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researcher

I. Kheifets

6 papers hereh-index 569 citations15 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author2
  • first author4

Across the 6 of 6 papers where every author was matched, so the position is known.

fields
  • math.ST4
  • econ.EM1
  • stat.ME1

identity via Semantic Scholar / OpenAlex

activity
20122021
most citedFully Modified Least Squares Cointegrating Parameter Estimation in Multicointegrated Systems

14 citations · 48 across the 6 of their papers we have counts for

collaborators
Showing 2014 · math.STShow all

1 paper · 2 filters

math.ST2014★ 9 cited

Specification tests for nonlinear dynamic models

Igor L. Kheifets

We propose a new adequacy test and a graphical evaluation tool for nonlinear dynamic models. The proposed techniques can be applied in any setup where parametric conditional distri…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.