Regular biography
Anna Bykhovskaya is an Assistant Professor of Economics at Duke University, affiliated with the Department of Economics in the Trinity College of Arts & Sciences. Her research focuses on econometric methods for analyzing time series with nonlinearities and cointegration in large vector autoregressive processes. She has published in leading journals such as the Journal of Econometrics, Annals of Statistics, and Journal of Business and Economic Statistics. Her work addresses macroeconomic applications and network evolution through time series analysis. Bykhovskaya's academic profile is available at https://scholars.duke.edu/person/Anna.Bykhovskaya.
Scholar-generated biography
Anna Bykhovskaya is a researcher at Duke University with a focus on time series analysis, cointegration, and high-dimensional statistical methods. Her work explores the evolution of networks through time series approaches, emphasizing prediction and estimation in dynamic systems. She has contributed to the development of methodologies for analyzing large VAR models, including cointegration tests and asymptotic theory. Bykhovskaya's research also extends to canonical correlation analysis and the estimation of dynamic Tobit models with unit roots. Her studies often address challenges in high-dimensional data and functional local to unity regressions, offering insights into stability and inference in complex econometric models.