
Persistent link: https://www.econbiz.de/10015075188