Anna Bykhovskaya
CFDPs
CFDP 2108 | Anna Bykhovskaya, Peter C. B. Phillips, "Boundary Limit Theory for Functional Local to Unity Regression," (September 2017) [45pp, Abstract] (See: CFP1600) | |
CFDP 2107 | Anna Bykhovskaya, Peter C. B. Phillips, "Point Optimal Testing with Roots That Are Functionally Local to Unity," (September 2017) [39pp, Abstract] |
CFPs
CFP 1702 | Anna Bykhovskaya, Peter C. B. Phillips, "Point Optimal Testing With Roots That Are Functionally Local to Unity," Journal of Econometrics, (November 2020), 219(2): 231-259 | |
CFP 1600 | Anna Bykhovskaya, Peter C. B. Phillips, "Boundary Limit Theory for Functional Local to Unity Regression," Journal of Time Series Analysis, (July 2018), 39(4): 523-562 (See CFDP 2108) |