Igor Kheifets & Carlos Velasco, 2013. "Model Adequacy Checks for
Discrete Choice Dynamic Models," in Recent Advances and Future
Directions in Causality, Prediction, and Specification Analysis
Essays in Honor of Halbert L. White Jr. Chen, Xiaohong; Swanson,
Norman R. (Eds.), 363-382.
Igor Kheifets, 2011. "Goodness-of-fit testing,"
Quantile 9, 25-34, July (in Russian).
Courses at ITAM
Courses at New Economic School, Master of Arts in Economics
Empirics of Financial Markets
Topics in Time Series
Courses at Higher School of Economics
Introduction to Econometrics, intensive course for HSE faculty, Nizhnii Novgorod.
Financial Econometrics, intensive course for HSE faculty, Perm.