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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
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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 (contributor); Khalaf, Lynda (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947824
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Finite sample inference in multivariate instrumental regressions with an application to Catastrophe bonds
Beaulieu, Marie-Claude; Khalaf, Lynda; Kichian, Maral; … - In: Econometric reviews 41 (2022) 10, pp. 1205-1242
Persistent link: https://www.econbiz.de/10013490702
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Weak exogeneity, cointegration and stability tests
Bianchi, Annamaria; Khalaf, Lynda; Urga, Giovanni - 2025
Persistent link: https://www.econbiz.de/10015191531
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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 d'analyse économique 96 (2020) 4, pp. 545-566
Persistent link: https://www.econbiz.de/10013329318
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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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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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A cross-section analysis of financial market integration in North America using a four factor model
Beaulieu, Marie-Claude; Gagnon, Marie-Hélène; Khalaf, … - In: International journal of managerial finance : IJMF 5 (2009) 3, pp. 248-267
Persistent link: https://www.econbiz.de/10003935303
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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. 1582-1595
Persistent link: https://www.econbiz.de/10009125851