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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
Saved in:
2
Finite sample inference methods for dynamic energy demand models
Bernard, Jean-Thomas
;
Idoudi, Nadhem
;
Khalaf, Lynda
; …
- In:
Journal of applied econometrics
22
(
2007
)
7
,
pp. 1211-1226
Persistent link: https://www.econbiz.de/10003619684
Saved in:
3
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:
4
Factor-based identification-robust interference in IV regressions
Kapetanios, George
;
Khalaf, Lynda
;
Marcellino, Massimiliano
- In:
Journal of applied econometrics
31
(
2016
)
5
,
pp. 821-842
Persistent link: https://www.econbiz.de/10011645237
Saved in:
5
Finite sample inference methods for dynamic energy demand models
Bernard, Jean-Thomas
;
Idoudi, Nadhem
;
Khalaf, Lynda
; …
- In:
Journal of applied econometrics
22
(
2007
)
7
,
pp. 1211-1226
Persistent link: https://www.econbiz.de/10007891475
Saved in:
6
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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