Lynda Khalaf : Citation Profile

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

13

H index

18

i10 index

626

Citations

RESEARCH PRODUCTION:

51

Articles

89

Papers

3

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   29 years (1994 - 2023). See details.
   Cites by year: 21
   Journals where Lynda Khalaf has often published
   Relations with other researchers
   Recent citing documents: 38.    Total self citations: 73 (10.44 %)

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   Permalink: http://citec.repec.org/pkh49
   Updated: 2025-01-10    RAS profile: 2024-03-06    
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Relations with other researchers

Works with:

Voia, Marcel (5)

Flachaire, Emmanuel (4)

Lin, Zhenjiang (2)

Lin, Zhenjiang (2)

Chu, Ba (2)

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 (33)

Luger, Richard (28)

Sentana, Enrique (11)

Mavroeidis, Sophocles (10)

King, Maxwell (10)

Fanelli, Luca (9)

Doko Tchatoka, Firmin (9)

Plagborg-Moller, Mikkel (8)

Iglesias, Emma (7)

Kleibergen, Frank (7)

Bontemps, Christian (7)

Cites to:

Dufour, Jean-Marie (394)

Galí, Jordi (51)

Kiviet, Jan (50)

Stock, James (49)

Gertler, Mark (46)

Lopez-Salido, David (38)

Kleibergen, Frank (38)

Kilian, Lutz (38)

Bernard, Jean-Thomas (38)

Shanken, Jay (36)

Andrews, Donald (33)

Main data

Production by document typearticlechapterpaper19941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202301020Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023050100150Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received1995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320240255075Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year1994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220230255075Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 13Most cited documents123456789101112131415050100Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution201308201309201310201311201312201401201402201403201404201405201406201407201408201409201410201411201412201501201502201503201504201505201506201507201508201509201510201511201512201601201602201603201604201605201606201607201608201609201610201611201612201701201702201703201704201705201706201707201708201709201710201711201712201801201802201803201804201805201806201807201808201809201810201811201812201901201902201903201904201905201906201907201908201909201910201911201912202001202002202003202004202005202006202007202008202009202010202011202012202101202102202103202104202105202106202107202108202109202110202111202112202201202202202203202204202205202206202207202208202209202210202211202212202301202302202303202304202305202306202307202308202309202310202311202312202401202402202403202404202405202406202407202408202409202410202411202412202501051015h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Lynda Khalaf has published?

Journals with more than one article published# docs
Journal of Econometrics11
Journal of Economic Dynamics and Control5
L'Actualit� Economique4
Computational Statistics & Data Analysis4
Journal of Business & Economic Statistics2
Journal of Applied Econometrics2
Journal of Financial Econometrics2
International Journal of Managerial Finance2
Annals of Economics and Statistics2

Working Papers Series with more than one paper published# docs
Staff Working Papers / Bank of Canada10
Post-Print / HAL4
Working Papers / University of Ottawa, Department of Economics2
Computing in Economics and Finance 2006 / Society for Computational Economics2
Econometric Society 2004 North American Summer Meetings / Econometric Society2
Computing in Economics and Finance 2000 / Society for Computational Economics2
Working Papers / University of Laval, Center for Research on the Economics of the Environment, Agri-food, Transports and Energy (CREATE)2
Computing in Economics and Finance 2005 / Society for Computational Economics2

Recent works citing Lynda Khalaf (2024 and 2023)

Year  ↓Title of citing document  ↓
2024Robust Permutation Tests in Linear Instrumental Variables Regression. (2021). Tuvaandorj, Purevdorj. In: Papers. RePEc:arx:papers:2111.13774.

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2024A Neural Phillips Curve and a Deep Output Gap. (2022). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2202.04146.

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2023Unified and robust Lagrange multiplier type tests for cross-sectional independence in large panel data models. (2023). Yao, Jianfeng ; Li, Zhaoyuan ; Huang, Zhenhong. In: Papers. RePEc:arx:papers:2302.14387.

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2023Time-Varying Vector Error-Correction Models: Estimation and Inference. (2023). GAO, Jiti ; Yan, Yayi ; Peng, Bin. In: Papers. RePEc:arx:papers:2305.17829.

