Lynda Khalaf
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| first: |
Lynda |
| last: |
Khalaf |
Identifer
Contact
Affiliations
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Carleton University
/ Department of Economics (weight: 50%)
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Carleton University
/ Department of Economics
/ Centre for Monetary and Financial Economics (CMFE) (weight: 50%)
Research profile
author of:
- Simulation Based Inference In Moving Average Models (RePEc:adr:anecst:y:2003:i:69:p:85-99)
by Eric Ghysels & Lynda Khalaf & Cosmé Vodounou - Non-Standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data (RePEc:adr:anecst:y:2019:i:134:p:79-108)
by Jean-Thomas Bernard & Ba Chu & Lynda Khalaf & Marcel Voia - The Convenience Yield and the Informational Content of the Oil Futures Price (RePEc:aen:journl:ej36-2-02)
by Jean-Thomas Bernard, Lynda Khalaf, Maral Kichian, and Sebastien McMahon - The Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification (RePEc:ags:ulavwp:119109)
by Bernard, Jean-Thomas & Gavin, Michael & Khalaf, Lynda & Voia, Marcel - Oil Price Forecasts for the Long-Term: Expert Outlooks, Models, or Both? (RePEc:ags:ulavwp:208082)
by Bernard, Jean-Thomas & Khalaf, Lynda & Kichian, Maral & Yelou, Clement - Testing the Pricing-to-Market Hypothesis: Case of the Transportation Equipment Industry (RePEc:bca:bocawp:00-8)
by Lynda Khalaf & Maral Kichian - Testing the Stability of the Canadian Phillips Curve Using Exact Methods (RePEc:bca:bocawp:03-7)
by Lynda Khalaf & Maral Kichian - Estimating New Keynesian Phillips Curves Using Exact Methods (RePEc:bca:bocawp:04-11)
by Lynda Khalaf & Maral Kichian - Structural Change and Forecasting Long-Run Energy Prices (RePEc:bca:bocawp:04-5)
by Jean-Thomas Bernard & Lynda Khalaf & Maral Kichian - Inflation Dynamics and the New Keynesian Phillips Curve: An Identification-Robust Econometric Analysis (RePEc:bca:bocawp:05-27)
by Jean-Marie Dufour & Lynda Khalaf & Maral Kichian - Forecasting Commodity Prices: GARCH, Jumps, and Mean Reversion (RePEc:bca:bocawp:06-14)
by Jean-Thomas Bernard & Lynda Khalaf & Maral Kichian & Sebastien McMahon - Structural Change in Covariance and Exchange Rate Pass-Through: The Case of Canada (RePEc:bca:bocawp:06-2)
by Lynda Khalaf & Maral Kichian - Structural Multi-Equation Macroeconomic Models: Identification-Robust Estimation and Fit (RePEc:bca:bocawp:09-19)
by Jean-Marie Dufour & Lynda Khalaf & Maral Kichian - Structural Inflation Models with Real Wage Rigidities: The Case of Canada (RePEc:bca:bocawp:09-21)
by Jean-Marie Dufour & Lynda Khalaf & Maral Kichian - Assessing Indexation-Based Calvo Inflation Models (RePEc:bca:bocawp:09-7)
by Jean-Marie Dufour & Lynda Khalaf & Maral Kichian - Multivariate Tests of MeanVariance Efficiency With Possibly Non-Gaussian Errors: An Exact Simulation-Based Approach (RePEc:bes:jnlbes:v:25:y:2007:p:398-410)
by Beaulieu, Marie-Claude & Dufour, Jean-Marie & Khalaf, Lynda - Exact Skewness–Kurtosis Tests for Multivariate Normality and Goodness‐of‐Fit in Multivariate Regressions with Application to Asset Pricing Models (RePEc:bla:obuest:v:65:y:2003:i:s1:p:891-906)
by Jean‐Marie Dufour & Lynda Khalaf & Marie‐Claude Beaulieu - Simulation-based robust IV inference for lifetime data (RePEc:boc:csug17:15)
by Anand Acharya & Lynda Khalaf & Marcel Voia & Myra Yazbeck & David Wensley - Non-standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data (RePEc:car:carecp:17-05)
