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Beaulieu, Marie-Claude [Author]; Dufour, Jean-Marie [Author]; Khalaf, Lynda [Author]

Testing mean-variance efficiency in CAPM with possibly non-gaussian errors : an exact simulation-based approach

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Frankfurt am Main: Dt. Bundesbank, 2003

Published in: Volkswirtschaftliches Forschungszentrum: Discussion paper ; 2003,1,engl.
Schaller, Huntley [Author] ; Khalaf, Lynda [Other]

The Pricing Error Function

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[S.l.]: SSRN, [2008]
Khalaf, Lynda [Author] ; Schaller, Huntley [Other]

How Fama-MacBeth Can Go Wrong – And an Informative Solution

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[S.l.]: SSRN, [2011]
Beaulieu, Marie-Claude [Author] ; Gagnon, Marie-Hélène [Other]; Khalaf, Lynda [Other]

Less is More : Testing Financial Integration Using Identification-Robust Asset Pricing Models

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[S.l.]: SSRN, [2016]
Beaulieu, Marie-Claude [Author] ; Dufour, Jean-Marie [Other]; Khalaf, Lynda [Other]

Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors : An Exact Simulation-Based Approach

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[S.l.]: SSRN, [2016]

Published in: Bundesbank Series 1 Discussion Paper ; No. 2003,01
Dufour, Jean-Marie [Author] ; Khalaf, Lynda [Other]; Voia, Marcel C. [Other]

Finite-Sample Resampling-Based Combined Hypothesis Tests, with Applications to Serial Correlation and Predictability

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[S.l.]: SSRN, [2014]

Published in: CIRANO - Scientific Publications 2013s-40
Beaulieu, Marie-Claude [Author] ; Dufour, Jean-Marie [Other]; Khalaf, Lynda [Other]

Identification-Robust Estimation and Testing of the Zero-Beta CAPM

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[S.l.]: SSRN, [2011]

Published in: CIRANO - Scientific Publications 2011s-21
Khalaf, Lynda [Author]; Peraza López, Beatriz [Author]

Simultaneous indirect inference, impulse responses and ARMA models

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2020

Published in: Econometrics ; 8(2020), 2/12 vom: Juni, Seite 1-26
Khalaf, Lynda [Author]; Peraza López, Beatriz [Author]

Simultaneous indirect inference, impulse responses and ARMA models

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Basel: MDPI, 2020
Beaulieu, Marie-Claude [Author] ; Khalaf, Lynda [Other]; Kichian, Maral [Other]; Dufour, Jean-Marie [Other]

An Identification-Robust Test for Time-Varying Parameters in the Dynamics of Energy Prices

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[S.l.]: SSRN, [2014]

Published in: CIRANO Scientific Publication ; No. 2011s-22
Khalaf, Lynda [Author]; Leccadito, Arturo [Author]; Urga, Giovanni [Author]

Multilevel and Tail Risk Management

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[S.l.]: SSRN, [2021]
Dufour, Jean-Marie [Author]; Farhat, Abdeljelil [Author]; Khalaf, Lynda [Author]

Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression

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2020

Published in: L' Actualité économique ; 96(2020), 4 vom: Dez., Seite 545-566
Dufour, Jean-Marie [Author]; Khalaf, Lynda [Author]; Kichian, Maral [Author]

Assessing indexation-based Calvo inflation models

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Ottawa: Bank of Canada, 2009
Dufour, Jean-Marie [Author]; Khalaf, Lynda [Author]; Kichian, Maral [Author]

Structural multi-equation macroeconomic models: Identification-robust estimation and fit

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Ottawa: Bank of Canada, 2009
Beaulieu, Marie-Claude [Author]; Dufour, Jean-Marie [Author]; Khalaf, Lynda [Author]

Arbitrage pricing, weak beta, strong beta : identification-robust and simultaneous inference

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[Montréal]: CIRANO, [2020]

Published in: Cahier scientifique ; 2020,30
Dufour, Jean-Marie [Author]; Flachaire, Emmanuel [Author]; Khalaf, Lynda [Author]; Zalghout, Abdallah [Author]

Identification-robust inequality analysis

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Montréal: CIRANO, Centre interuniversitaire de recherche en analyse des organisations, [2020]

Published in: Cahier scientifique ; 2020,23
Dufour, Jean-Marie [Author]; Flachaire, Emmanuel [Author]; Khalaf, Lynda [Author]; Zalghout, Abdallah [Author]

Identification-robust inequality analysis

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Montréal (Québec): CIREQ, Université de Montréal, [2020]

Published in: Cahier ; 2020,3
Bernard, Jean-Thomas [Author]; Gavin, Michael [Author]; Khalaf, Lynda [Author]; Voia, Marcel C. [Author]

The Environmental Kuznets Curve : Tipping Points, Uncertainty and Weak Identification

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[S.l.]: SSRN, 2011

Published in: CREATE Working Paper ; No. 2011-4
Dufour, Jean-Marie [Author]; Beaulieu, Marie-Claude [Author]; Khalaf, Lynda [Author]

Testing mean-variance efficiency in CAPM with possibly non-gaussian errors: an exact simulation-based approach

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Frankfurt a. M.: Deutsche Bundesbank, 2003
Khalaf, Lynda

Comment on: Identification Robust Testing of Risk Premia in Finite Samples

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Oxford University Press (OUP), 2023

Published in: Journal of Financial Econometrics, 21 (2023) 2, Seite 298-302

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