3
H index
0
i10 index
18
Citations
Igor L. Kheifets : Citation Profile
Instituto Tecnólogico Autónomo de México (ITAM) | RESEARCH PRODUCTION: 4 Articles 9 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
9 years (2011 - 2020). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Igor L. Kheifets. | Is cited by:
| Cites to:
|
Main data
Where Igor L. Kheifets has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University | 4 |
| Working Papers / Center for Economic and Financial Research (CEFIR) | 2 |
| Working Papers / New Economic School (NES) | 2 |
Recent works citing Igor L. Kheifets (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | Cointegration with Occasionally Binding Constraints. (2025). Wycherley, Sam ; Mavroeidis, Sophocles ; Duffy, James A. In: Papers. RePEc:arx:papers:2211.09604. Full description at Econpapers || Download paper |
| 2024 | A sequential test procedure for the choice of the number of regimes in multivariate nonlinear models. (2024). Bucci, Andrea. In: Papers. RePEc:arx:papers:2406.02152. Full description at Econpapers || Download paper |
| 2024 | Specification tests for non-Gaussian structural vector autoregressions. (2024). Sentana, Enrique ; Fiorentini, Gabriele ; Amengual, Dante. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s0304407624001490. Full description at Econpapers || Download paper |
| 2025 | Limit theory and inference in non-cointegrated functional coefficient regression. (2025). Phillips, Peter ; Tu, Yundong ; Wang, Ying. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000508. Full description at Econpapers || Download paper |
| 2025 | Delayed Monetary Policy Effects in a Multi-Regime Cointegrated VAR(MRCIVAR). (2025). Semmler, Willi ; Chen, PU ; Maurer, Helmut. In: Econometrics and Statistics. RePEc:eee:ecosta:v:33:y:2025:i:c:p:105-134. Full description at Econpapers || Download paper |
| 2024 | Evaluating the nonlinear association between PM10 and emergency department visits. (2024). Santi, Luca ; Sanmarchi, Francesco ; Golinelli, Davide ; Bucci, Andrea. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:93:y:2024:i:c:s0038012124000867. Full description at Econpapers || Download paper |
| 2025 | Correction to: A Smooth Transition Autoregressive Model for Matrix-Variate Time Series. (2025). Bucci, Andrea. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:1:d:10.1007_s10614-024-10735-w. Full description at Econpapers || Download paper |
| 2024 | From Fixed‐Event to Fixed‐Horizon Density Forecasts: Obtaining Measures of Multihorizon Uncertainty from Survey Density Forecasts. (2024). Sekhposyan, Tatevik ; Rossi, Barbara ; Ganics, Gergely. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:56:y:2024:i:7:p:1675-1704. Full description at Econpapers || Download paper |
Works by Igor L. Kheifets:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2012 | Model Adequacy Checks for Discrete Choice Dynamic Models In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Model Adequacy Checks for Discrete Choice Dynamic Models.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2014 | Specification Tests for Nonlinear Dynamic Models In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2014 | Specification Tests for Nonlinear Dynamic Models.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2014 | Specification Tests for Nonlinear Dynamic Models.(2014) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2015 | Specification tests for nonlinear dynamic models.(2015) In: Econometrics Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2019 | Stationarity and ergodicity of vector STAR models In: Papers. [Full Text][Citation analysis] | paper | 5 |
| 2020 | Stationarity and ergodicity of vector STAR models.(2020) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2013 | New Goodness-of-fit Diagnostics for Conditional Discrete Response Models In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
| 2017 | New Goodness-of-fit Diagnostics for Conditional Discrete Response Models.(2017) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2017 | New goodness-of-fit diagnostics for conditional discrete response models.(2017) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2019 | Fully Modified Least Squares for Multicointegrated Systems In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
| 2011 | Goodness-of-fit testing (in Russian) In: Quantile. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team