13
H index
18
i10 index
598
Citations
Lynda Khalaf : Citation Profile
Carleton University (50% share) | RESEARCH PRODUCTION: 51 Articles 89 Papers 3 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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29 years (1994 - 2023). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Lynda Khalaf. | Is cited by:
| Cites to:
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Main data
Where Lynda Khalaf has published?
Recent works citing Lynda Khalaf (2023 and 2022)
| Year | Title of citing document |
|---|---|
| 2022 | Treatment recommendation with distributional targets. (2020). Veliyev, Bezirgen ; Preinerstorfer, David ; Kock, Anders Bredahl. In: Papers. RePEc:arx:papers:2005.09717. Full description at Econpapers || Download paper |
| 2023 | Robust Permutation Tests in Linear Instrumental Variables Regression. (2021). Tuvaandorj, Purevdorj. In: Papers. RePEc:arx:papers:2111.13774. Full description at Econpapers || Download paper |
| 2022 | A Neural Phillips Curve and a Deep Output Gap. (2022). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2202.04146. Full description at Econpapers || Download paper |
| 2022 | Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP. (2022). Zhu, Dan ; Rossini, Luca ; Poon, Aubrey ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:2209.01910. Full description at Econpapers || Download paper |
| 2023 | Unified 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. Full description at Econpapers || Download paper |
| 2023 | Time-Varying Vector Error-Correction Models: Estimation and Inference. (2023). GAO, Jiti ; Yan, Yayi ; Peng, Bin. In: Papers. RePEc:arx:papers:2305.17829. Full description at Econpapers || Download paper |
| 2023 | Panel 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. Full description at Econpapers || Download paper |
| 2023 | Identification Robust Inference for the Risk Premium in Term Structure Models. (2023). Kong, Lingwei ; Kleibergen, Frank. In: Papers. RePEc:arx:papers:2307.12628. Full description at Econpapers || Download paper |
| 2022 | . Full description at Econpapers || Download paper |
| 2023 | Estimation 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. Full description at Econpapers || Download paper |
| 2022 | Political markets as equity price factors. (2022). Auld, T. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2264. Full description at Econpapers || Download paper |
| 2022 | Determinants of Carbon Dioxide Emissions: New Empirical Evidence from MENA Countries. (2022). Almohaimeed, Ahmed ; Harrathi, Nizar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-01-59. Full description at Econpapers || Download paper |
| 2023 | Treatment 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. Full description at Econpapers || Download paper |
| 2022 | New evidence on Bayesian tests of global factor pricing models. (2022). , Keith ; Wang, Yan ; Qiao, Zhuo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:68:y:2022:i:c:p:160-172. Full description at Econpapers || Download paper |
| 2022 | Multiple testing of the forward rate unbiasedness hypothesis across currencies. (2022). Luger, Richard ; Fu, Hsuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:68:y:2022:i:c:p:232-245. Full description at Econpapers || Download paper |
| 2022 | Crude oil pricing and statecraft: Surprising lessons from US economic sanctions. (2022). Lambe, Brendan John ; Omar, Ayman. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002678. Full description at Econpapers || Download paper |
| 2023 | Interest 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. Full description at Econpapers || Download paper |
| 2022 | Inventories and the term structure of oil prices: A complex relationship. (2022). Aldayel, Abdullah ; Galkin, Philipp ; Considine, Jennifer. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001064. Full description at Econpapers || Download paper |
| 2022 | Interaction between agricultural production, female employment, renewable energy, and environmental quality: Policy directions in context of developing economies. (2022). Jehan, Noor ; Wang, Zilong ; Zhang, Leilei ; Uz, Qamar ; Zaman, Shah. In: Renewable Energy. RePEc:eee:renene:v:186:y:2022:i:c:p:288-298. Full description at Econpapers || Download paper |
| 2022 | Crude oil: Does the futures price predict the spot price?. (2022). Olsvik, Magnus ; Molnar, Peter ; Hoff, Kristian ; Chu, Pyung Kun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531921002324. Full description at Econpapers || Download paper |
| 2023 | Prediction 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. Full description at Econpapers || Download paper |
| 2022 | Semiparametric inference on general functionals of two semicontinuous populations. (2022). Li, Pengfei ; Lin, Boxi ; Wang, Chunlin ; Yuan, Meng. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:74:y:2022:i:3:d:10.1007_s10463-021-00804-4. Full description at Econpapers || Download paper |
| 2022 | On the relationship between oil and gas markets: a new forecasting framework based on a machine learning approach. (2022). Boubaker, Sahbi ; Tissaoui, Kais ; Ftiti, Zied. In: Annals of Operations Research. RePEc:spr:annopr:v:313:y:2022:i:2:d:10.1007_s10479-020-03652-2. Full description at Econpapers || Download paper |
| 2023 | Multivariate 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. Full description at Econpapers || Download paper |
| 2022 | Reducing large datasets to improve the identification of estimated policy rules. (2022). Bayar, Omer. In: Empirical Economics. RePEc:spr:empeco:v:63:y:2022:i:1:d:10.1007_s00181-021-02134-z. Full description at Econpapers || Download paper |
