Igor Kheifets
CFDPs
CFDP 2306 | Peter C. B. Phillips, Igor Kheifets, "On Multicointegration," (October 2021) [76pp, Abstract] | |
CFDP 2210 | Igor Kheifets, Peter C. B. Phillips, "Fully Modified Least Squares for Multicointegrated Systems," (December 2019) [36pp, Abstract] | |
CFDP 1937 | Igor Kheifets, "Specification Tests for Nonlinear Dynamic Models," (March 2014, updated October 2014) [36pp, Abstract] | |
CFDP 1924R | Igor Kheifets, Carlos Velasco, "New Goodness-of-fit Diagnostics for Conditional Discrete Response Models," (November 2013, revised June 2017) [45pp, Abstract] | |
CFDP 1924 | Igor Kheifets, Carlos Velasco, "New Goodness-of-fit Diagnostics for Conditional Discrete Response Models," (November 2013) [33pp, Abstract] |