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Details about Igor L. Kheifets

Homepage:https://kheifets.github.io/
Workplace:Centro de Investigación Económica (CIE) (Centre for Economic Research), Departamento Académico de Economía (Academic Department of Economics), Instituto Tecnólogico Autónomo de México (ITAM) (Autonomous Technological Institute of Mexico), (more information at EDIRC)

Access statistics for papers by Igor L. Kheifets.

Last updated 2020-07-27. Update your information in the RePEc Author Service.

Short-id: pkh119


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Working Papers

2019

  1. Fully Modified Least Squares for Multicointegrated Systems
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads
  2. Stationarity and ergodicity of vector STAR models
    Papers, arXiv.org Downloads
    See also Journal Article in Econometric Reviews (2020)

2017

  1. New Goodness-of-fit Diagnostics for Conditional Discrete Response Models
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (5)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2013) Downloads

    See also Journal Article in Journal of Econometrics (2017)

2014

  1. Specification Tests for Nonlinear Dynamic Models
    Working Papers, Center for Economic and Financial Research (CEFIR) Downloads
    Also in Working Papers, New Economic School (NES) (2014) Downloads
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2014) Downloads View citations (4)

    See also Journal Article in Econometrics Journal (2015)

2012

  1. Model Adequacy Checks for Discrete Choice Dynamic Models
    Working Papers, New Economic School (NES) Downloads
    Also in Working Papers, Center for Economic and Financial Research (CEFIR) (2012) Downloads View citations (2)

Journal Articles

2020

  1. Stationarity and ergodicity of vector STAR models
    Econometric Reviews, 2020, 39, (4), 407-414 Downloads
    See also Working Paper (2019)

2017

  1. New goodness-of-fit diagnostics for conditional discrete response models
    Journal of Econometrics, 2017, 200, (1), 135-149 Downloads View citations (5)
    See also Working Paper (2017)

2015

  1. Specification tests for nonlinear dynamic models
    Econometrics Journal, 2015, 18, (1), 67-94 Downloads View citations (1)
    See also Working Paper (2014)

2011

  1. Goodness-of-fit testing (in Russian)
    Quantile, 2011, (9), 25-34 Downloads
 
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