by Jean-Thomas Bernard & Ba Chu & Lynda Khalaf & Marcel-Cristian Voia - Simulation Based Finite and Large Sample Tests in Multivariate Regressions (RePEc:cir:cirwor:2000s-15)
by Jean-Marie Dufour & Lynda Khalaf - Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions (RePEc:cir:cirwor:2000s-16)
by Jean-Marie Dufour & Lynda Khalaf - Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects (RePEc:cir:cirwor:2001s-25)
by Jean-Thomas Bernard & Jean-Marie Dufour & Ian Genest & Lynda Khalaf - Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: an Exact Simulation-Based Approach (RePEc:cir:cirwor:2002s-85)
by Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf - Exact skewness-kurtosis tests for multivariate normality and goodness-of-fit in multivariate regressions with application to asset pricing models (RePEc:cir:cirwor:2003s-33)
by Jean-Marie Dufour & Lynda Khalaf & Marie-Claude Beaulieu - Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models (RePEc:cir:cirwor:2003s-34)
by Jean-Marie Dufour & Lynda Khalaf & Marie-Claude Beaulieu - Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions (RePEc:cir:cirwor:2005s-03)
by Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf - Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression (RePEc:cir:cirwor:2005s-05)
by Jean-Marie Dufour & Abdeljelil Farhat & Lynda Khalaf - Inflation Dynamics and the New Keynesian Phillips Curve: an Identification Robust Econometric Analysis (RePEc:cir:cirwor:2005s-30)
by Jean-Marie Dufour & Lynda Khalaf & Maral Kichian - Identification-robust estimation and testing of the zero-beta CAPM (RePEc:cir:cirwor:2011s-21)
by Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf - An Identification-Robust Test for Time-Varying Parameters in the Dynamics of Energy Prices (RePEc:cir:cirwor:2011s-22)
by Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf & Maral Kichian - Finite-sample resampling-based combined hypothesis tests, with applications to serial correlation and predictability (RePEc:cir:cirwor:2013s-40)
by Jean-Marie Dufour & Lynda Khalaf & Marcel Voia - Exact confidence sets and goodness-of-fit methods for stable distributions (RePEc:cir:cirwor:2015s-25)
by Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf - Identification-robust Inequality Analysis (RePEc:cir:cirwor:2020s-23)
by Jean-Marie Dufour & Emmanuel Flachaire & Lynda Khalaf & Abdallah Zalghout - Arbitrage Pricing, Weak Beta, Strong Beta: Identification-Robust and Simultaneous Inference (RePEc:cir:cirwor:2020s-30)
by Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf - Simulation Based Inference in Moving Average Models (RePEc:cir:cirwor:94s-11)
by Eric Ghysels & Lynda Khalaf & Cosme Vodounou - Factor based identification-robust inference in IV regressions (RePEc:cpr:ceprdp:10390)
by Marcellino, Massimiliano & Kapetanios, George & Khalaf, Lynda - Oil Price Forecasts For The Long Term: Expert Outlooks, Models, Or Both? (RePEc:cup:macdyn:v:22:y:2018:i:03:p:581-599_00)
by Bernard, Jean-Thomas & Khalaf, Lynda & Kichian, Maral & Yelou, Clement - Simulation-Based Finite-Sample Inference in Simultaneous Equations (RePEc:ecm:nasm04:239)
by Lynda Khalaf & Jean-Marie Dufour - Are New Keynesian Phillips Curves Identified ? (RePEc:ecm:nasm04:424)
by Maral Kichian & Jean-Marie Dufour & Lynda Khalaf - Simulation Based Inference in Simultaneous Equations (RePEc:ecm:wc2000:1078)
