//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Khalaf, Lynda"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Monte"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Monte Carlo test
16
Monte Carlo simulation
9
Monte-Carlo-Simulation
9
exact test
9
CAPM
8
bootstrap
7
Statistical test
6
Statistischer Test
6
Theorie
6
Theory
6
multivariate linear regression
6
test de Monte Carlo
6
test exact
6
uniform linear hypothesis
6
GARCH
5
mean-variance efficiency
5
non-normality
5
specification test
5
test de spécification
5
Estimation theory
4
Schätztheorie
4
capital asset pricing model
4
modèle de régression multivarié
4
nuisance parameters
4
Bootstrap
3
Electricity price
3
Exact test
3
Fieller
3
Monte Carlo Test
3
Regression analysis
3
Regressionsanalyse
3
Simulation
3
diagnostics
3
induced test
3
modèle d'évaluation d'actifs financiers
3
ARCH model
2
ARCH-Modell
2
ARMA
2
Asymmetry
2
Black
2
more ...
less ...
Online availability
All
Free
22
Undetermined
4
Type of publication
All
Book / Working Paper
20
Article
10
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Article
1
more ...
less ...
Language
All
English
17
Undetermined
7
French
6
Author
All
Khalaf, Lynda
Koop, Gary
171
Dijk, Herman K. van
164
Ravazzolo, Francesco
137
Casarin, Roberto
116
Schorfheide, Frank
115
Koopman, Siem Jan
111
Tsionas, Efthymios G.
96
Kapetanios, George
85
Strachan, Rodney W.
72
Marcellino, Massimiliano
71
Hoogerheide, Lennart
69
Bauwens, Luc
65
Frühwirth-Schnatter, Sylvia
65
Korobilis, Dimitris
65
Billio, Monica
64
Pesaran, M. Hashem
64
Carriero, Andrea
61
Clark, Todd E.
61
Kaufmann, Sylvia
61
Robert, Christian P.
58
Kohn, Robert
55
Chan, Joshua
54
Reed, W. Robert
54
Huber, Florian
53
Chib, Siddhartha
51
Dufour, Jean-Marie
50
Österholm, Pär
49
Canova, Fabio
48
Leon-Gonzalez, Roberto
48
Gupta, Rangan
46
Paap, Richard
46
Bos, Charles S.
44
Del Negro, Marco
44
Joshi, Mark S.
44
Martin, Gael M.
44
McAleer, Michael
44
Crespo Cuaresma, Jesús
43
Havránek, Tomáš
43
Hoogerheide, Lennart F.
43
Zhang, Xibin
43
more ...
less ...
Institution
All
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
11
Département d'Économique, Université Laval
2
Groupe de recherche en économie de l'énergie, de l'environnement et des ressources naturelles, Université Laval
2
Econometric Society
1
Université de Montréal / Département de sciences économiques
1
Published in...
All
CIRANO Working Papers
11
Cahiers de recherche
4
Journal of econometrics
4
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Cahier scientifique
1
Econometric Society 2004 North American Summer Meetings
1
Econometrics
1
Econometrics : open access journal
1
International journal of forecasting
1
Journal of Econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
1
The review of economic studies
1
Working paper / Bank of Canada
1
more ...
less ...
Source
All
RePEc
17
ECONIS (ZBW)
12
EconStor
1
Showing
1
-
10
of
30
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Monte
Carlo two-stage indirect inference (2SIF) for autoregressive panels
Khalaf, Lynda
;
Saunders, Charles J.
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 419-434
Persistent link: https://www.econbiz.de/10012483164
Saved in:
2
Exact confidence sets and goodness-of-fit methods for stable distributions
Beaulieu, Marie-Claire
;
Dufour, Jean-Marie
;
Khalaf, Lynda
-
2015
Persistent link: https://www.econbiz.de/10011411352
Saved in:
3
Combining p-values to test for multiple structural breaks in cointegrated regressions
Bergamelli, Michele
;
Bianchi, Annamaria
;
Khalaf, Lynda
; …
- In:
Journal of econometrics
211
(
2019
)
2
,
pp. 461-482
Persistent link: https://www.econbiz.de/10012303823
Saved in:
4
Monte
Carlo forecast evaluation with persistent data
Khalaf, Lynda
;
Saunders, Charles J.
- In:
International journal of forecasting
33
(
2017
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10011754679
Saved in:
5
Exact confidence sets and goodness-of-fit methods for stable distributions
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
Journal of econometrics
181
(
2014
)
1
,
pp. 3-14
Persistent link: https://www.econbiz.de/10010473451
Saved in:
6
Simultaneous indirect inference, impulse responses and ARMA models
Khalaf, Lynda
;
Peraza López, Beatriz
- In:
Econometrics
8
(
2020
)
2
,
pp. 1-26
are treated as test statistics, which are inverted rather than optimized, via the
Monte
Carlo test method. Simulation …
Persistent link: https://www.econbiz.de/10012696275
Saved in:
7
Simultaneous indirect inference, impulse responses and ARMA models
Khalaf, Lynda
;
Peraza López, Beatriz
- In:
Econometrics : open access journal
8
(
2020
)
2/12
,
pp. 1-26
are treated as test statistics, which are inverted rather than optimized, via the
Monte
Carlo test method. Simulation …
Persistent link: https://www.econbiz.de/10012265597
Saved in:
8
Arbitrage pricing, weak beta, strong beta : identification-robust and simultaneous inference
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
-
2020
Persistent link: https://www.econbiz.de/10012220505
Saved in:
9
Finite-sample diagnostics for multivariate regressions with applications to linear asset pricing models
Dufour, Jean-Marie
(
contributor
);
Khalaf, Lynda
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947817
Saved in:
10
Testing the pricing-to-market hypothesis : case of the transportation equipment industry
Khalaf, Lynda
;
Kichian, Maral
-
2000
Persistent link: https://www.econbiz.de/10001473747
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->