List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| High-dimensional IV cointegration estimation and inference Journal of Econometrics | 2024-02-13 | Paper |
| Fully modified least squares cointegrating parameter estimation in multicointegrated systems Journal of Econometrics | 2023-02-01 | Paper |
| Specification tests for nonlinear dynamic models Econometrics Journal | 2022-07-27 | Paper |
| Stationarity and ergodicity of vector STAR models Econometric Reviews | 2022-03-04 | Paper |
| Fully Modified Least Squares Cointegrating Parameter Estimation in Multicointegrated Systems (available as arXiv preprint) | 2021-08-07 | Paper |
| Multivariate specification tests based on a dynamic Rosenblatt transform Computational Statistics and Data Analysis | 2018-08-20 | Paper |
| New goodness-of-fit diagnostics for conditional discrete response models Journal of Econometrics | 2017-08-21 | Paper |
| scientific article; zbMATH DE number 1932956 (Why is no real title available?) | 2003-06-23 | Paper |
Research outcomes over time
This page was built for person: Igor L. Kheifets
