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Finite sample multivariante structural change tests with application to energy demand models
Bernard, Jean-Thomas; Idoudi, Nadhem; Khalaf, Lynda; … - In: Journal of econometrics 141 (2007) 2, pp. 1219-1244
Persistent link: https://www.econbiz.de/10003571448
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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
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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
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Inflation dynamics and the new Keynesian Phillips curve : an identification robust econometric analysis
Dufour, Jean-Marie; Khalaf, Lynda; Kichian, Maral - In: Journal of economic dynamics & control 30 (2006) 9/10, pp. 1707-1727
Persistent link: https://www.econbiz.de/10003370364
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Simulation based finite and large sample tests in multivariate regressions
Dufour, Jean-Marie; Khalaf, Lynda - In: Journal of econometrics 111 (2002) 2, pp. 303-322
Persistent link: https://www.econbiz.de/10001715751
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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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Projection-based inference with particle swarm optimization
Khalaf, Lynda; Lin, Zhenjiang - In: Journal of economic dynamics & control 128 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012628243
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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
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Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels
Khalaf, Lynda; Saunders, Charles J. - In: Journal of econometrics 218 (2020) 2, pp. 419-434
Persistent link: https://www.econbiz.de/10012483164
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Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds
Beaulieu, Marie-Claude; Dufour, Jean-Marie; Khalaf, Lynda; … - In: Journal of econometrics 236 (2023) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10014332237