| 2022 | Modeling the Commodity Prices of Base Metals in Indian Commodity Market Using a Higher Order Markovian Approach. (2022). Chakrabarty, Siddhartha P ; Basu, Sankarshan ; Nag, Suryadeepto. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:20:y:2022:i:1:d:10.1007_s40953-021-00258-8. Full description at Econpapers || Download paper |
| 2022 | Reverse Regressions, Symmetry and Test Distributions in Linear Models. (2022). Dufour, Jean-Marie ; Kang, Byunguk . In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:20:y:2022:i:1:d:10.1007_s40953-022-00319-6. Full description at Econpapers || Download paper |
| 2022 | Goodness-of-fit test for $$\alpha$$ ? -stable distribution based on the quantile conditional variance statistics. (2022). Wyomaska, Agnieszka ; Chechkin, Aleksei ; Pitera, Marcin. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:31:y:2022:i:2:d:10.1007_s10260-021-00571-9. Full description at Econpapers || Download paper |
| 2022 | Bootstrap inference and diagnostics in state space models: With applications to dynamic macro models. (2022). Fanelli, Luca ; Cavaliere, Giuseppe ; Angelini, Giovanni. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:1:p:3-22. Full description at Econpapers || Download paper |
| 2022 | Generalized band spectrum estimation with an application to the New Keynesian Phillips curve. (2022). Choi, Jinho ; Guo, Junjie ; Escanciano, Juan Carlos. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:5:p:1055-1078. Full description at Econpapers || Download paper |
| 2023 | The 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. Full description at Econpapers || Download paper |
Lynda Khalaf has edited the books:
| Year | Title | Type | Cited |
|---|
Works by Lynda Khalaf:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2003 | Simulation Based Inference In Moving Average Models In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 14 |
| 1994 | Simulation Based Inference in Moving Average Models.(1994) In: CIRANO Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
| 1995 | Simulation Based Inference in Moving Average Models..(1995) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
| 1995 | Simulation Based Inference in Moving Average Models..(1995) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
| 2019 | Non-Standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 2017 | Non-standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data.(2017) In: Carleton Economic Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2019 | Non-Standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data.(2019) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2015 | The Convenience Yield and the Informational Content of the Oil Futures Price In: The Energy Journal. [Full Text][Citation analysis] | article | 3 |
| 2011 | The Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification In: Working Papers. [Full Text][Citation analysis] | paper | 33 |
| 2015 | Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification.(2015) In: Environmental & Resource Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | article | |
| 2011 | The Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification.(2011) In: Cahiers de recherche CREATE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
| 2015 | Oil Price Forecasts for the Long-Term: Expert Outlooks, Models, or Both? In: Working Papers. [Full Text][Citation analysis] | paper | 11 |
| 2018 | OIL PRICE FORECASTS FOR THE LONG TERM: EXPERT OUTLOOKS, MODELS, OR BOTH?.(2018) In: Macroeconomic Dynamics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
| 2015 | Oil Price Forecasts for the Long-Term: Expert Outlooks, Models, or Both?.(2015) In: Cahiers de recherche CREATE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2015 | Oil Price Forecasts for the Long-Term: Expert Outlooks, Models, or Both?.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2015 | Oil Price Forecasts for the Long-Term: Expert Outlooks, Models, or Both?.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2000 | Testing the Pricing-to-Market Hypothesis: Case of the Transportation Equipment Industry In: Staff Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2000 | TESTING THE PRICING-TO-MARKET HYPOTHESIS CASE OF THE TRANSPORTATION EQUIPMENT INDUSTRY.(2000) In: Computing in Economics and Finance 2000. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2003 | Testing the Stability of the Canadian Phillips Curve Using Exact Methods In: Staff Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2004 | Estimating New Keynesian Phillips Curves Using Exact Methods In: Staff Working Papers. [Full Text][Citation analysis] | paper | 12 |
| 2004 | Structural Change and Forecasting Long-Run Energy Prices In: Staff Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2005 | Inflation Dynamics and the New Keynesian Phillips Curve: An Identification-Robust Econometric Analysis In: Staff Working Papers. [Full Text][Citation analysis] | paper | 70 |
| 2005 | Inflation Dynamics and the New Keynesian Phillips Curve: an Identification Robust Econometric Analysis.(2005) In: CIRANO Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 70 | paper | |
| 2006 | Inflation dynamics and the New Keynesian Phillips Curve: An identification robust econometric analysis.(2006) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has another version. Agregated cites: 70 | article | |
| 2005 | Inflation dynamics and the New Keynesian Phillips Curve: an identification robust econometric analysis.(2005) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 70 | paper | |
| 2005 | Inflation Dynamics and the New Keynesian Phillips Curve: An Identification Robust Econometric Analysis.(2005) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 70 | paper | |
