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Igor L. Kheifets
Igor L. Kheifets
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Title
Cited by
Cited by
Year
Specification tests for nonlinear dynamic models
IL Kheifets
The Econometrics Journal 18 (1), 67-94, 2015
17*2015
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
IL Kheifets, PCB Phillips
Journal of Econometrics 232 (2), 300-319, 2023
10*2023
Stationarity and ergodicity of vector STAR models
IL Kheifets, PJ Saikkonen
Econometric Reviews 39 (4), 407-414, 2020
62020
Multivariate specification tests based on a dynamic Rosenblatt transform
IL Kheifets
Computational Statistics & Data Analysis 124, 1-14, 2018
62018
New goodness-of-fit diagnostics for conditional discrete response models
I Kheifets, C Velasco
Journal of Econometrics 200 (1), 135-149, 2017
62017
Model adequacy checks for discrete choice dynamic models
I Kheifets, C Velasco
Recent Advances and Future Directions in Causality, Prediction, and …, 2013
52013
On multicointegration
PCB Phillips, I Kheifets
42021
Extension theorem for linear codes over finite quasi-Frobenius modules
IL Kheifets
Fundamentalnaya i Prikladnaya Matematika 7 (4), 1227-1236, 2001
22001
High-dimensional IV cointegration estimation and inference
PCB Phillips, IL Kheifets
Journal of Econometrics 238 (2), 105622, 2024
2024
Academic Program, 2012/2013 academic year
L Miner, O Shibanov, D Tarr, S Khrapov, P Katyshev, D Makarov, ...
Дополнительное образование 1999 (2000), 2014
2014
Goodness-of-fit testing (in Russian)
I Kheifets
Quantile, 25-34, 2011
2011
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Articles 1–11