Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Regressionsanalyse"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
On Jumps and ARCH Effects in N...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Regressionsanalyse
Theorie
49
Theory
48
Statistischer Test
43
Statistical test
42
CAPM
31
Schätztheorie
30
Estimation theory
29
Monte Carlo test
28
exact test
22
USA
18
multivariate linear regression
17
Schätzung
16
United States
16
Estimation
15
Induktive Statistik
15
Statistical inference
15
bootstrap
13
mean-variance efficiency
13
Econometric and statistical methods
12
Kanada
12
Regression analysis
12
Simulation
12
uniform linear hypothesis
12
ARCH model
11
ARCH-Modell
11
Canada
11
Portfolio selection
11
Portfolio-Management
11
diagnostics
10
GARCH
9
Monte Carlo simulation
9
Monte-Carlo-Simulation
9
Time series analysis
9
Zeitreihenanalyse
9
specification test
9
Altersvorsorge
8
Bootstrap
8
Forecasting model
8
Prognoseverfahren
8
more ...
less ...
Online availability
All
Free
3
Undetermined
1
Type of publication
All
Article
7
Book / Working Paper
5
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Language
All
English
12
Author
All
Khalaf, Lynda
12
Dufour, Jean-Marie
8
Beaulieu, Marie-Claude
2
Urga, Giovanni
2
Bergamelli, Michele
1
Bernard, Jean-Thomas
1
Bianchi, Annamaria
1
Bilodeau, Jean-François
1
Farhat, Abdeljelil
1
Gardiol, Lucien
1
Genest, Ian
1
Kichian, Maral
1
Saphores, Jean-Daniel M.
1
more ...
less ...
Institution
All
Université Laval / Département d'Economique
1
Université de Montréal / Département de sciences économiques
1
Published in...
All
Journal of econometrics
4
Les cahiers de recherche / Université Laval, Département d'Economique
2
Cahier / Département de Sciences Économiques, Université de Montréal
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Computer-aided econometrics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Simulation-based exact tests in jump-diffusion models in the resence of unidentified nuisance parameters : an application to commodity spot prices
Khalaf, Lynda
;
Saphores, Jean-Daniel M.
;
Bilodeau, …
-
2000
Persistent link: https://www.econbiz.de/10001470059
Saved in:
2
Multivariate tests of mean-variance efficiency with possibly non-Gaussian errors : an exact simulation-based approach
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
Journal of business & economic statistics : JBES ; a …
25
(
2007
)
4
,
pp. 398-410
Persistent link: https://www.econbiz.de/10003566050
Saved in:
3
Finite-sample simulation-based tests in seemingly unrelated regressions
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
Computer-aided econometrics
,
(pp. 11-35)
.
2003
Persistent link: https://www.econbiz.de/10002594801
Saved in:
4
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:
5
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. 293-309
Persistent link: https://www.econbiz.de/10002080010
Saved in:
6
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:
7
Finite-sample simulation-based tests in seemingly unrelated regressions
Dufour, Jean-Marie
(
contributor
);
Khalaf, Lynda
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001598524
Saved in:
8
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
Saved in:
9
Finite-sample diagnostics for multivariate regressions with applications to linear asset pricing models
Dufour, Jean-Marie
(
contributor
);
Khalaf, Lynda
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947817
Saved in:
10
Simulation-based finite and large sample tests in multivariate regressions
Dufour, Jean-Marie
;
Khalaf, Lynda
-
2000
Persistent link: https://www.econbiz.de/10001504748
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
