The following pages link to Igor L. Kheifets (Q1662850):
Displaying 8 items.
- Multivariate specification tests based on a dynamic Rosenblatt transform (Q1662851) (← links)
- (Q2398980) (redirect page) (← links)
- New goodness-of-fit diagnostics for conditional discrete response models (Q2398981) (← links)
- Fully modified least squares cointegrating parameter estimation in multicointegrated systems (Q2682951) (← links)
- (Q4709876) (← links)
- Specification tests for nonlinear dynamic models (Q5091815) (← links)
- Stationarity and ergodicity of vector STAR models (Q5861004) (← links)
- High-dimensional IV cointegration estimation and inference (Q6193065) (← links)