13
H index
18
i10 index
619
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 (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2024 | Robust Permutation Tests in Linear Instrumental Variables Regression. (2021). Tuvaandorj, Purevdorj. In: Papers. RePEc:arx:papers:2111.13774. Full description at Econpapers || Download paper |
| 2024 | 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 |
| 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 |
| 2024 | High-Dimensional Mean-Variance Spanning Tests. (2024). Sessinou, Rosnel ; Laurent, S'Ebastien ; Ardia, David. In: Papers. RePEc:arx:papers:2403.17127. 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 |
| 2024 | Employment 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. Full description at Econpapers || Download paper |
| 2023 | A 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. Full description at Econpapers || Download paper |
| 2023 | Shock-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. 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 |
| 2023 | Machine 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. Full description at Econpapers || Download paper |
| 2024 | Power 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. Full description at Econpapers || Download paper |
| 2024 | Assessing 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. 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 |
| 2023 | Influence 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. 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 |
| 2023 | 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:263-297.. Full description at Econpapers || Download paper |
| 2023 | Rejoinder 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.. Full description at Econpapers || Download paper |
| 2024 | Inequality 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. 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 |
| 2024 | Panel 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. Full description at Econpapers || Download paper |
| 2024 | Risky 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. 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 |
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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 nother 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 nother version. Agregated cites: 14 | paper | |
| 1995 | Simulation Based Inference in Moving Average Models..(1995) In: Cahiers de recherche. [Citation analysis] This paper has nother 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 nother 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 nother 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 | 36 |
| 2015 | Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification.(2015) In: Environmental & Resource Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | 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 nother version. Agregated cites: 36 | 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 nother 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 nother 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 nother 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 nother 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 nother 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 | 5 |
| 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 | 72 |
| 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 nother version. Agregated cites: 72 | 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 nother version. Agregated cites: 72 | 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 nother version. Agregated cites: 72 | 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 nother version. Agregated cites: 72 | paper | |
| 2006 | Forecasting Commodity Prices: GARCH, Jumps, and Mean Reversion In: Staff Working Papers. [Full Text][Citation analysis] | paper | 28 |
| 2008 | Forecasting commodity prices: GARCH, jumps, and mean reversion.(2008) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | 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 | 32 |
| 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 | 17 |
| 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 nother version. Agregated cites: 17 | 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 nother version. Agregated cites: 17 | 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 nother version. Agregated cites: 17 | 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 | 34 |
| 2002 | Simulation based finite and large sample tests in multivariate regressions.(2002) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | article | |
| 2000 | Simulation-Based Finite and Large Sample Tests in Multivariate Regressions..(2000) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | paper | |
| 2000 | Simulation-Based Finite and Large Sample Tests in Multivariate Regressions..(2000) In: Cahiers de recherche. [Citation analysis] This paper has nother version. Agregated cites: 34 | 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 nother 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 nother 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 nother 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 | 31 |
| 2004 | Simulation-based finite-sample tests for heteroskedasticity and ARCH effects.(2004) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | article | |
| 2001 | Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects..(2001) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | paper | |
| 2001 | Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects..(2001) In: Cahiers de recherche. [Citation analysis] This paper has nother version. Agregated cites: 31 | 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 nother 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 nother 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 nother 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 nother 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 nother 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 nother 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 nother 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 nother 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 | 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 nother version. Agregated cites: 1 | paper | |
| 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 nother 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 nother 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 nother version. Agregated cites: 1 | article | |
| 2011 | Identification-robust estimation and testing of the zero-beta CAPM In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 13 |
| 2013 | Identification-Robust Estimation and Testing of the Zero-Beta CAPM.(2013) In: The Review of Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | 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 | 1 |
| 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 nother 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 nother 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 nother 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 | 1 |
| 2020 | Arbitrage Pricing, Weak Beta, Strong Beta: Identification-Robust and Simultaneous Inference.(2020) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | 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 nother version. Agregated cites: 3 | paper | |
| 2004 | Are New Keynesian Phillips Curves Identified ?.(2004) In: 2004 Meeting Papers. [Citation analysis] This paper has nother 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 nother 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 | 5 |
| 2021 | Projection-based inference with particle swarm optimization In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 1 |
| 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 | 14 |
| 2016 | Identification and inference in two-pass asset pricing models In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 2 |
| 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 | 13 |
| 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 | 9 |
| 2021 | Dynamic panels with MIDAS covariates: Nonlinearity, estimation and fit.(2021) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2023 | Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2010 | Asset-pricing anomalies and spanning: Multivariate and multifactor tests with heavy-tailed distributions In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 4 |
| 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 nother 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 nother 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 nother version. Agregated cites: 0 | chapter | |
| 2019 | Permutation Tests for Comparing Inequality Measures In: Post-Print. [Full Text][Citation analysis] | paper | 7 |
| 2019 | Permutation Tests for Comparing Inequality Measures.(2019) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | 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 nother 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 nother 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 |
| 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: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2023 | Comment on: Identification Robust Testing of Risk Premia in Finite Samples In: 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 |
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