Get started
Author

Lynda Khalaf

Observed names: Jean-Thomas Bernard, Lynda Khalaf, Maral Kichian, and Sebastien McMahon, Khalaf Lynda, Khalaf, Lynda, L. Khalaf, Lynda Khalaf B
Institution: Carleton University
ORCID: 0000-0001-8833-5232
Observed ORCID: 0000-0001-8833-5232
OpenAlex ID: A5079110230
Inflation dynamics and the New Keynesian Phillips Curve: An identification robust econometric analysis
2006 · Jean-Marie Dufour, Lynda Khalaf, et al. · Journal of Economic Dynamics and Control · 134
PDF
Simulation‐based finite sample normality tests in linear regressions
1998 · Jean‐Marie Dufour, Abdeljelil Farhat, et al. · Econometrics Journal · 132
PDF
Monte Carlo Test Methods in Econometrics
2003 · Jean‐Marie Dufour, Lynda Khalaf · 87
Simulation-based finite-sample tests for heteroskedasticity and ARCH effects
2004 · Jean-Marie Dufour, Lynda Khalaf, et al. · Journal of Econometrics · 86
Simulation based finite and large sample tests in multivariate regressions
2002 · Jean-Marie Dufour, Lynda Khalaf · Journal of Econometrics · 82
Multivariate Tests of Mean–Variance Efficiency With Possibly Non-Gaussian Errors
2007 · Marie-Claude Beaulieu, Jean-Marie Dufour, et al. · Journal of Business and Economic Statistics · 76
Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions
2002 · Jean-Marie Dufour, Lynda Khalaf · Journal of Econometrics · 70
PDF
Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification
2014 · Jean-Thomas Bernard, Michael Gavin, et al. · Environmental and Resource Economics · 58
Identification-Robust Estimation and Testing of the Zero-Beta CAPM
2012 · M.-C. Beaulieu, J.-M. Dufour, et al. · The Review of Economic Studies · 56
Identification-robust analysis of DSGE and structural macroeconomic models
2013 · Jean-Marie Dufour, Lynda Khalaf, et al. · Journal of Monetary Economics · 55
Forecasting commodity prices: GARCH, jumps, and mean reversion
2008 · Jean‐Thomas Bernard, Lynda Khalaf, et al. · Journal of Forecasting · 55
Exact Skewness–Kurtosis Tests for Multivariate Normality and Goodness‐of‐Fit in Multivariate Regressions with Application to Asset Pricing Models*
2003 · Jean‐Marie Dufour, Lynda Khalaf, et al. · Oxford Bulletin of Economics and Statistics · 55
PDF
On Jumps and ARCH Effects in Natural Resource Prices: An Application to Pacific Northwest Stumpage Prices
2002 · Jean‐Daniel Saphores, Lynda Khalaf, et al. · American Journal of Agricultural Economics · 39
Productivity and Efficiency Analysis
2015 · William H. Greene, Lynda Khalaf, et al. · Springer proceedings in business and economics · 34
Simulation-based exact jump tests in models with conditional heteroskedasticity
2003 · Lynda Khalaf, Jean-Daniel Saphores, et al. · Journal of Economic Dynamics and Control · 31
PDF
Dynamic panels with MIDAS covariates: Nonlinearity, estimation and fit
2020 · Lynda Khalaf, Maral Kichian, et al. · Journal of Econometrics · 28
PDF
On the precision of Calvo parameter estimates in structural NKPC models
2010 · Jean-Marie Dufour, Lynda Khalaf, et al. · Journal of Economic Dynamics and Control · 27
Identification robust confidence set methods for inference on parameter ratios with application to discrete choice models
2010 · Denis Bolduc, Lynda Khalaf, et al. · Journal of Econometrics · 27
Oil Price Forecasts for the Long Term: Expert Outlooks, Models, or Both?
2017 · Jean-Thomas Bernard, Lynda Khalaf, et al. · Macroeconomic Dynamics · 22
Finite sample multivariate structural change tests with application to energy demand models
2007 · Jean-Thomas Bernard, Nadhem Idoudi, et al. · Journal of Econometrics · 22
Permutation Tests for Comparing Inequality Measures
2017 · Jean-Marie Dufour, Emmanuel Flachaire, et al. · Journal of Business and Economic Statistics · 21
Multivariate residual‐based finite‐sample tests for serial dependence and ARCH effects with applications to asset pricing models
2009 · Jean‐Marie Dufour, Lynda Khalaf, et al. · Journal of Applied Econometrics · 21
Asset-pricing anomalies and spanning: Multivariate and multifactor tests with heavy-tailed distributions
2010 · Marie-Claude Beaulieu, Jean-Marie Dufour, et al. · Journal of Empirical Finance · 20
Simulation Based Inference in Moving Average Models
1995 · Éric Ghysels, Lynda Khalaf, et al. · RePEc: Research Papers in Economics · 20
PDF
Factor‐Based Identification‐Robust Interference in IV Regressions
2015 · Georges Kapetanios, Lynda Khalaf, et al. · Journal of Applied Econometrics · 19
Works count: 174
Citation count: 1,681
H-index: 21
I10-index: 38
Year
Topic
Type