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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
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Finite sample inference in multivariate instrumental regressions with an application to Catastrophe bonds
Beaulieu, Marie-Claude; Khalaf, Lynda; Kichian, Maral; … - In: Econometric reviews 41 (2022) 10, pp. 1205-1242
Persistent link: https://www.econbiz.de/10013490702
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Identification-robust inference with simulation-based pseudo-matching
Antoine, Bertille; Khalaf, Lynda; Kichian, Maral; Lin, … - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 2, pp. 321-338
Persistent link: https://www.econbiz.de/10014448156
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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
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Asset-pricing anomalies and spanning : multivariate and multifactor tests with heavy-tailed distributions
Beaulieu, Marie-Claude; Dufour, Jean-Marie; Khalaf, Lynda - In: Journal of empirical finance 17 (2010) 4, pp. 763-782
Persistent link: https://www.econbiz.de/10009267245
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Identification-robust factor pricing : Canadian evidence
Beaulieu, Marie-Claude; Dufour, Jean-Marie; Khalaf, Lynda - 2015
Persistent link: https://www.econbiz.de/10011284807
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Identification-robust estimation and testing of the zero-beta CAPM
Beaulieu, Marie-Claude; Dufour, Jean-Marie; Khalaf, Lynda - In: The review of economic studies 80 (2013) 3, pp. 892-924
Persistent link: https://www.econbiz.de/10010204244
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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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Exact multivariate tests of asset pricing models with stable asymmetric distributions
Beaulieu, Marie-Claude (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10002652734