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]

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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)