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2023Panel Data Nowcasting: The Case of Price-Earnings Ratios. (2023). Striaukas, Jonas ; Ghysels, Eric ; Ball, Ryan T ; Babii, Andrii. In: Papers. RePEc:arx:papers:2307.02673.

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2023Identification Robust Inference for the Risk Premium in Term Structure Models. (2023). Kong, Lingwei ; Kleibergen, Frank. In: Papers. RePEc:arx:papers:2307.12628.

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2024High-Dimensional Mean-Variance Spanning Tests. (2024). Sessinou, Rosnel ; Laurent, S'Ebastien ; Ardia, David. In: Papers. RePEc:arx:papers:2403.17127.

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2023Estimation of Panel Data Models with Mixed Sampling Frequencies. (2023). Li, Haoran ; Jia, Fei ; Yang, Yimin. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:3:p:514-544.

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2024Employment Protection in Dual Labor Markets: Any Amplification of Macroeconomic Shocks?. (2024). Benjamin, Lochner. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:24:y:2024:i:1:p:249-304:n:5.

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2023A horse race of alternative monetary policy regimes under bounded rationality. (2023). Zhang, Yang ; Schlanger, Tudor ; Wagner, Joel. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001148.

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2024Stability between cryptocurrency prices and the term structure. (2024). Castle, Jennifer ; Kurita, Takamitsu. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:165:y:2024:i:c:s0165188924000824.

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2023Shock-based inference on the Phillips curve with the cost channel. (2023). Galvo, Ana Beatriz ; da Silva, Edilean Kleber. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002316.

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2023Treatment recommendation with distributional targets. (2023). Veliyev, Bezirgen ; Preinerstorfer, David ; Kock, Anders Bredahl. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:2:p:624-646.

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2023Machine learning panel data regressions with heavy-tailed dependent data: Theory and application. (2023). Babii, Andrii ; Ghysels, Eric ; Ball, Ryan T ; Striaukas, Jonas. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407622001282.

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2024Power enhancement for testing multi-factor asset pricing models via Fisher’s method. (2024). Xue, Lingzhou ; Yao, Jiawei ; Yu, Xiufan. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623001525.

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2024Assessing the impact of religion on environmental quality. (2024). Chang, Chun-Ping ; Wen, Jun ; Yin, Hua-Tang ; Lin, Ying. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:1:s0939362523001036.

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2024Testing rational expectations in a cointegrated VAR with structural change. (2024). Marçal, Emerson ; Maral, Emerson Fernandes. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003673.

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2024An environmental Kuznets curve for global forests: An application of the mi-lasso estimator. (2024). Cherodian, Rowan ; Fraser, Iain. In: Forest Policy and Economics. RePEc:eee:forpol:v:168:y:2024:i:c:s1389934124001588.

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2023Interest rates and systemic risk:Evidence from the Vietnamese economy. (2023). Thuy, Linh Thi ; Xuan, Huong Thi ; Thanh, Hoai Thi. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494923000063.

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2023Influence of tech-industry, natural resources, renewable energy and urbanization towards environment footprints: A fresh evidence of Saudi Arabia. (2023). Khan, Mohd Saeed ; Waheed, Rida ; Nawaz, Kishwar ; Sarwar, Suleman ; Aziz, Ghazala. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723002647.

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2024The risks of electrified district heating in Finlands cold climate. (2024). Syri, Sanna ; Hiltunen, Pauli ; Javanshir, Nima. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:202:y:2024:i:c:s1364032124003782.

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2023Prediction and confidence intervals of willingness-to-pay for mixed logit models. (2023). Gatta, Valerio ; Marcucci, Edoardo ; Scaccia, Luisa. In: Transportation Research Part B: Methodological. RePEc:eee:transb:v:167:y:2023:i:c:p:54-78.

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2023Identification Robust Testing of Risk Premia in Finite Samples. (2023). Kleibergen, Frank ; Zhan, Zhaoguo ; Kong, Lingwei. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:21:y:2023:i:2:p:263-297..

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2023Rejoinder on: Identification Robust Testing of Risk Premia in Finite Samples*. (2023). Kleibergen, Frank ; Zhan, Zhaoguo ; Kong, Lingwei. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:21:y:2023:i:2:p:311-315..