| 2006 | Forecasting Commodity Prices: GARCH, Jumps, and Mean Reversion In: Staff Working Papers. [Full Text][Citation analysis] | paper | 26 |
| 2008 | Forecasting commodity prices: GARCH, jumps, and mean reversion.(2008) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | article | |
| 2006 | Structural Change in Covariance and Exchange Rate Pass-Through: The Case of Canada In: Staff Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Structural Multi-Equation Macroeconomic Models: Identification-Robust Estimation and Fit In: Staff Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2009 | Structural Inflation Models with Real Wage Rigidities: The Case of Canada In: Staff Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Assessing Indexation-Based Calvo Inflation Models In: Staff Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Multivariate Tests of MeanVariance Efficiency With Possibly Non-Gaussian Errors: An Exact Simulation-Based Approach In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 29 |
| 2003 | Exact 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. [Full Text][Citation analysis] | article | 16 |
| 2003 | Exact skewness-kurtosis tests for multivariate normality and goodness-of-fit in multivariate regressions with application to asset pricing models.(2003) In: CIRANO Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 2003 | Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-fit in Multivariate Regressions with Application to Asset Pricing Models.(2003) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 2003 | Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-Fit in Multivariate Regressions with Application to Asset Pricing Models.(2003) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 2017 | Simulation-based robust IV inference for lifetime data In: Canadian Stata Users' Group Meetings 2017. [Full Text][Citation analysis] | paper | 0 |
| 2000 | Simulation Based Finite and Large Sample Tests in Multivariate Regressions In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 32 |
| 2002 | Simulation based finite and large sample tests in multivariate regressions.(2002) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | article | |
| 2000 | Simulation-Based Finite and Large Sample Tests in Multivariate Regressions..(2000) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | paper | |
| 2000 | Simulation-Based Finite and Large Sample Tests in Multivariate Regressions..(2000) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 32 | paper | |
| 2000 | Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 21 |
| 2002 | Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions.(2002) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | article | |
| 2000 | Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions..(2000) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
| 2000 | Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions..(2000) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
| 2001 | Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 29 |
| 2004 | Simulation-based finite-sample tests for heteroskedasticity and ARCH effects.(2004) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | article | |
| 2001 | Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects..(2001) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
| 2001 | Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects..(2001) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
| 2002 | Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: an Exact Simulation-Based Approach In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2002 | Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors : An Exact Simulation-Based Approach.(2002) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2002 | TESTING MEAN-VARIANCE EFFICIENCY IN CAPM WITH POSSIBLY NON-GAUSSIAN ERRORS : AN EXACT SIMULATION-BASED APPROACH.(2002) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2003 | Testing mean-variance efficiency in CAPM with possibly non-gaussian errors: an exact simulation-based approach.(2003) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2003 | Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2003 | Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models.(2003) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2003 | Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models.(2003) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2005 | Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2005 | Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions.(2005) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2005 | Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions.(2005) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2005 | Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions.(2005) In: Springer Books. [Citation analysis] This paper has another version. Agregated cites: 4 | chapter | |
| 2005 | Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Identification-robust estimation and testing of the zero-beta CAPM In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 12 |
| 2013 | Identification-Robust Estimation and Testing of the Zero-Beta CAPM.(2013) In: Review of Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
| 2011 | An Identification-Robust Test for Time-Varying Parameters in the Dynamics of Energy Prices In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2012 | An identification?robust test for time?varying parameters in the dynamics of energy prices.(2012) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
