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Multivariate residual-based finite-sample tests for serial depenedence and ARCH effects with applications to asset pricing models
Dufour, Jean-Marie; Khalaf, Lynda; Beaulieu, Marie-Claude - In: Journal of applied econometrics 25 (2010) 2, pp. 263-285
Persistent link: https://www.econbiz.de/10008667604
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An identification-robust test for time-varying parameters in the dynamics of energy prices
Bernard, Jean-Thomas; Dufour, Jean-Marie; Khalaf, Lynda; … - In: Journal of applied econometrics 27 (2012) 4, pp. 603-624
Persistent link: https://www.econbiz.de/10009618517
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Finite sample inference methods for dynamic energy demand models
Bernard, Jean-Thomas; Idoudi, Nadhem; Khalaf, Lynda; … - In: Journal of applied econometrics 22 (2007) 7, pp. 1211-1226
Persistent link: https://www.econbiz.de/10003619684
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Factor-based identification-robust interference in IV regressions
Kapetanios, George; Khalaf, Lynda; Marcellino, Massimiliano - In: Journal of applied econometrics 31 (2016) 5, pp. 821-842
Persistent link: https://www.econbiz.de/10011645237
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Finite sample inference methods for dynamic energy demand models
Bernard, Jean-Thomas; Idoudi, Nadhem; Khalaf, Lynda; … - In: Journal of applied econometrics 22 (2007) 7, pp. 1211-1226
Persistent link: https://www.econbiz.de/10007891475
Cover Image
An identification-robust test for time-varying parameters in the dynamics of energy prices
Bernard, Jean-Thomas; Dufour, Jean-Marie; Khalaf, Lynda; … - In: Journal of applied econometrics 27 (2012) 4, pp. 603-625
Persistent link: https://www.econbiz.de/10010026026