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2024Inequality in relational wealth within the upper societal segment: evidence from prehistoric Central Europe. (2024). Requate, Tilman ; Muller, Johannes ; Laabs, Julian ; Marzian, Johannes. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03053-x.

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2023Multivariate Wold decompositions: a Hilbert A-module approach. (2023). Tebaldi, Claudio ; Severino, Federico ; Ortu, Fulvio ; Cerreia-Vioglio, Simone. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:46:y:2023:i:1:d:10.1007_s10203-023-00392-3.

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2024Don€™t Ruin the Surprise: Temporal Aggregation Bias in Structural Innovations. (2024). Snudden, Stephen. In: LCERPA Working Papers. RePEc:wlu:lcerpa:jc0149.

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2024Panel data nowcasting: The case of price–earnings ratios. (2024). Ghysels, Eric ; Ball, Ryan T ; Babii, Andrii ; Striaukas, Jonas. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:2:p:292-307.

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2024Risky times: Seasonality and event risk of commodities. (2024). Boos, Dominik. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:5:p:767-783.

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2023The role of affluence, urbanization, and human capital for sustainable forest management in China: Robust findings from a new method of Fourier cointegration. (2023). Andreoni, Valeria ; Zhang, Yaoqi ; Ulucak, Recep ; Yilanci, Veli. In: Sustainable Development. RePEc:wly:sustdv:v:31:y:2023:i:2:p:812-824.

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Lynda Khalaf has edited the books:

Year  ↓Title  ↓Type  ↓Cited  ↓

Works by Lynda Khalaf:

Year  ↓Title  ↓Type  ↓Cited  ↓
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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2019Non-Standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data In: Annals of Economics and Statistics.
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2017Non-standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data.(2017) In: Carleton Economic Papers.
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2019Non-Standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data.(2019) In: Post-Print.
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2015The Convenience Yield and the Informational Content of the Oil Futures Price In: The Energy Journal.
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2011The Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification In: Working Papers.
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2015Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification.(2015) In: Environmental & Resource Economics.
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2011The Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification.(2011) In: Cahiers de recherche CREATE.
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2015Oil Price Forecasts for the Long-Term: Expert Outlooks, Models, or Both? In: Working Papers.
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2018OIL PRICE FORECASTS FOR THE LONG TERM: EXPERT OUTLOOKS, MODELS, OR BOTH?.(2018) In: Macroeconomic Dynamics.
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2015Oil Price Forecasts for the Long-Term: Expert Outlooks, Models, or Both?.(2015) In: Cahiers de recherche CREATE.
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2015Oil Price Forecasts for the Long-Term: Expert Outlooks, Models, or Both?.(2015) In: Working Papers.
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2015Oil Price Forecasts for the Long-Term: Expert Outlooks, Models, or Both?.(2015) In: Working Papers.
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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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2017Simulation-based robust IV inference for lifetime data In: Canadian Stata Users' Group Meetings 2017.
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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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2005Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions.(2005) In: Springer Books.
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2005Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression In: CIRANO Working Papers.
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2005Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression.(2005) In: Cahiers de recherche.
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2005Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression.(2005) In: Cahiers de recherche.
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2020Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression.(2020) In: L'Actualité Economique.
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2004Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles 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: The Review of Economic Studies.
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2011An Identification-Robust Test for Time-Varying Parameters in the Dynamics of Energy Prices In: CIRANO Working Papers.
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2013Finite-sample resampling-based combined hypothesis tests, with applications to serial correlation and predictability In: CIRANO Working Papers.
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2013Finite-Sample Resampling-Based Combined Hypothesis Tests, with Applications to Serial Correlation and Predictability.(2013) In: Cahiers de recherche.
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2015Exact confidence sets and goodness-of-fit methods for stable distributions In: CIRANO Working Papers.
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2014Exact confidence sets and goodness-of-fit methods for stable distributions.(2014) In: Journal of Econometrics.
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2020Identification-robust Inequality Analysis In: CIRANO Working Papers.
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2020Identification-Robust Inequality Analysis.(2020) In: Cahiers de recherche.
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