by Lynda Khalaf - Simulation-based finite sample normality tests in linear regressions (RePEc:ect:emjrnl:v:1:y:1998:i:conferenceissue:p:c154-c173)
by Jean-Marie Dufour & Abdeljelil Farhat & Lucien Gardiol & Lynda Khalaf - Exact tests of the stability of the Phillips curve: the Canadian case (RePEc:eee:csdana:v:49:y:2005:i:2:p:445-460)
by Khalaf, Lynda & Kichian, Maral - Identification-robust simulation-based inference in joint discrete/continuous models for energy markets (RePEc:eee:csdana:v:52:y:2008:i:6:p:3148-3161)
by Bolduc, Denis & Khalaf, Lynda & Moyneur, Érick - Finite sample multivariate tests of asset pricing models with coskewness (RePEc:eee:csdana:v:53:y:2009:i:6:p:2008-2021)
by Beaulieu, Marie-Claude & Dufour, Jean-Marie & Khalaf, Lynda - Estimation uncertainty in structural inflation models with real wage rigidities (RePEc:eee:csdana:v:54:y:2010:i:11:p:2554-2561)
by Dufour, Jean-Marie & Khalaf, Lynda & Kichian, Maral - Projection-based inference with particle swarm optimization (RePEc:eee:dyncon:v:128:y:2021:i:c:s0165188921000737)
by Khalaf, Lynda & Lin, Zhenjiang - Simulation-based exact jump tests in models with conditional heteroskedasticity (RePEc:eee:dyncon:v:28:y:2003:i:3:p:531-553)
by Khalaf, Lynda & Saphores, Jean-Daniel & Bilodeau, Jean-Francois - Inflation dynamics and the New Keynesian Phillips Curve: An identification robust econometric analysis (RePEc:eee:dyncon:v:30:y:2006:i:9-10:p:1707-1727)
by Dufour, Jean-Marie & Khalaf, Lynda & Kichian, Maral - On the precision of Calvo parameter estimates in structural NKPC models (RePEc:eee:dyncon:v:34:y:2010:i:9:p:1582-1595)
by Dufour, Jean-Marie & Khalaf, Lynda & Kichian, Maral - Identification and inference in two-pass asset pricing models (RePEc:eee:dyncon:v:70:y:2016:i:c:p:165-177)
by Khalaf, Lynda & Schaller, Huntley - Exact test for breaks in covariance in multivariate regressions (RePEc:eee:ecolet:v:95:y:2007:i:2:p:241-246)
by Khalaf, Lynda & Kichian, Maral - Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions (RePEc:eee:econom:v:106:y:2002:i:1:p:143-170)
by Dufour, Jean-Marie & Khalaf, Lynda - Simulation based finite and large sample tests in multivariate regressions (RePEc:eee:econom:v:111:y:2002:i:2:p:303-322)
by Dufour, Jean-Marie & Khalaf, Lynda - Simulation-based finite-sample tests for heteroskedasticity and ARCH effects (RePEc:eee:econom:v:122:y:2004:i:2:p:317-347)
by Dufour, Jean-Marie & Khalaf, Lynda & Bernard, Jean-Thomas & Genest, Ian - Finite sample multivariate structural change tests with application to energy demand models (RePEc:eee:econom:v:141:y:2007:i:2:p:1219-1244)
by Bernard, Jean-Thomas & Idoudi, Nadhem & Khalaf, Lynda & Yelou, Clement - Identification robust confidence set methods for inference on parameter ratios with application to discrete choice models (RePEc:eee:econom:v:157:y:2010:i:2:p:317-327)
by Bolduc, Denis & Khalaf, Lynda & Yélou, Clément - Exact confidence sets and goodness-of-fit methods for stable distributions (RePEc:eee:econom:v:181:y:2014:i:1:p:3-14)
by Beaulieu, Marie-Claude & Dufour, Jean-Marie & Khalaf, Lynda - Identification robust inference in cointegrating regressions (RePEc:eee:econom:v:182:y:2014:i:2:p:385-396)
by Khalaf, Lynda & Urga, Giovanni - Combining p-values to test for multiple structural breaks in cointegrated regressions (RePEc:eee:econom:v:211:y:2019:i:2:p:461-482)
