Lynda Khalaf

发表

Finite-sample Resampling-based Combined Hypothesis Tests, with Applications to Serial Correlation and Predictability

Jean-Marie Dufour, Lynda Khalaf, Marcel Voia, 2013, Commun. Stat. Simul. Comput..

Exact tests of the stability of the Phillips curve: the Canadian case

Lynda Khalaf, Maral Kichian, Lynda Khalaf, 2005, Comput. Stat. Data Anal..

Multilevel and Tail Risk Management

Lynda Khalaf, Giovanni Urga, Arturo Leccadito, 2020 .

Estimation uncertainty in structural inflation models with real wage rigidities

Jean-Marie Dufour, Lynda Khalaf, Maral Kichian, 2010, Comput. Stat. Data Anal..

Dynamic Technical Efficiency

Lynda Khalaf, Charles J. Saunders, 2016 .

The sixth special issue on computational econometrics

Lynda Khalaf, Herman K. van Dijk, Cathy W. S. Chen, 2012, Comput. Stat. Data Anal..

Author's Personal Copy Computational Statistics and Data Analysis Finite Sample Multivariate Tests of Asset Pricing Models with Coskewness

Marie-Claude Beaulieu, Jean-Marie Dufour, Lynda Khalaf, 2022 .

The Annals of Computational and Financial Econometrics, first issue

Lynda Khalaf, Peter Winker, Achim Zeileis, 2012, Comput. Stat. Data Anal..

Identification-robust simulation-based inference in joint discrete/continuous models for energy markets

Lynda Khalaf, Denis Bolduc, Érick Moyneur, 2008, Comput. Stat. Data Anal..

Factor Based Identification-Robust Inference in IV Regressions

Lynda Khalaf, Massimiliano Marcellino, Georges Kapetanios, 2015 .

Simulation-Based Exact Tests in Jump-Diffusion Models in the Presence of Unidentified Nuisance Parameters: an Application to Commodity Spot Prices

Lynda Khalaf, Jean-Daniel Saphores, Jean-François Bilodeau, 2000 .

Dynamic panels with MIDAS covariates: Nonlinearity, estimation and fit

Lynda Khalaf, Maral Kichian, Charles J. Saunders, 2021, Journal of Econometrics.

Comment on: Identification Robust Testing of Risk Premia in Finite Samples

Lynda Khalaf, Lynda Khalaf, 2021, Journal of Financial Econometrics.

Simulation-Based Finite and Large Sample Tests in Multivariate Regressions

Jean-Marie Dufour, Lynda Khalaf, Jean-Marie Dufour, 2002 .

Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification

Lynda Khalaf, Jean-Thomas Bernard, Lynda Khalaf, 2011, Environmental and Resource Economics.

Monte Carlo forecast evaluation with persistent data

Lynda Khalaf, Charles J. Saunders, Lynda Khalaf, 2017 .

Identification-Robust Estimation and Testing of the Zero-Beta CAPM

Marie-Claude Beaulieu, Jean-Marie Dufour, Lynda Khalaf, 2011 .

Multivariate residual-based finite-sample tests for serial dependence and ARCH effects with applications to asset pricing models

Marie-Claude Beaulieu, Jean-Marie Dufour, Lynda Khalaf, 2010 .

Multivariate Tests of Mean–Variance Efficiency With Possibly Non-Gaussian Errors

Marie-Claude Beaulieu, Jean-Marie Dufour, Lynda Khalaf, 2007 .

Exact Skewness–Kurtosis Tests for Multivariate Normality and Goodness‐of‐Fit in Multivariate Regressions with Application to Asset Pricing Models*

Marie-Claude Beaulieu, Jean-Marie Dufour, Lynda Khalaf, 2003 .

Simulation-based exact jump tests in models with conditional heteroskedasticity

Lynda Khalaf, Jean-Daniel Saphores, Jean-François Bilodeau, 2003 .

Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions

Marie-Claude Beaulieu, Jean-Marie Dufour, Lynda Khalaf, 2005 .

Working Paper 2006-14

Lynda Khalaf, Maral Kichian, Jean-Thomas Bernard, 2000 .

Simulation-based finite-sample tests for heteroskedasticity and ARCH effects

Jean-Marie Dufour, Lynda Khalaf, Jean-Thomas Bernard, 2004 .