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~person:"Khalaf, Lynda"
~person:"Li, Runze"
~person:"Pesaran, M. Hashem"
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Khalaf, Lynda
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Inference on covariance-mean regression
Zou, Tao
;
Lan, Wei
;
Li, Runze
;
Tsai, Chih-Ling
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 318-338
Persistent link: https://www.econbiz.de/10013463843
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2
Exact multivariate tests of asset pricing models with stable asymmetric distributions
Beaulieu, Marie-Claude
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002652734
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3
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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4
Selection of estimation window in the presence of breaks
Pesaran, M. Hashem
;
Timmermann, Allan
- In:
Journal of econometrics
137
(
2007
)
1
,
pp. 134-161
Persistent link: https://www.econbiz.de/10003425523
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5
Exact test for breaks in covariance in multivariate regressions
Khalaf, Lynda
;
Kichian, Maral
- In:
Economics letters
95
(
2007
)
2
,
pp. 241-246
Persistent link: https://www.econbiz.de/10003460432
Saved in:
6
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
)
suppl
,
pp. 891-906
Persistent link: https://www.econbiz.de/10001860218
Saved in:
7
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
Saved in:
8
Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions
Dufour, Jean-Marie
;
Khalaf, Lynda
-
2000
Persistent link: https://www.econbiz.de/10001504719
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