by Bergamelli, Michele & Bianchi, Annamaria & Khalaf, Lynda & Urga, Giovanni - Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels (RePEc:eee:econom:v:218:y:2020:i:2:p:419-434)
by Khalaf, Lynda & Saunders, Charles J. - Dynamic panels with MIDAS covariates: Nonlinearity, estimation and fit (RePEc:eee:econom:v:220:y:2021:i:2:p:589-605)
by Khalaf, Lynda & Kichian, Maral & Saunders, Charles J. & Voia, Marcel - Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds (RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001586)
by Beaulieu, Marie-Claude & Dufour, Jean-Marie & Khalaf, Lynda & Melin, Olena - Asset-pricing anomalies and spanning: Multivariate and multifactor tests with heavy-tailed distributions (RePEc:eee:empfin:v:17:y:2010:i:4:p:763-782)
by Beaulieu, Marie-Claude & Dufour, Jean-Marie & Khalaf, Lynda - Less is more: Testing financial integration using identification-robust asset pricing models (RePEc:eee:intfin:v:45:y:2016:i:c:p:171-190)
by Beaulieu, Marie-Claude & Gagnon, Marie-Hélène & Khalaf, Lynda - Monte Carlo forecast evaluation with persistent data (RePEc:eee:intfor:v:33:y:2017:i:1:p:1-10)
by Khalaf, Lynda & Saunders, Charles J. - Identification-robust analysis of DSGE and structural macroeconomic models (RePEc:eee:moneco:v:60:y:2013:i:3:p:340-350)
by Dufour, Jean-Marie & Khalaf, Lynda & Kichian, Maral - Unknown item RePEc:eme:ijmfpp:17439130910969710 (article)
- A cross‐section analysis of financial market integration in North America using a four factor model (RePEc:eme:ijmfpp:v:5:y:2009:i:3:p:248-267)
by Marie‐Claude Beaulieu & Marie‐Hélène Gagnon & Lynda Khalaf - On Jumps and ARCH Effects in Natural Resource Prices. An Application to Stumpage Prices from Pacific Northwest National Forests (RePEc:fth:lavaen:00-03)
by Saphores, J.D. & Khalaf, L. & Pelletier, D. - Simulation-Based Exact Tests in Jump-Diffusion Models in the Presence of Unidentified Nuisance Parameters: an Application to Commodity Spot Prices (RePEc:fth:lavaen:00-04)
by Khalaf, L. & Saphores, J. & Bilodeau, J.F. - Simultaneous Indirect Inference, Impulse Responses and ARMA Models (RePEc:gam:jecnmx:v:8:y:2020:i:2:p:12-:d:340306)
by Lynda Khalaf & Beatriz Peraza López - Confidence Sets for Inequality Measures: Fieller-Type Methods (RePEc:hal:journl:hal-01986513)
by Jean-Marie Dufour & Emmanuel Flachaire & Lynda Khalaf & Abdallah Zalghout - Permutation Tests for Comparing Inequality Measures (RePEc:hal:journl:hal-02172793)
by Jean-Marie Dufour & Emmanuel Flachaire & Lynda Khalaf - Dynamic panels with MIDAS covariates: Nonlinearity, estimation and fit (RePEc:hal:journl:hal-03528880)
by Lynda Khalaf & Maral Kichian & Charles Saunders & Marcel Voia - Non-Standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data (RePEc:hal:journl:hal-03549991)
by Jean Thomas Bernard & Ba Chu & Lynda Khalaf & Marcel Voia - Severity of Illness and the Duration of Intensive Care (RePEc:hka:wpaper:2021-003)
by Anand Acharya & Lynda Khalaf & Marcel Voia & Myra Yazbeck & David Wensley - Finite sample inference methods for dynamic energy demand models (RePEc:jae:japmet:v:22:y:2007:i:7:p:1211-1226)
by Jean-Thomas Bernard & Nadhem Idoudi & Lynda Khalaf & Clément Yélou - Multivariate residual-based finite-sample tests for serial dependence and ARCH effects with applications to asset pricing models (RePEc:jae:japmet:v:25:y:2010:i:2:p:263-285)
