Igor Kheifets

New Economic School (NES)

100A Novaya Street

Moscow, Skolkovo 143026

Russia

SCHOLARLY PAPERS

2

DOWNLOADS

81

SSRN CITATIONS

5

CROSSREF CITATIONS

4

Scholarly Papers (2)

1.

New Goodness-of-Fit Diagnostics for Conditional Discrete Response Models

Cowles Foundation Discussion Paper No. 1924
Number of pages: 34 Posted: 06 Nov 2013
Igor Kheifets and Carlos Velasco
New Economic School (NES) and Universidad Carlos III de Madrid - Department of Economics
Downloads 46 (420,758)
Citation 3

Abstract:

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Specification tests, Count data, Dynamic discrete choice models, Conditional probability integral transform

2.
Downloads 35 (465,433)
Citation 3

Specification Tests for Nonlinear Dynamic Models

Cowles Foundation Discussion Paper No. 1937
Number of pages: 37 Posted: 04 Mar 2014 Last Revised: 15 Oct 2014
Igor Kheifets
New Economic School (NES)
Downloads 35 (476,431)
Citation 1

Abstract:

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Conditional distribution, Time series, Goodness-of-fit, Empirical process, Weak convergence, Parameter uncertainty, Probability integral transform

Specification Tests for Nonlinear Dynamic Models

The Econometrics Journal, Vol. 18, Issue 1, pp. 67-94, 2015
Number of pages: 28 Posted: 31 Mar 2015
Igor Kheifets
New Economic School (NES)
Downloads 0
Citation 1
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Abstract:

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Conditional distribution, Empirical process, Goodness‐of‐fit, Parameter uncertainty, Probability integral transform, Time series, Weak convergence