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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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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
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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 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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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
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Identification-robust factor pricing : Canadian evidence
Beaulieu, Marie-Claude; Dufour, Jean-Marie; Khalaf, Lynda - In: L' Actualité économique : revue trimest. 91 (2015) 1/2, pp. 235-252
Persistent link: https://www.econbiz.de/10011775926
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Editors' introduction: identification, simulation and finite-sample inference
Beaulieu, Marie-Claude; Dufour, Jean-Marie; Khalaf, Lynda; … - In: L' Actualité économique : revue trimest. 91 (2015) 1/2, pp. 5-10
Persistent link: https://www.econbiz.de/10011776059
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Identification, simulation and finite-sample inference
Beaulieu, Marie-Claude (ed.); Dufour, Jean-Marie (ed.);  … - 2015
Persistent link: https://www.econbiz.de/10011776069
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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