EconBase
← All authors

Anna Bykhovskaya

Duke University (from arXiv:2604.14394, 2026) · OpenAlex

13 papers in scope · 7 published · 8 on the econ.EM arXiv · 59 citations · h-index 4 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. James A. Duffy
  2. Sam Wycherley
  3. Sophocles Mavroeidis
  4. Won-Ki Seo
  5. Massimo Franchi
  6. Paolo Paruolo
  7. Dakyung Seong
  8. Iliyan Georgiev
  9. Ron Smith
  10. Brendan K. Beare
  11. Isaac Meza
  12. Xiyu Jiao
  13. Vadim Gorin
  14. Alexander Chudík
  15. M. Hashem Pesaran
  16. Igor Kheifets
  17. Kyungsik Nam
  18. Laura Liu
  19. Morten Ørregaard Nielsen
  20. Karsten Reichold

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(9 of 13)

Generalized Autoregressive Multivariate Models: From Binary to Poisson
working paper2026 · arXiv
with Nour Meddahi
Paper profile arXiv arXiv:2604.14394
Estimation of a Dynamic Tobit Model with a Unit Root
working paper2025 · arXiv
with James A. Duffy
Paper profile arXiv arXiv:2512.12110
Largevars: An R Package for Testing Large VARs for the Presence of Cointegration
working paper2025 · arXiv · first circulated 2024
with Vadim Gorin, Eszter Kiss
Paper profile arXiv arXiv:2509.06295
How weak are weak factors? Uniform inference for signal strength in signal plus noise models
working paper2025 · arXiv
with Vadim Gorin, Sasha Sodin
Paper profile arXiv arXiv:2507.18554
Canonical Correlation Analysis: review
working paper2024 · arXiv · 1 citations
with Vadim Gorin
Paper profile arXiv arXiv:2411.15625
Asymptotics of Cointegration Tests for High-Dimensional Var(k)
published2024 · The Review of Economics and Statistics · 3 citations · first circulated 2022
with Vadim Gorin
Paper profile The Review of Economics and Statistics arXiv:2202.07150
The local to unity dynamic Tobit model
published2024 · Journal of Econometrics · 4 citations · first circulated 2022
with James A. Duffy
Paper profile Journal of Econometrics arXiv:2210.02599
High-Dimensional Canonical Correlation Analysis
working paper2023 · arXiv · 1 citations
with Vadim Gorin
Paper profile arXiv arXiv:2306.16393
Cointegration in large VARs
published2022 · The Annals of Statistics
with Vadim Gorin
Paper profile The Annals of Statistics arXiv:2006.14179
Time Series Approach to the Evolution of Networks: Prediction and Estimation
published2021 · Journal of Business and Economic Statistics · 18 citations · first circulated 2019
Journal of Business and Economic Statistics
Stability in matching markets with peer effects
published2020 · Games and Economic Behavior · 6 citations · first circulated 2018
Games and Economic Behavior
Point optimal testing with roots that are functionally local to unity
published2020 · Journal of Econometrics · 12 citations · first circulated 2017
with Peter C.B. Phillips
Journal of Econometrics
Boundary Limit Theory for Functional Local to Unity Regression
published2018 · Journal of Time Series Analysis · 14 citations · first circulated 2017
with Peter C.B. Phillips
Journal of Time Series Analysis

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.