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Simulation based finite and large sample tests in multivariate regressions
Dufour, Jean-Marie; Khalaf, Lynda - In: Journal of econometrics 111 (2002) 2, pp. 303-322
Persistent link: https://www.econbiz.de/10001715751
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Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions
Dufour, Jean-Marie; Khalaf, Lynda - In: Journal of econometrics 106 (2002) 1, pp. 143-170
Persistent link: https://www.econbiz.de/10001633720
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Identification robust confidence set methods for inference on parameter ratios with application to discrete choice models
Bolduc, Denis; Khalaf, Lynda; Yélou, Clément - In: Journal of econometrics 157 (2010) 2, pp. 317-327
Persistent link: https://www.econbiz.de/10008663010
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Identification robust inference in cointegrating regressions
Khalaf, Lynda; Urga, Giovanni - In: Journal of econometrics 182 (2014) 2, pp. 385-396
Persistent link: https://www.econbiz.de/10010497745
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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
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Finite sample multivariante structural change tests with application to energy demand models
Bernard, Jean-Thomas; Idoudi, Nadhem; Khalaf, Lynda; … - In: Journal of econometrics 141 (2007) 2, pp. 1219-1244
Persistent link: https://www.econbiz.de/10003571448
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Simulation-based finite-sample tests for heteroskedasticity and ARCH effects
Dufour, Jean-Marie; Khalaf, Lynda; Bernard, Jean-Thomas; … - In: Journal of econometrics 122 (2004) 2, pp. 317-347
Persistent link: https://www.econbiz.de/10002173151
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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
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Dynamic panels with MIDAS covariates : nonlinearity, estimation and fit
Khalaf, Lynda; Kichian, Maral; Saunders, Charles J.; … - In: Journal of econometrics 220 (2021) 2, pp. 589-605
Persistent link: https://www.econbiz.de/10012618569
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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