by Jean-Marie Dufour & Lynda Khalaf & Marie-Claude Beaulieu - Forecasting commodity prices: GARCH, jumps, and mean reversion (RePEc:jof:jforec:v:27:y:2008:i:4:p:279-291)
by Jean-Thomas Bernard & Lynda Khalaf & Maral Kichian & Sebastien Mcmahon - Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification (RePEc:kap:enreec:v:60:y:2015:i:2:p:285-315)
by Jean-Thomas Bernard & Michael Gavin & Lynda Khalaf & Marcel Voia - The Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification (RePEc:lvl:creacr:2011-4)
by Jean-Thomas Bernard & Michael Gavin & Lynda Khalaf & Marcel Voia - Oil Price Forecasts for the Long-Term: Expert Outlooks, Models, or Both? (RePEc:lvl:creacr:2015-3)
by Jean-Thomas Bernard & Lynda Khalaf & Maral Kichian & Clement Yelou - On Jumps and Arch Effects in Natural Resource Prices. An Application to Stumpage Prices from Pacific Northwest National Forests (RePEc:lvl:laeccr:0003)
by Saphores, Jean-Daniel & Khalaf, Lynda & Pelletier, Denis - Simulation-Based Exact Tests with Unidentified Nuisance Parameters under the Null Hypothesis : the Case of Jumps Tests in Model with Conditional Heteroskedasticity (RePEc:lvl:laeccr:0004)
by Khalaf, Lynda & Saphores, Jean-Daniel & Bilodeau, Jean-François - Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions (RePEc:lvl:laeccr:0111)
by Dufour, Jean-Marie & Khalaf, Lynda - On Jumps and ARCH Effects in Natural Resource Prices. An Application to Stumpage Prices from Pacific Northwest National Forests (RePEc:lvl:lagrcr:0003)
by Saphores, Jean-Daniel & Khalaf, Lynda & Pelletier, Denis - Simulation-Based Exact Tests with Unidentified Nuisance Parameters Under the Null Hypothesis: the Case of Jumps Tests in Models with Conditional Heteroskedasticity (RePEc:lvl:lagrcr:0004)
by Khalaf, Lynda & Saphores, Jean-Daniel & Bilodeau, Jean-François - Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions (RePEc:lvl:lagrcr:0105)
by Dufour, Jean-Marie & Khalaf, Lynda - Are New Keynesian Phillips Curved Identified? (RePEc:lvl:lagrcr:0312)
by Khalaf, Lynda & Kichian, Maral - Oil Prices: Heavy Tails, Mean Reversion and the Convenience Yield (RePEc:lvl:lagrcr:0801)
by Bernard, Jean-Thomas & Khalaf, Lynda & Kichian, Maral & McMahon, Sébastien - Simulation-Based Finite and Large Sample Tests in Multivariate Regressions (RePEc:mtl:montde:2000-10)
by DUFOUR, Jean-Marie & KHALAF, Lynda - Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions (RePEc:mtl:montde:2000-11)
by DUFOUR, Jean-Marie & KHALAF, Lynda - Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects (RePEc:mtl:montde:2001-08)
by DUFOUR, Jean-Marie & KHALAF, Lynda & BERNARD, Jean-Thomas - Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors : An Exact Simulation-Based Approach (RePEc:mtl:montde:2002-17)
by BEAULIEU, Marie-Claude & DUFOUR, Jean-Marie & KHALAF, Lynda. - Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models (RePEc:mtl:montde:2003-08)
by DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude - Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-fit in Multivariate Regressions with Application to Asset Pricing Models (RePEc:mtl:montde:2003-09)
by DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude - Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions (RePEc:mtl:montde:2005-04)
by BEAULIEU, Marie-Claude & DUFOUR, Jean-Marie & KHALAF, Lynda - Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression (RePEc:mtl:montde:2005-07)
