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 | 6 | 2020 |
Multivariate specification tests based on a dynamic Rosenblatt transform IL Kheifets Computational Statistics & Data Analysis 124, 1-14, 2018 | 6 | 2018 |
New goodness-of-fit diagnostics for conditional discrete response models I Kheifets, C Velasco Journal of Econometrics 200 (1), 135-149, 2017 | 6 | 2017 |
Model adequacy checks for discrete choice dynamic models I Kheifets, C Velasco Recent Advances and Future Directions in Causality, Prediction, and …, 2013 | 5 | 2013 |
On multicointegration PCB Phillips, I Kheifets | 4 | 2021 |
Extension theorem for linear codes over finite quasi-Frobenius modules IL Kheifets Fundamentalnaya i Prikladnaya Matematika 7 (4), 1227-1236, 2001 | 2 | 2001 |
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 |