| 2013 | Finite-sample resampling-based combined hypothesis tests, with applications to serial correlation and predictability In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2013 | Finite-Sample Resampling-Based Combined Hypothesis Tests, with Applications to Serial Correlation and Predictability.(2013) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2015 | Exact confidence sets and goodness-of-fit methods for stable distributions In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2014 | Exact confidence sets and goodness-of-fit methods for stable distributions.(2014) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2020 | Identification-robust Inequality Analysis In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Identification-Robust Inequality Analysis.(2020) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2020 | Arbitrage Pricing, Weak Beta, Strong Beta: Identification-Robust and Simultaneous Inference In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Arbitrage Pricing, Weak Beta, Strong Beta: Identification-Robust and Simultaneous Inference.(2020) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2015 | Factor based identification-robust inference in IV regressions In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Simulation-Based Finite-Sample Inference in Simultaneous Equations In: Econometric Society 2004 North American Summer Meetings. [Full Text][Citation analysis] | paper | 4 |
| 2004 | Are New Keynesian Phillips Curves Identified ? In: Econometric Society 2004 North American Summer Meetings. [Citation analysis] | paper | 3 |
| 2003 | Are New Keynesian Phillips Curved Identified?.(2003) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2004 | Are New Keynesian Phillips Curves Identified ?.(2004) In: 2004 Meeting Papers. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2004 | Are New Keynesian Phillips Curves Identified ?.(2004) In: Computing in Economics and Finance 2004. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2000 | Simulation Based Inference in Simultaneous Equations In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 1 |
| 1998 | Simulation-based finite sample normality tests in linear regressions In: Econometrics Journal. [Citation analysis] | article | 29 |
| 2005 | Exact tests of the stability of the Phillips curve: the Canadian case In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 3 |
| 2008 | Identification-robust simulation-based inference in joint discrete/continuous models for energy markets In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 8 |
| 2009 | Finite sample multivariate tests of asset pricing models with coskewness In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 8 |
| 2010 | Estimation uncertainty in structural inflation models with real wage rigidities In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 4 |
| 2021 | Projection-based inference with particle swarm optimization In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 0 |
| 2003 | Simulation-based exact jump tests in models with conditional heteroskedasticity In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 17 |
| 2010 | On the precision of Calvo parameter estimates in structural NKPC models In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 11 |
| 2016 | Identification and inference in two-pass asset pricing models In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 1 |
| 2007 | Exact test for breaks in covariance in multivariate regressions In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2007 | Finite sample multivariate structural change tests with application to energy demand models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 6 |
| 2010 | Identification robust confidence set methods for inference on parameter ratios with application to discrete choice models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 12 |
| 2014 | Identification robust inference in cointegrating regressions In: Journal of Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2019 | Combining p-values to test for multiple structural breaks in cointegrated regressions In: Journal of Econometrics. [Full Text][Citation analysis] | article | 4 |
| 2020 | Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2021 | Dynamic panels with MIDAS covariates: Nonlinearity, estimation and fit In: Journal of Econometrics. [Full Text][Citation analysis] | article | 7 |
| 2021 | Dynamic panels with MIDAS covariates: Nonlinearity, estimation and fit.(2021) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2010 | Asset-pricing anomalies and spanning: Multivariate and multifactor tests with heavy-tailed distributions In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 3 |
| 2016 | Less is more: Testing financial integration using identification-robust asset pricing models In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 2 |
| 2017 | Monte Carlo forecast evaluation with persistent data In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 1 |
| 2013 | Identification-robust analysis of DSGE and structural macroeconomic models In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 25 |
| 2009 | A cross?section analysis of financial market integration in North America using a four factor model In: International Journal of Managerial Finance. [Full Text][Citation analysis] | article | 0 |
| 2009 | A cross?section analysis of financial market integration in North America using a four factor model In: International Journal of Managerial Finance. [Full Text][Citation analysis] | article | 8 |
| 2000 | On Jumps and ARCH Effects in Natural Resource Prices. An Application to Stumpage Prices from Pacific Northwest National Forests. In: Laval - Recherche en Energie. [Citation analysis] | paper | 5 |
