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

Working Papers

2019

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

2017

3. 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)
   See also Journal Article in Journal of Econometrics (2017)

2014

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

2012

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

Journal Articles

2020

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

2017

2. 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

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

2011

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