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Simulation-based exact tests i...
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63
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62
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46
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61
Simulation-based tests of PTM
Khalaf, Lynda
;
Kichian, Maral
- In:
Computational methods in decision-making, economics and …
,
(pp. 583-603)
.
2010
Persistent link: https://www.econbiz.de/10009153064
Saved in:
62
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. 763-782
Persistent link: https://www.econbiz.de/10009267245
Saved in:
63
Identification-robust estimation and testing of the zero-beta CAPM
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
The review of economic studies
80
(
2013
)
3
,
pp. 892-924
Persistent link: https://www.econbiz.de/10010204244
Saved in:
64
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/10009746447
Saved in:
65
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
Saved in:
66
Environmental Kuznets curve : tipping points, uncertainty and weak identification
Bernard, Jean-Thomas
;
Gavin, Michael
;
Khalaf, Lynda
; …
- In:
Environmental & resource economics : the official …
60
(
2015
)
2
,
pp. 285-315
Persistent link: https://www.econbiz.de/10010483449
Saved in:
67
Factor based identification-robust inference in IV regressions
Kapetanios, George
;
Khalaf, Lynda
;
Marcellino, Massimiliano
-
2015
Persistent link: https://www.econbiz.de/10010495478
Saved in:
68
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
Saved in:
69
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:
70
Identification-robust factor pricing : Canadian evidence
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
-
2015
Persistent link: https://www.econbiz.de/10011284807
Saved in:
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