CONTACT
igor.kheifets (at) itam.mx
https://kheifets.github.io/
Campus Santa Teresa
Av. Camino a Santa Teresa #930
Col. Heroes de Padierna
CP. 10700. Magdalena Contreras,
Ciudad de Mexico
Phone: 00 52 55 56 28 4000 (ext. 4197)
Igor Kheifets
Assistant Professor
ITAM


I received PhD from Department of Economics at Universidad Carlos III de Madrid. My research interests include econometrics and financial econometrics.

my photo





Research

My page at RePEc

Work in progress
  1. Igor Kheifets, 2017. "Multivariate Specification Tests Based on the Dynamic Rosenblatt Transform."
  2. Carlos Velasco & Igor Kheifets, 2017. "Model evaluation of the Fed monetary rules."
Articles
  1. Igor Kheifets & Carlos Velasco, 2017. "New Goodness-of-fit Diagnostics for Dynamic Discrete Response Models," accepted for publication in Journal of Econometrics.
    Cowles Foundation Discussion Paper 1924
  2. Igor Kheifets, 2015. "Specification Tests for Nonlinear Time Series Models," The Econometrics Journal 18, 67-94.
    C/Matlab code - Wiley - Cowles Foundation Discussion Paper 1937
  3. 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.
    C/Matlab code - Springer - CEFIR Working Paper 170
  4. Igor Kheifets, 2011. "Goodness-of-fit testing," Quantile 9, 25-34, July (in Russian).
    Quantile


Teaching

Courses at ITAM Courses at New Economic School, Master of Arts in Economics Courses at Higher School of Economics