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]

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