Details about Igor L. Kheifets
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
- Fully Modified Least Squares for Multicointegrated Systems
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (1)
- Stationarity and ergodicity of vector STAR models
Papers, arXiv.org 
See also Journal Article in Econometric Reviews (2020)
2017
- New Goodness-of-fit Diagnostics for Conditional Discrete Response Models
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (5)
Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2013) View citations (4)
See also Journal Article in Journal of Econometrics (2017)
2014
- Specification Tests for Nonlinear Dynamic Models
Working Papers, New Economic School (NES) View citations (1)
Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2014) View citations (4) Working Papers, Center for Economic and Financial Research (CEFIR) (2014) 
See also Journal Article in Econometrics Journal (2015)
2012
- Model Adequacy Checks for Discrete Choice Dynamic Models
Working Papers, Center for Economic and Financial Research (CEFIR) View citations (2)
Also in Working Papers, New Economic School (NES) (2012)
Journal Articles
2020
- Stationarity and ergodicity of vector STAR models
Econometric Reviews, 2020, 39, (4), 407-414 
See also Working Paper (2019)
2017
- New goodness-of-fit diagnostics for conditional discrete response models
Journal of Econometrics, 2017, 200, (1), 135-149 View citations (5)
See also Working Paper (2017)
2015
- Specification tests for nonlinear dynamic models
Econometrics Journal, 2015, 18, (1), 67-94 View citations (1)
See also Working Paper (2014)
2011
- Goodness-of-fit testing (in Russian)
Quantile, 2011, (9), 25-34
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