Igor Kheifets is a PhD Economist with a specialization in Econometrics. He has published in leading academic journals, including the Journal of Econometrics, Econometrics Journal, and Computational Statistics and Data Analysis. He is a recipient of the Denis Sargan Econometrics Prize by the Royal Economic Society for his research on testing dynamic models. Dr. Kheifets developed tools to model interest rates and output growth, evaluate financial risks, assess fiscal sustainability, and analyze US housing construction data. Currently, he works on new techniques for the estimation of long run relations in financial and macroeconomic data using high-dimensional instrumental variables.
Website: Igor Kheifets