Lynda Khalaf : Citation Profile


Are you Lynda Khalaf?

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

13

H index

18

i10 index

598

Citations

RESEARCH PRODUCTION:

51

Articles

89

Papers

3

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   29 years (1994 - 2023). See details.
   Cites by year: 20
   Journals where Lynda Khalaf has often published
   Relations with other researchers
   Recent citing documents: 31.    Total self citations: 72 (10.75 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pkh49
   Updated: 2023-11-04    RAS profile: 2023-08-06    
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Relations with other researchers


Works with:

Voia, Marcel (5)

Flachaire, Emmanuel (5)

Chu, Ba (2)

Lin, Zhenjiang (2)

Bernard, Jean-Thomas (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 (36)

Luger, Richard (27)

Sentana, Enrique (11)

King, Maxwell (10)

Mavroeidis, Sophocles (10)

Doko Tchatoka, Firmin (9)

Fanelli, Luca (9)

Plagborg-Moller, Mikkel (8)

Iglesias, Emma (7)

Bontemps, Christian (7)

Castelnuovo, Efrem (6)

Cites to:

Dufour, Jean-Marie (388)

Galí, Jordi (51)

Kiviet, Jan (50)

Stock, James (49)

Gertler, Mark (46)

Kilian, Lutz (38)

Bernard, Jean-Thomas (38)

Lopez-Salido, David (38)

Kleibergen, Frank (36)

Andrews, Donald (33)

Shanken, Jay (32)

Main data


Where Lynda Khalaf has published?


Journals with more than one article published# docs
Journal of Econometrics10
Journal of Economic Dynamics and Control5
L'Actualitť Economique4
Computational Statistics & Data Analysis4
Journal of Applied Econometrics2
Journal of Applied Econometrics2
International Journal of Managerial Finance2
Annals of Economics and Statistics2
Journal of Business & Economic Statistics2

Working Papers Series with more than one paper published# docs
Staff Working Papers / Bank of Canada10
Post-Print / HAL4
Computing in Economics and Finance 2006 / Society for Computational Economics2
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
Working Papers / University of Ottawa, Department of Economics2
Econometric Society 2004 North American Summer Meetings / Econometric Society2

Recent works citing Lynda Khalaf (2023 and 2022)


YearTitle of citing document
2022Treatment recommendation with distributional targets. (2020). Veliyev, Bezirgen ; Preinerstorfer, David ; Kock, Anders Bredahl. In: Papers. RePEc:arx:papers:2005.09717.

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2023Robust Permutation Tests in Linear Instrumental Variables Regression. (2021). Tuvaandorj, Purevdorj. In: Papers. RePEc:arx:papers:2111.13774.

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

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2022Bayesian 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.

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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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2022.

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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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2022Political markets as equity price factors. (2022). Auld, T. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2264.

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2022Determinants 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.

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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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2022New 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.

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2022Multiple 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.

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2022Crude 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.

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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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2022Inventories 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.

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2022Interaction 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.

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2022Crude 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.

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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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2022Semiparametric 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.

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2022On 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.

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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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2022Reducing 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.

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2022Modeling 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.

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2022Reverse 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.

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2022Goodness-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.

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2022Bootstrap 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.

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2022Generalized 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.

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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:


YearTitleTypeCited

Works by Lynda Khalaf:


YearTitleTypeCited
2003Simulation Based Inference In Moving Average Models In: Annals of Economics and Statistics.
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article14
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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paper
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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article0
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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paper
2015The Convenience Yield and the Informational Content of the Oil Futures Price In: The Energy Journal.
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article3
2011The Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification In: Working Papers.
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paper33
2015Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification.(2015) In: Environmental & Resource Economics.
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article
2011The Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification.(2011) In: Cahiers de recherche CREATE.
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paper
2015Oil Price Forecasts for the Long-Term: Expert Outlooks, Models, or Both? In: Working Papers.
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paper11
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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paper
2000Testing the Pricing-to-Market Hypothesis: Case of the Transportation Equipment Industry In: Staff Working Papers.
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paper2
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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paper4
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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paper26
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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article29
2003Exact Skewness‚ÄďKurtosis 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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2011Identification-robust estimation and testing of the zero-beta CAPM In: CIRANO Working Papers.
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2013Identification-Robust Estimation and Testing of the Zero-Beta CAPM.(2013) In: Review of Economic Studies.
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2011An Identification-Robust Test for Time-Varying Parameters in the Dynamics of Energy Prices In: CIRANO Working Papers.
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2012An identification?robust test for time?varying parameters in the dynamics of energy prices.(2012) In: Journal of Applied Econometrics.
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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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2020Arbitrage Pricing, Weak Beta, Strong Beta: Identification-Robust and Simultaneous Inference In: CIRANO Working Papers.
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2020Arbitrage Pricing, Weak Beta, Strong Beta: Identification-Robust and Simultaneous Inference.(2020) In: Cahiers de recherche.
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2015Factor based identification-robust inference in IV regressions In: CEPR Discussion Papers.
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2004Simulation-Based Finite-Sample Inference in Simultaneous Equations In: Econometric Society 2004 North American Summer Meetings.
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2004Are New Keynesian Phillips Curves Identified ? In: Econometric Society 2004 North American Summer Meetings.
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2003Are New Keynesian Phillips Curved Identified?.(2003) In: Cahiers de recherche.
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2004Are New Keynesian Phillips Curves Identified ?.(2004) In: 2004 Meeting Papers.
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2004Are New Keynesian Phillips Curves Identified ?.(2004) In: Computing in Economics and Finance 2004.
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2000Simulation Based Inference in Simultaneous Equations In: Econometric Society World Congress 2000 Contributed Papers.
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paper1
1998Simulation-based finite sample normality tests in linear regressions In: Econometrics Journal.
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article29
2005Exact tests of the stability of the Phillips curve: the Canadian case In: Computational Statistics & Data Analysis.
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2008Identification-robust simulation-based inference in joint discrete/continuous models for energy markets In: Computational Statistics & Data Analysis.
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2009Finite sample multivariate tests of asset pricing models with coskewness In: Computational Statistics & Data Analysis.
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2010Estimation uncertainty in structural inflation models with real wage rigidities In: Computational Statistics & Data Analysis.
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2021Projection-based inference with particle swarm optimization In: Journal of Economic Dynamics and Control.
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2003Simulation-based exact jump tests in models with conditional heteroskedasticity In: Journal of Economic Dynamics and Control.
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2010On the precision of Calvo parameter estimates in structural NKPC models In: Journal of Economic Dynamics and Control.
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2016Identification and inference in two-pass asset pricing models In: Journal of Economic Dynamics and Control.
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2007Exact test for breaks in covariance in multivariate regressions In: Economics Letters.
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2007Finite sample multivariate structural change tests with application to energy demand models In: Journal of Econometrics.
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