Igor L. Kheifets

Available identifiers

zbMath Open kheifets.igor-lMaRDI QIDQ1662850

List of research outcomes

Publication	Date of Publication	Type
High-dimensional IV cointegration estimation and inference	2024-02-13	Paper
Fully modified least squares cointegrating parameter estimation in multicointegrated systems	2023-02-01	Paper
Specification tests for nonlinear dynamic models	2022-07-27	Paper
Stationarity and ergodicity of vector STAR models	2022-03-04	Paper
Fully Modified Least Squares Cointegrating Parameter Estimation in Multicointegrated Systems	2021-08-07	Paper
Multivariate specification tests based on a dynamic Rosenblatt transform	2018-08-20	Paper
New goodness-of-fit diagnostics for conditional discrete response models	2017-08-21	Paper
https://portal.mardi4nfdi.de/entity/Q4709876	2003-06-23	Paper

Research outcomes over time

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