Khalaf, Lynda
Lynda Khalaf
VIAF ID: 18156716 ( Personal )
Permalink: http://viaf.org/viaf/18156716
Preferred Forms
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- 100 1 _ ‡a Khalaf, Lynda
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- 100 1 _ ‡a Khalaf, Lynda
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- 100 1 _ ‡a Khalaf, Lynda
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- 100 0 _ ‡a Lynda Khalaf
4xx's: Alternate Name Forms (4)
Works
Title | Sources |
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Arbitrage pricing, weak beta, strong beta : identification-robust and simultaneous inference | |
Exact confidence sets and goodness-of-fit methods for stable distributions | |
Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions | |
Finite-sample diagnostics for multivariate regressions with applications to linear asset pricing models | |
Finite-sample resampling-based combined hypothesis tests, with applications to serial correlation and predictability | |
Identification-robust estimation and testing of the zero-beta CAPM | |
An identification-robust test for time-varying parameters in the dynamics of energy prices | |
Inflation dynamics and the new Keynesian Phillips Curve : an identification robust econometric analysis | |
Oil price forecasts for the long-term : expert outlooks, models, or both? | |
On jumps and arch effects in natural resource prices : an application to stumpage prices from Pacific Northwest national forests | |
Productivity and Inequality | |
Simulation-based exact tests with unidentified nuisance parameters under the null hypothesis : the case of jumps tests in models with conditional heteroskedasticity | |
Simulation-based finite- and large-sample inference methods in multivariate regressions and seemingly unrelated regressions | |
Structural change and forecasting long-run energy prices, 2004: | |
Structural change in covariance and exchange rate pass-through : the case of Canada | |
Testing mean-variance efficiency in CAPM with possibly non-Gaussian errors : an exact simulation-based approach | |
Testing the pricing-to-market hypothesis : case of the transportation equipment industry | |
Testing the stability of the Canadian Phillips curve using exact methods | |
Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression |