Lynda Khalaf : Citation Profile


Are you Lynda Khalaf?

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

12

H index

16

i10 index

409

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: 59.    Total self citations: 59 (12.61 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pkh49
   Updated: 2020-02-22    RAS profile: 2016-09-29    
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Relations with other researchers


Works with:

Dufour, Jean-Marie (7)

Bernard, Jean-Thomas (5)

Yelou, Clement (3)

Voia, Marcel (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)

Mavroeidis, Sophocles (9)

Voia, Marcel (9)

Sentana, Enrique (8)

Plagborg-Moller, Mikkel (8)

Iglesias, Emma (8)

Fanelli, Luca (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
Computing in Economics and Finance 2005 / Society for Computational Economics2
Working Papers / University of Ottawa, Department of Economics2
Computing in Economics and Finance 2006 / Society for Computational Economics2
Computing in Economics and Finance 2000 / Society for Computational Economics2
Econometric Society 2004 North American Summer Meetings / Econometric Society2

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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2019The volatility effect on precious metals price returns in a stochastic volatility in mean model with time-varying parameters. (2019). Ozdemir, Zeynel Abidin ; Balcilar, Mehmet. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:534:y:2019:i:c:s0378437119313445.

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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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article5
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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article1
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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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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2002Simulation based finite and large sample tests in multivariate regressions.(2002) In: Journal of Econometrics.
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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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