by DUFOUR, Jean-Marie & FARHAT, Abdekjelik & KHALAF, Lynda - Inflation dynamics and the New Keynesian Phillips Curve: an identification robust econometric analysis (RePEc:mtl:montde:2005-17)
by DUFOUR, Jean-Marie Dufour & KHALAF, Lynda & KICHIAN, Maral - Simulation Based Inference in Moving Average Models (RePEc:mtl:montde:9513)
by Ghysels, E. & Khalaf, L. & Vodounou, C. - Simulation-Based Finite-and Large-sample Inference Methods in Multivariate Regressions and Seemingly Unrelated Regressions (RePEc:mtl:montde:9813)
by DUFOUR, Jean-Marie & KHALAF, Lynda - Identification-Robust Inequality Analysis (RePEc:mtl:montec:03-2020)
by Jean-Marie Dufour & Emmanuel Flachaire & Lynda Khalaf & Abdallah Zalghout - Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions (RePEc:mtl:montec:04-2005)
by BEAULIEU, Marie-Claude & DUFOUR, Jean-Marie & KHALAF, Lynda - Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models (RePEc:mtl:montec:06-2003)
by DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude - Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-Fit in Multivariate Regressions with Application to Asset Pricing Models (RePEc:mtl:montec:07-2003)
by DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude - Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression (RePEc:mtl:montec:07-2005)
by DUFOUR, Jean-Marie & FARHAT, Abdeljelil & KHALAF, Lynda - Finite-Sample Resampling-Based Combined Hypothesis Tests, with Applications to Serial Correlation and Predictability (RePEc:mtl:montec:13-2013)
by Jean-Marie DUFOUR & Lynda KHALAF & Marcel VOIA - Arbitrage Pricing, Weak Beta, Strong Beta: Identification-Robust and Simultaneous Inference (RePEc:mtl:montec:15-2020)
by Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf - Testing Mean-Variance Efficiency In Capm With Possibly Non-Gaussian Errors : An Exact Simulation-Based Approach (RePEc:mtl:montec:17-2002)
by Marie-Claude BEAULIEU & Jean-Marie DUFOUR & Lynda KHALAF - Simulation-Based Finite and Large Sample Tests in Multivariate Regressions (RePEc:mtl:montec:2000-10)
by Dufour, J.M. & Khalaf, L. - Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions (RePEc:mtl:montec:2000-11)
by Dufour, J.M. & Khalaf, L. - Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects (RePEc:mtl:montec:2001-08)
by Dufour, J.M. & Khalaf, L. & Bernard, J.T. & Genest, I. - Inflation Dynamics and the New Keynesian Phillips Curve: An Identification Robust Econometric Analysis (RePEc:mtl:montec:22-2005)
by DUFOUR, Jean-Marie & KHALAF, Lynda & KICHIAN, Maral - Simulation Based Inference in Moving Average Models (RePEc:mtl:montec:9513)
by Ghysels, E. & Khalaf, L. & Vodounou, C. - Oil Price Forecasts for the Long-Term: Expert Outlooks, Models, or Both? (RePEc:ott:wpaper:1508e)
by Jean-Thomas Bernard & Lynda Khalaf & Maral Kichian & Clement Yelou - Oil Price Forecasts for the Long-Term: Expert Outlooks, Models, or Both? (RePEc:ott:wpaper:1510e)
by Jean-Thomas Bernard & Lynda Khalaf & Maral Kichian & Clement Yelou - On Jumps and ARCH Effects in Natural Resource Prices: An Application to Pacific Northwest Stumpage Prices (RePEc:oup:ajagec:v:84:y:2002:i:2:p:387-400)
by Jean-Daniel Saphores & Lynda Khalaf & Denis Pelletier - Multilevel and Tail Risk Management
[Backtesting Expected Shortfall] (RePEc:oup:jfinec:v:20:y:2022:i:5:p:839-874.)
by Lynda Khalaf & Arturo Leccadito & Giovanni Urga - Comment on: Identification Robust Testing of Risk Premia in Finite Samples (RePEc:oup:jfinec:v:21:y:2023:i:2:p:298-302.)