| 2000 | On Jumps and Arch Effects in Natural Resource Prices. An Application to Stumpage Prices from Pacific Northwest National Forests.(2000) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2000 | On Jumps and ARCH Effects in Natural Resource Prices. An Application to Stumpage Prices from Pacific Northwest National Forests.(2000) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2000 | Simulation-Based Exact Tests in Jump-Diffusion Models in the Presence of Unidentified Nuisance Parameters: an Application to Commodity Spot Prices. In: Laval - Recherche en Energie. [Citation analysis] | paper | 0 |
| 2020 | Simultaneous Indirect Inference, Impulse Responses and ARMA Models In: Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2018 | Confidence Sets for Inequality Measures: Fieller-Type Methods In: Post-Print. [Citation analysis] | paper | 0 |
| 2018 | Confidence Sets for Inequality Measures: Fieller-Type Methods.(2018) In: Springer Proceedings in Business and Economics. [Citation analysis] This paper has another version. Agregated cites: 0 | chapter | |
| 2019 | Permutation Tests for Comparing Inequality Measures In: Post-Print. [Full Text][Citation analysis] | paper | 5 |
| 2019 | Permutation Tests for Comparing Inequality Measures.(2019) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 2021 | Severity of Illness and the Duration of Intensive Care In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Finite sample inference methods for dynamic energy demand models In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 8 |
| 2010 | Multivariate residual-based finite-sample tests for serial dependence and ARCH effects with applications to asset pricing models In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 7 |
| 2000 | Simulation-Based Exact Tests with Unidentified Nuisance Parameters under the Null Hypothesis : the Case of Jumps Tests in Model with Conditional Heteroskedasticity In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 0 |
| 2000 | Simulation-Based Exact Tests with Unidentified Nuisance Parameters Under the Null Hypothesis: the Case of Jumps Tests in Models with Conditional Heteroskedasticity.(2000) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2001 | Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 1 |
| 2001 | Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions.(2001) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2008 | Oil Prices: Heavy Tails, Mean Reversion and the Convenience Yield In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 2 |
| 2005 | Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 1 |
| 2005 | Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression.(2005) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2020 | Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression.(2020) In: L'Actualité Economique. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2004 | Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression*.(2004) In: L'Actualité Economique. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 1998 | Simulation-Based Finite-and Large-sample Inference Methods in Multivariate Regressions and Seemingly Unrelated Regressions In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 0 |
| 2002 | On Jumps and ARCH Effects in Natural Resource Prices: An Application to Pacific Northwest Stumpage Prices In: American Journal of Agricultural Economics. [Full Text][Citation analysis] | article | 13 |
| 2022 | Multilevel and Tail Risk Management* In: The Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2014 | L’économétrie et l’évidence fallacieuse : erreurs et avancées In: L'Actualité Economique. [Full Text][Citation analysis] | article | 0 |
| 2015 | IDENTIFICATION-ROBUST FACTOR PRICING: CANADIAN EVIDENCE In: L'Actualité Economique. [Full Text][Citation analysis] | article | 0 |
| 2000 | SIMULATION-BASED EXACT TESTS FOR STRUCTURAL DISCONTINUITIES WITH UNIDENTIFIED NUISANCE PARAMETERS: AN APPLICATION TO COMMODITIES SPOT PRICES In: Computing in Economics and Finance 2000. [Citation analysis] | paper | 0 |
| 2002 | Exact Testing of the Stability of the Phillips Curve In: Computing in Economics and Finance 2002. [Citation analysis] | paper | 0 |
| 2005 | Testing for Structural Breaks in Covariance: Exchange Rate Pass-Through in Canada In: Computing in Economics and Finance 2005. [Citation analysis] | paper | 0 |
| 2005 | Identification Robust Confidence Sets Methods for Inference on Parameter Ratios and their Application to Estimating Value-of-Time In: Computing in Economics and Finance 2005. [Full Text][Citation analysis] | paper | 0 |
| Simulation Based Finite and Large Sample Inference Methods in Multiple Regression Models In: Computing in Economics and Finance 1997. [Full Text][Citation analysis] | paper | 1 | |
| 1999 | Simulation Based Finite- and Large-Sample Inference Methods in Simultaneous Equations In: Computing in Economics and Finance 1999. [Citation analysis] | paper | 8 |
| 2006 | Structural Estimation and Evaluation of Calvo-Style Inflation Models In: Computing in Economics and Finance 2006. [Citation analysis] | paper | 1 |
| 2006 | Testing Financial Integration: Finite Sample Motivated Mothods In: Computing in Economics and Finance 2006. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Pricing-to-market tests in instrumental regressions: Case of the transportation equipment industry In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
| 2016 | Dynamic Technical Efficiency In: Springer Proceedings in Business and Economics. [Citation analysis] | chapter | 1 |
| 2022 | Finite sample inference in multivariate instrumental regressions with an application to Catastrophe bonds* In: Econometric Reviews. [Full Text][Citation analysis] | article | 0 |
| 2023 | Identification-Robust Inference With Simulation-Based Pseudo-Matching In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 0 |
| 2016 | Factor?Based Identification?Robust Interference in IV Regressions In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team