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Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression
Dufour, Jean-Marie; Farhat, Abdeljelil; Khalaf, Lynda - In: L' Actualité économique : revue trimest. 80 (2004) 2/3, pp. 501-522
Persistent link: https://www.econbiz.de/10009899140
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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. 317-348
Persistent link: https://www.econbiz.de/10006755781
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Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-Fit in Multivariate Regressions with Application to Asset Pricing Models
Dufour, Jean-Marie; Khalaf, Lynda; Beaulieu, Marie-Claude - In: Oxford bulletin of economics and statistics 65 (2003), pp. 891
Persistent link: https://www.econbiz.de/10006431518
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Multivariate Tests of Mean-Variance Efficiency With Possibly Non-Gaussian Errors: An Exact Simulation-Based Approach
Beaulieu, Marie-Claude; Dufour, Jean-Marie; Khalaf, Lynda - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 4, pp. 398-410
Persistent link: https://www.econbiz.de/10008221523
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Identification-robust analysis of DSGE and structural macroeconomic models
Dufour, Jean-Marie; Khalaf, Lynda; Kichian, Maral - In: Journal of monetary economics 60 (2013) 3, pp. 340-350
Persistent link: https://www.econbiz.de/10010104795
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Inflation dynamics and the New Keynesian Phillips Curve: An identification robust econometric analysis
Dufour, Jean-Marie; Khalaf, Lynda; Kichian, Maral - In: Journal of economic dynamics & control 30 (2006) 9, pp. 1707-1728
Persistent link: https://www.econbiz.de/10007287974
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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. 603-625
Persistent link: https://www.econbiz.de/10010026026
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Asset-pricing anomalies and spanning: Multivariate and multifactor tests with heavy-tailed distributions
Beaulieu, Marie-Claude; Dufour, Jean-Marie; Khalaf, Lynda - In: Journal of empirical finance 17 (2010) 4, pp. 763-783
Persistent link: https://www.econbiz.de/10008436076
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On the precision of Calvo parameter estimates in structural NKPC models
Dufour, Jean-Marie; Khalaf, Lynda; Kichian, Maral - In: Journal of economic dynamics & control 34 (2010) 9, pp. 1582-1596
Persistent link: https://www.econbiz.de/10008640063
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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/10006766558