by Lynda Khalaf - Identification-Robust Estimation and Testing of the Zero-Beta CAPM (RePEc:oup:restud:v:80:y:2013:i:3:p:892-924)
by Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf - Are New Keynesian Phillips Curves Identified ? (RePEc:red:sed004:601)
by Maral Kichian & Jean-Marie Dufour & Lynda Khalaf - L’économétrie et l’évidence fallacieuse : erreurs et avancées (RePEc:ris:actuec:0096)
by Khalaf, Lynda - Identification-Robust Factor Pricing: Canadian Evidence (RePEc:ris:actuec:0119)
by Beaulieu, Marie-Claude & Dufour, Jean-Marie & Khalaf, Lynda - Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression (RePEc:ris:actuec:0230)
by Dufour, Jean-Marie & Farhat, Abdeljelil & Khalaf, Lynda - Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression (RePEc:ris:actuec:v:80:y:2004:i:2:p:501-522)
by Dufour, Jean-Marie & Farhat, Abdeljelil & Khalaf, Lynda & Dufour, Jean-Marie - Simulation-Based Exact Tests For Structural Discontinuities With Unidentified Nuisance Parameters: An Application To Commodities Spot Prices (RePEc:sce:scecf0:157)
by Lynda Khalaf & Jean-Franois Bilodeau & Jean-Daniel Saphores - Testing The Pricing-To-Market Hypothesis Case Of The Transportation Equipment Industry (RePEc:sce:scecf0:58)
by Maral Kichian & Linda Khalaf - Exact Testing of the Stability of the Phillips Curve (RePEc:sce:scecf2:321)
by Lynda Khalaf & Maral Kichian - Are New Keynesian Phillips Curves Identified ? (RePEc:sce:scecf4:56)
by Maral Kichian & Jean-Marie Dufour & Lynda Khalaf - Testing for Structural Breaks in Covariance: Exchange Rate Pass-Through in Canada (RePEc:sce:scecf5:376)
by Maral Kichian & Lynda Khalaf - Identification Robust Confidence Sets Methods for Inference on Parameter Ratios and their Application to Estimating Value-of-Time (RePEc:sce:scecf5:48)
by Denis Bolduc & Lynda Khalaf & Clément Yélou - Simulation Based Finite and Large Sample Inference Methods in Multiple Regression Models (RePEc:sce:scecf7:141)
by Jean-Marie Dufour & Linda Khalaf - Simulation Based Finite- and Large-Sample Inference Methods in Simultaneous Equations (RePEc:sce:scecf9:824)
by Jean-Marie Dufour & Lynda Khalaf - Structural Estimation and Evaluation of Calvo-Style Inflation Models (RePEc:sce:scecfa:161)
by Jean-Marie Dufour & Lynda Khalaf & Maral Kichian - Testing Financial Integration: Finite Sample Motivated Mothods (RePEc:sce:scecfa:233)
by Marie-Claude Beaulieu & Lynda Khalaf & Marie-Hélène Gagnon - Pricing-to-market tests in instrumental regressions: Case of the transportation equipment industry (RePEc:spr:empeco:v:29:y:2004:i:2:p:293-309)
by Lynda Khalaf & Maral Kichian - Dynamic Technical Efficiency (RePEc:spr:prbchp:978-3-319-23228-7_6)
by Lynda Khalaf & Charles J. Saunders - Confidence Sets for Inequality Measures: Fieller-Type Methods (RePEc:spr:prbchp:978-3-319-68678-3_6)
by Jean-Marie Dufour & Emmanuel Flachaire & Lynda Khalaf & Abdallah Zalghout - Productivity and Efficiency Analysis (RePEc:spr:prbuec:978-3-319-23228-7)
by None - Productivity and Inequality (RePEc:spr:prbuec:978-3-319-68678-3)
by None - Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions (RePEc:spr:sprchp:978-0-387-25118-9_9)
by Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf - Finite sample inference in multivariate instrumental regressions with an application to Catastrophe bonds (RePEc:taf:emetrv:v:41:y:2022:i:10:p:1205-1242)
by Marie-Claude Beaulieu & Lynda Khalaf & Maral Kichian & Olena Melin - Permutation Tests for Comparing Inequality Measures (RePEc:taf:jnlbes:v:37:y:2019:i:3:p:457-470)
by Jean-Marie Dufour & Emmanuel Flachaire & Lynda Khalaf - Identification-Robust Inference With Simulation-Based Pseudo-Matching (RePEc:taf:jnlbes:v:41:y:2023:i:2:p:321-338)
by Bertille Antoine & Lynda Khalaf & Maral Kichian & Zhenjiang Lin - An identification‐robust test for time‐varying parameters in the dynamics of energy prices (RePEc:wly:japmet:v:27:y:2012:i:4:p:603-624)
by Jean‐Thomas Bernard & Jean‐Marie Dufour & Lynda Khalaf & Maral Kichian - Factor‐Based Identification‐Robust Interference in IV Regressions (RePEc:wly:japmet:v:31:y:2016:i:5:p:821-842)
by Georges Kapetanios & Lynda Khalaf & Massimiliano Marcellino - Testing mean-variance efficiency in CAPM with possibly non-gaussian errors: an exact simulation-based approach (RePEc:zbw:bubdp1:4196)
by Dufour, Jean-Marie & Beaulieu, Marie-Claude & Khalaf, Lynda