EconPapers    
Economics at your fingertips  

EconPapers Home
About EconPapers

Working Papers
Journal Articles
Books and Chapters
Software Components

Authors

JEL codes
New Economics Papers

Advanced Search


EconPapers FAQ
Archive maintainers FAQ
Cookies at EconPapers

The RePEc blog
The RePEc plagiarism page

 

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

Jump to Journal Articles

Working Papers

2019

  1. Fully Modified Least Squares for Multicointegrated Systems
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (1)
  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 View citations (4)
    See also Journal Article in Journal of Econometrics (2017)

2014

  1. Specification Tests for Nonlinear Dynamic Models
    Working Papers, New Economic School (NES) Downloads View citations (1)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2014) Downloads View citations (4)
    Working Papers, Center for Economic and Financial Research (CEFIR) (2014) Downloads
    See also Journal Article in Econometrics Journal (2015)

2012

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

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
The links between different versions of a paper are constructed automatically by matching on the titles.

Please contact if a link is incorrect.

Use this form to add links between versions where the titles do not match.

RePEc
This site is part of RePEc and all the data displayed here is part of the RePEc data set.

Is your work missing from RePEc? Here is how to contribute.

Questions or problems? Check the EconPapers FAQ or send mail to .

Örebro UniversityEconPapers is hosted by the Örebro University School of Business.

 
Page updated 2023-01-25