Lynda Khalaf : Citation Profile


Are you Lynda Khalaf?

Carleton University (50% share)
Carleton University (50% share)

11

H index

16

i10 index

407

Citations

RESEARCH PRODUCTION:

35

Articles

76

Papers

RESEARCH ACTIVITY:

   22 years (1994 - 2016). See details.
   Cites by year: 18
   Journals where Lynda Khalaf has often published
   Relations with other researchers
   Recent citing documents: 58.    Total self citations: 59 (12.66 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pkh49
   Updated: 2020-01-25    RAS profile: 2016-09-29    
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Relations with other researchers


Works with:

Dufour, Jean-Marie (7)

Bernard, Jean-Thomas (5)

Voia, Marcel (3)

Yelou, Clement (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Lynda Khalaf.

Is cited by:

Dufour, Jean-Marie (36)

Luger, Richard (22)

Voia, Marcel (9)

Mavroeidis, Sophocles (9)

Plagborg-Moller, Mikkel (8)

Iglesias, Emma (8)

Fanelli, Luca (8)

Sentana, Enrique (8)

Urga, Giovanni (7)

Bernard, Jean-Thomas (6)

Castelnuovo, Efrem (6)

Cites to:

Dufour, Jean-Marie (288)

Kiviet, Jan (46)

Stock, James (38)

Lopez-Salido, David (33)

Gali, Jordi (31)

Gertler, Mark (29)

Bernard, Jean-Thomas (27)

Wright, Jonathan (26)

Kleibergen, Frank (26)

Andrews, Donald (23)

Shanken, Jay (22)

Main data


Where Lynda Khalaf has published?


Journals with more than one article published# docs
Journal of Econometrics7
Computational Statistics & Data Analysis4
Journal of Economic Dynamics and Control4
L'Actualité Economique3
Journal of Applied Econometrics2

Working Papers Series with more than one paper published# docs
Staff Working Papers / Bank of Canada10
Econometric Society 2004 North American Summer Meetings / Econometric Society2
Working Papers / University of Ottawa, Department of Economics2
Computing in Economics and Finance 2006 / Society for Computational Economics2
Computing in Economics and Finance 2005 / Society for Computational Economics2
Computing in Economics and Finance 2000 / Society for Computational Economics2

Recent works citing Lynda Khalaf (2018 and 2017)


YearTitle of citing document
2017What drives the regional integration of agribusiness stocks? Evidence in worldwide perspective. (2017). Valdes, Rodrigo . In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258265.

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2017Optimal Purchasing Policy For Mean-Reverting Items in a Finite Horizon. (2017). Yedidsion, Liron ; Dourban, Alon. In: Papers. RePEc:arx:papers:1711.03188.

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2018Sluggish Forecasts. (2018). Jain, Monica. In: Staff Working Papers. RePEc:bca:bocawp:18-39.

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2018Ratios of Parameters: Some Econometric Examples. (2018). Hirschberg, Joseph ; Lye, Jenny. In: Australian Economic Review. RePEc:bla:ausecr:v:51:y:2018:i:4:p:578-602.

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2017Non-standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data. (2017). Voia, Marcel ; Chu, Ba ; Bernard, Jean-Thomas ; Khalaf, Lynda. In: Carleton Economic Papers. RePEc:car:carecp:17-05.

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2017Fat tails and spurious estimation of consumption-based asset pricing models. (2017). Toda, Alexis Akira ; Walsh, Kieran James. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt8df3x7gw.

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2017Optimal Recycling Under Heterogeneous Waste Sources and the Environmental Kuznets Curve. (2017). Boucekkine, Raouf ; Kogan, Konstantin ; el Ouardighi, Fouad. In: ESSEC Working Papers. RePEc:ebg:essewp:dr-17011.

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2017A Double-Exponential Jump model and its application to risk measure in Wheat spot market. (2017). Huang, Xiaoying. In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00459.

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2017Empirical Investigation of the Environmental Kuznets Curve Hypothesis for Nitrous Oxide Emissions for Mongolia. (2017). Och, Maralgua . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-01-13.

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2017DSGE pileups. (2017). Morris, Stephen D. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:74:y:2017:i:c:p:56-86.

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2017Flattening of the New Keynesian Phillips curve: Evidence for an emerging, small open economy. (2017). Szafranek, Karol. In: Economic Modelling. RePEc:eee:ecmode:v:63:y:2017:i:c:p:334-348.

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2017On estimating long-run effects in models with lagged dependent variables. (2017). Reed, W. ; Zhu, Min. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:302-311.

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2019Driving forces of global carbon emissions: From time- and spatial-dynamic perspectives. (2019). Chu, Yin ; Sui, BO ; Dong, Minyi ; Chang, Chun-Ping. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:70-80.

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2018The “Sell in May” effect: A review and new empirical evidence. (2018). Degenhardt, Thomas ; Auer, Benjamin R. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:43:y:2018:i:c:p:169-205.

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2017Impulse response matching estimators for DSGE models. (2017). Kilian, Lutz ; Inoue, Atsushi ; Guerron, Pablo ; Guerron-Quintana, Pablo. In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:1:p:144-155.

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2018Efficient estimation with time-varying information and the New Keynesian Phillips Curve. (2018). Boldea, Otilia ; Antoine, Bertille. In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:2:p:268-300.

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2018A spectral EM algorithm for dynamic factor models. (2018). Sentana, Enrique ; Galesi, Alessandro ; Fiorentini, Gabriele. In: Journal of Econometrics. RePEc:eee:econom:v:205:y:2018:i:1:p:249-279.

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2018The asymptotic properties of GMM and indirect inference under second-order identification. (2018). Dovonon, Prosper ; Hall, Alastair R. In: Journal of Econometrics. RePEc:eee:econom:v:205:y:2018:i:1:p:76-111.

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2018On Bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson–Rubin test under conditional homoskedasticity. (2018). Doko Tchatoka, Firmin ; Wang, Wenjie. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:1:p:188-211.

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2019Combining p-values to test for multiple structural breaks in cointegrated regressions. (2019). Urga, Giovanni ; Bergamelli, Michele ; Khalaf, Lynda ; Bianchi, Annamaria. In: Journal of Econometrics. RePEc:eee:econom:v:211:y:2019:i:2:p:461-482.

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2017Combined Lagrange multiplier test for ARCH in vector autoregressive models. (2017). Catani, P S. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:62-84.

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2019Testing subspace Granger causality. (2019). Al-Sadoon, Majid M. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:42-61.

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2019Pollution and economic growth: Evidence from Central and Eastern European countries. (2019). Minea, Alexandru ; Lazr, Dorina ; Purcel, Alexandra-Anca. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:1121-1131.

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2017How do urban households in China respond to increasing block pricing in electricity? Evidence from a fuzzy regression discontinuity approach. (2017). Zhang, Zibin ; Feng, Xiangzhao ; Cai, Wenxin . In: Energy Policy. RePEc:eee:enepol:v:105:y:2017:i:c:p:161-172.

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2017Industrial and residential electricity demand dynamics in Japan: How did price and income elasticities evolve from 1989 to 2014?. (2017). Wang, Nan ; Mogi, Gento. In: Energy Policy. RePEc:eee:enepol:v:106:y:2017:i:c:p:233-243.

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2018Is the implementation of the Increasing Block Electricity Prices policy really effective?--- Evidence based on the analysis of synthetic control method. (2018). Lin, Boqiang ; Chen, Xing. In: Energy. RePEc:eee:energy:v:163:y:2018:i:c:p:734-750.

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2017Monte Carlo forecast evaluation with persistent data. (2017). Saunders, Charles J ; Khalaf, Lynda. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:1-10.

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2019Effects of prior market experiences and firm-specific resources on developed economy SMEs export exit from emerging markets: Complementary or compensatory?. (2019). Baum, Matthias ; Sui, Sui ; Sandberg, Susanne. In: Journal of Business Research. RePEc:eee:jbrese:v:98:y:2019:i:c:p:489-502.

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2018Are SMEs with immigrant owners exceptional exporters?. (2018). Morgan, Horatio M ; Baum, Matthias ; Sui, Sui . In: Journal of Business Venturing. RePEc:eee:jbvent:v:33:y:2018:i:3:p:241-260.

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2019Price-setting with quadratic adjustment costs: Experimental evidence. (2019). , Michael ; Orland, Andreas. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:163:y:2019:i:c:p:88-116.

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2018Weak instruments and estimated monetary policy rules. (2018). BAYAR, OMER . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:58:y:2018:i:c:p:308-317.

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2019Accounting for tailings dam failures in the valuation of mining projects. (2019). Petter, Carlos ; Chen, Wen ; Langrene, Nicolas ; Armstrong, Margaret. In: Resources Policy. RePEc:eee:jrpoli:v:63:y:2019:i:c:14.

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2017Driving factors of interactions between the exchange rate market and the commodity market: A wavelet-based complex network perspective. (2017). Wen, Shaobo ; Liu, Xueyong ; Chen, Zhihua ; An, Haizhong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:479:y:2017:i:c:p:299-308.

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2017Energy consumption, carbon dioxide emissions and economic development: Evaluating alternative and plausible environmental hypothesis for sustainable growth. (2017). Zaman, Khalid ; Moemen, Mitwali Abd-El. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:74:y:2017:i:c:p:1119-1130.

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2017Investigating the leverage effect in commodity markets with a recursive estimation approach. (2017). Ielpo, Florian ; Chevallier, Julien. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pb:p:763-778.

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2017Generalized canonical correlation variables improved estimation in high dimensional seemingly unrelated regression models. (2017). Zhao, LI ; Xu, Xingzhong. In: Statistics & Probability Letters. RePEc:eee:stapro:v:126:y:2017:i:c:p:119-126.

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2019Revisiting environmental kuznets curve for carbon dioxide emissions: The role of trade. (2019). He, Lingyun ; Zhou, Haifeng ; Zhong, Zhangqi ; Jiang, Lei. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:50:y:2019:i:c:p:245-257.

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2018The volatility effect on precious metals prices in a stochastic volatility in mean model with time-varying parameters. (2018). Ozdemir, Zeynel ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-34.pdf.

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2019Asymptotic Theory for Cointegration Analysis When the Cointegration Rank Is Deficient. (2019). Bernstein, David H ; Nielsen, Bent. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:1:p:6-:d:198742.

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2017Optimal recycling under heterogeneous waste sources and the environmental Kuznets curve. (2017). Boucekkine, Raouf ; Kogan, Konstantin ; el Ouardighi, Fouad. In: Working Papers. RePEc:hal:wpaper:hal-01693488.

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2019Is inflation driven by survey-based, VAR-based or myopic expectations?. (2019). Bec, Frédérique ; Kanda, Patrick. In: Working Papers. RePEc:hal:wpaper:hal-02175836.

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2017Do Estimated Taylor Rules Suffer from Weak Identification?. (2017). Urquiza, Juan ; Murray, Christian . In: Working Papers. RePEc:hou:wpaper:2017-274-09.

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2017Identification and Generalized Band Spectrum Estimation of the New Keynesian Phillips Curve. (2017). Escanciano, Juan Carlos ; Choi, Jinho ; Guo, Junjie . In: CAEPR Working Papers. RePEc:inu:caeprp:2017014.

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2019Hodges–Lehmann Estimation of Static Panel Models with Spatially Correlated Disturbances. (2019). Strumann, Christoph . In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:1:d:10.1007_s10614-017-9728-y.

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2017Identification-robust moment-based tests for Markov-switching in autoregressive models. (2017). Luger, Richard ; Dufour, Jean-Marie. In: Cahiers de recherche. RePEc:lvl:crrecr:1701.

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2017The Asymptotic Properties of GMM and Indirect Inference under Second Inference. (2017). Donovon, Prosper ; Hall, Alastair R. In: The School of Economics Discussion Paper Series. RePEc:man:sespap:1705.

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2017Asset Pricing and Excess Returns over the Market Return. (2017). Horenstein, Alex ; Ahn, Seung C. In: Working Papers. RePEc:mia:wpaper:2017-12.

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2017The effect of renewable energy use and economic growth on pollution in the EUROZONE. (2017). Fotis, Panagiotis Nikolaos ; Pekka, Victoria . In: Economics and Business Letters. RePEc:ove:journl:aid:11878.

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2017Dealing with Misspecification in DSGE Models: A Survey. (2017). Paccagnini, Alessia. In: MPRA Paper. RePEc:pra:mprapa:82914.

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2018Sustainable development, environmental policy and renewable energy use: A dynamic panel data approach. (2018). POLEMIS, MICHAEL ; Fotis, Panagiotis. In: MPRA Paper. RePEc:pra:mprapa:85018.

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2017Does Inequality Help in Forecasting Equity Premium in a Panel of G7 Countries?. (2017). GUPTA, RANGAN ; JAWADI, Fredj ; Christou, Christina. In: Working Papers. RePEc:pre:wpaper:201720.

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2017Modelling Nonlinear Dynamics of Oil Futures Market. (2017). Koy, Ayben . In: Econometric Research in Finance. RePEc:sgh:erfinj:v:2:y:2017:i:1:p:23-42.

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2017Combination of “combinations of p values”. (2017). Sheng, Xuguang ; Cheng, Lan . In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-017-1230-9.

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2017Polarizing Effects of Early Exporting on Exit. (2017). Sinkovics, Rudolf ; Deng, Ziliang ; Jean, Ruey-Jer Bryan. In: Management International Review. RePEc:spr:manint:v:57:y:2017:i:2:d:10.1007_s11575-016-0292-9.

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2019Estimating the economics of a mining project on seafloor manganese nodules. (2019). Kukla, Peter A ; Lehnen, Felix ; Volkmann, Sebastian Ernst. In: Mineral Economics. RePEc:spr:minecn:v:32:y:2019:i:3:d:10.1007_s13563-019-00169-4.

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2017Identification-robust moment-based tests for Markov switching in autoregressive models. (2017). Luger, Richard ; Dufour, Jean-Marie. In: Econometric Reviews. RePEc:taf:emetrv:v:36:y:2017:i:6-9:p:713-727.

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2017Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model. (2017). Kao, Chihwa ; Baltagi, Badi ; Wang, FA. In: Econometric Reviews. RePEc:taf:emetrv:v:36:y:2017:i:6-9:p:853-882.

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Works by Lynda Khalaf:


YearTitleTypeCited
2003Simulation Based Inference In Moving Average Models In: Annals of Economics and Statistics.
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1994Simulation Based Inference in Moving Average Models.(1994) In: CIRANO Working Papers.
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1995Simulation Based Inference in Moving Average Models..(1995) In: Cahiers de recherche.
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1995Simulation Based Inference in Moving Average Models..(1995) In: Cahiers de recherche.
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2015The Convenience Yield and the Informational Content of the Oil Futures Price In: The Energy Journal.
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2000Testing the Pricing-to-Market Hypothesis: Case of the Transportation Equipment Industry In: Staff Working Papers.
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2000TESTING THE PRICING-TO-MARKET HYPOTHESIS CASE OF THE TRANSPORTATION EQUIPMENT INDUSTRY.(2000) In: Computing in Economics and Finance 2000.
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2003Testing the Stability of the Canadian Phillips Curve Using Exact Methods In: Staff Working Papers.
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2004Estimating New Keynesian Phillips Curves Using Exact Methods In: Staff Working Papers.
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2004Structural Change and Forecasting Long-Run Energy Prices In: Staff Working Papers.
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2005Inflation Dynamics and the New Keynesian Phillips Curve: An Identification-Robust Econometric Analysis In: Staff Working Papers.
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2005Inflation Dynamics and the New Keynesian Phillips Curve: an Identification Robust Econometric Analysis.(2005) In: CIRANO Working Papers.
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2006Inflation dynamics and the New Keynesian Phillips Curve: An identification robust econometric analysis.(2006) In: Journal of Economic Dynamics and Control.
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2005Inflation dynamics and the New Keynesian Phillips Curve: an identification robust econometric analysis.(2005) In: Cahiers de recherche.
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2005Inflation Dynamics and the New Keynesian Phillips Curve: An Identification Robust Econometric Analysis.(2005) In: Cahiers de recherche.
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2006Forecasting Commodity Prices: GARCH, Jumps, and Mean Reversion In: Staff Working Papers.
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2008Forecasting commodity prices: GARCH, jumps, and mean reversion.(2008) In: Journal of Forecasting.
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2006Structural Change in Covariance and Exchange Rate Pass-Through: The Case of Canada In: Staff Working Papers.
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2009Structural Multi-Equation Macroeconomic Models: Identification-Robust Estimation and Fit In: Staff Working Papers.
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2009Structural Inflation Models with Real Wage Rigidities: The Case of Canada In: Staff Working Papers.
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2009Assessing Indexation-Based Calvo Inflation Models In: Staff Working Papers.
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2007Multivariate Tests of MeanVariance Efficiency With Possibly Non-Gaussian Errors: An Exact Simulation-Based Approach In: Journal of Business & Economic Statistics.
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2003Exact Skewness–Kurtosis Tests for Multivariate Normality and Goodness‐of‐Fit in Multivariate Regressions with Application to Asset Pricing Models* In: Oxford Bulletin of Economics and Statistics.
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2003Exact skewness-kurtosis tests for multivariate normality and goodness-of-fit in multivariate regressions with application to asset pricing models.(2003) In: CIRANO Working Papers.
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2003Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-fit in Multivariate Regressions with Application to Asset Pricing Models.(2003) In: Cahiers de recherche.
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2003Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-Fit in Multivariate Regressions with Application to Asset Pricing Models.(2003) In: Cahiers de recherche.
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2000Simulation Based Finite and Large Sample Tests in Multivariate Regressions In: CIRANO Working Papers.
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2002Simulation based finite and large sample tests in multivariate regressions.(2002) In: Journal of Econometrics.
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2000Simulation-Based Finite and Large Sample Tests in Multivariate Regressions..(2000) In: Cahiers de recherche.
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2000Simulation-Based Finite and Large Sample Tests in Multivariate Regressions..(2000) In: Cahiers de recherche.
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2000Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions In: CIRANO Working Papers.
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2002Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions.(2002) In: Journal of Econometrics.
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2000Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions..(2000) In: Cahiers de recherche.
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2000Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions..(2000) In: Cahiers de recherche.
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2001Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects In: CIRANO Working Papers.
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2004Simulation-based finite-sample tests for heteroskedasticity and ARCH effects.(2004) In: Journal of Econometrics.
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2001Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects..(2001) In: Cahiers de recherche.
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2001Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects..(2001) In: Cahiers de recherche.
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2002Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: an Exact Simulation-Based Approach In: CIRANO Working Papers.
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2002Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors : An Exact Simulation-Based Approach.(2002) In: Cahiers de recherche.
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2002TESTING MEAN-VARIANCE EFFICIENCY IN CAPM WITH POSSIBLY NON-GAUSSIAN ERRORS : AN EXACT SIMULATION-BASED APPROACH.(2002) In: Cahiers de recherche.
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2003Testing mean-variance efficiency in CAPM with possibly non-gaussian errors: an exact simulation-based approach.(2003) In: Discussion Paper Series 1: Economic Studies.
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2003Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models In: CIRANO Working Papers.
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2003Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models.(2003) In: Cahiers de recherche.
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2003Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models.(2003) In: Cahiers de recherche.
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2005Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions In: CIRANO Working Papers.
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2005Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions.(2005) In: Cahiers de recherche.
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2005Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions.(2005) In: Cahiers de recherche.
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2005Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modÚles de régression In: CIRANO Working Papers.
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2005Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modÚles de régression.(2005) In: Cahiers de recherche.
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2005Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modÚles de régression.(2005) In: Cahiers de recherche.
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2004Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modÚles de régression*.(2004) In: L'Actualité Economique.
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2011Identification-robust estimation and testing of the zero-beta CAPM In: CIRANO Working Papers.
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2013Identification-Robust Estimation and Testing of the Zero-Beta CAPM.(2013) In: Review of Economic Studies.
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