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Search: person:"KHALAF, Lynda"
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Khalaf, Lynda
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ECONIS (ZBW)
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81
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
Saved in:
82
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/10005204000
Saved in:
83
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/10003086477
Saved in:
84
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
Saved in:
85
Simulation-based exact jump tests in models with conditional heteroskedasticity
Khalaf, Lynda
;
Saphores, Jean-Daniel
;
Bilodeau, …
- In:
Journal of economic dynamics & control
28
(
2004
)
3
,
pp. 531-554
Persistent link: https://www.econbiz.de/10006758842
Saved in:
86
Pricing-to-market tests in instrumental regressions: Case of the transportation equipment industry
Khalaf, Lynda
;
Kichian, Maral
- In:
Empirical economics : a journal of the Institute for …
29
(
2004
)
2
,
pp. 293-310
Persistent link: https://www.econbiz.de/10006246931
Saved in:
87
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
Saved in:
88
Simulation based inference in moving average models
Ghysels, Eric
;
Khalaf, Lynda
;
Vodounou, Cosmé
- In:
Annales d'économie et de statistique
(
2003
),
pp. 85-99
Persistent link: https://www.econbiz.de/10001771345
Saved in:
89
Simulation-based exact jump tests in models with conditional heteroskedasticity
Khalaf, Lynda
;
Saphores, Jean-Daniel M.
;
Bilodeau, …
- In:
Journal of economic dynamics & control
28
(
2003
)
3
,
pp. 531-553
Persistent link: https://www.econbiz.de/10001853762
Saved in:
90
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:
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