Lynda Khalaf : Citation Profile

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

14

H index

21

i10 index

694

Citations

RESEARCH PRODUCTION:

53

Articles

89

Papers

3

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   29 years (1994 - 2023). See details.
   Cites by year: 23
   Journals where Lynda Khalaf has often published
   Relations with other researchers
   Recent citing documents: 54.    Total self citations: 73 (9.52 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pkh49
   Updated: 2026-05-02    RAS profile: 2024-03-06    
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Relations with other researchers

Works with:

Voia, Marcel (3)

Lin, Zhenjiang (2)

Lin, Zhenjiang (2)

Flachaire, Emmanuel (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 (30)

MacKinnon, James (12)

Sentana, Enrique (12)

Fanelli, Luca (10)

King, Maxwell (10)

Mavroeidis, Sophocles (10)

Doko Tchatoka, Firmin (10)

Kleibergen, Frank (10)

Plagborg-Moller, Mikkel (8)

Gungor, Sermin (7)

Cites to:

Dufour, Jean-Marie (395)

Galí, Jordi (51)

Kiviet, Jan (50)

Stock, James (49)

Gertler, Mark (46)

Kleibergen, Frank (40)

Kilian, Lutz (38)

Bernard, Jean-Thomas (38)

Lopez-Salido, David (38)

Shanken, Jay (37)

Andrews, Donald (33)

Main data

Where Lynda Khalaf has published?

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

Working Papers Series with more than one paper published# docs
Staff Working Papers / Bank of Canada10
Post-Print / HAL4
Computing in Economics and Finance 2000 / Society for Computational Economics2
Econometric Society 2004 North American Summer Meetings / Econometric Society2
Working Papers / University of Ottawa, Department of 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
Computing in Economics and Finance 2006 / Society for Computational Economics2

Recent works citing Lynda Khalaf (2025 and 2024)

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

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

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2024A Note on Uncertainty Quantification for Maximum Likelihood Parameters Estimated with Heuristic Based Optimization Algorithms. (2024). Porreca, Zachary. In: Papers. RePEc:arx:papers:2401.07176.

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

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2024Efficient two-sample instrumental variable estimators with change points and near-weak identification. (2024). Boldea, Otilia ; Antoine, Bertille ; Zaccaria, Niccolo. In: Papers. RePEc:arx:papers:2406.17056.

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2024Regularizing stock return covariance matrices via multiple testing of correlations. (2024). Luger, Richard. In: Papers. RePEc:arx:papers:2407.09696.

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2024MSTest: An R-Package for Testing Markov Switching Models. (2024). Rodriguez-Rondon, Gabriel ; Dufour, Jean-Marie. In: Papers. RePEc:arx:papers:2411.08188.

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2025Nonparametric methods for comparing distribution functionals for dependent samples with application to inequality measures. (2025). He, Tianyu ; Dufour, Jean-Marie. In: Papers. RePEc:arx:papers:2512.21862.

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2026Semiparametric inference for inequality measures under nonignorable nonresponse using callback data. (2026). Wang, Xinyu ; Yu, Tao ; Li, Pengfei. In: Papers. RePEc:arx:papers:2601.10501.

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

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2025Re examining confidence intervals for ratios of parameters. (2025). Ratsimalahelo, Zaka. In: Working Papers. RePEc:crb:wpaper:2025-04.

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2025Intertemporal asset pricing without risk-free security, zero-beta portfolio and consumption data. (2025). Bergeron, Claude. In: Economics Bulletin. RePEc:ebl:ecbull:eb-25-00167.

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

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2025Factors of predictive power for metal commodities. (2025). Schischke, Amelie ; Rathgeber, Andreas ; Papenfuss, Patric. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002341.

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2025Calendar effects on returns, volatility and higher moments: Evidence from crypto markets. (2025). Algieri, Bernardina ; Lawuobahsumo, Kokulo K ; Leccadito, Arturo ; Zahid, Iliess. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825000816.

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2025Trend inflation and weak identification in the New Keynesian Phillips curve. (2025). , Marcelo ; Mendes, Igor ; da Silva, Edilean Kleber. In: Economics Letters. RePEc:eee:ecolet:v:255:y:2025:i:c:s0165176525003544.

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2025A new self-normalized forecast comparison test. (2025). Zhang, NI ; Zhou, Jin ; Li, Haiqi. In: Economics Letters. RePEc:eee:ecolet:v:256:y:2025:i:c:s0165176525004835.

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

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2025Score-type tests for normal mixtures. (2025). Sentana, Enrique ; Amengual, Dante ; Bei, Xinyue ; Carrasco, Marine. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407624000630.

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2025Identification robust inference for the risk premium in term structure models. (2025). Kong, Lingwei ; Kleibergen, Frank. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407624000745.

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2025Simulation-based estimation with many auxiliary statistics applied to long-run dynamic analysis. (2025). Antoine, Bertille ; Sun, Wenqian. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s030440762400160x.

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2025Exogeneity tests and weak identification in IV regressions: Asymptotic theory and point estimation. (2025). Doko Tchatoka, Firmin ; Dufour, Jean-Marie. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407624001660.

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2025Identification-robust and simultaneous inference in multifactor asset pricing models. (2025). Beaulieu, Marie-Claude ; Dufour, Jean-Marie ; Khalaf, Lynda. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407624002665.

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2025Time-varying vector error-correction models: Estimation and inference. (2025). Yan, Yayi ; GAO, Jiti ; Peng, Bin. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625000892.

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2025Directional Tests and Confidence Bounds on Economic Inequality. (2025). Khalaf, Lynda ; Flachaire, Emmanuel ; Dufour, Jean-Marie ; Zalghout, Abdallah. In: Econometrics and Statistics. RePEc:eee:ecosta:v:33:y:2025:i:c:p:230-245.

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

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2024Short-term contrarian in the carbon emission market. (2024). Xin, Ling. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s014098832400611x.

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2025Advanced time series forecasting for commodities: Insights from the FEDformer model. (2025). Ge, Lei ; Huang, Qiwei ; Zhu, Fengshuang ; Chen, Shun. In: Energy Economics. RePEc:eee:eneeco:v:147:y:2025:i:c:s0140988325003378.

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2025Climate change and Chinas food security. (2025). Lin, Boqiang ; Wang, You. In: Energy. RePEc:eee:energy:v:318:y:2025:i:c:s0360544225004943.

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

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

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2024Linkages between financial and macroeconomic indicators in emerging markets and developing economies. (2024). Michaelides, Michael ; Liang, Zhongwen ; Loungani, Prakash ; Biswas, Rita. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000796.

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2024Nowcasting with panels and alternative data: The OECD weekly tracker. (2024). Woloszko, Nicolas. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1302-1335.

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2025Testing for equal predictive accuracy with strong dependence. (2025). Iacone, Fabrizio ; Coroneo, Laura. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1073-1092.

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

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2025Unequal Energy Footprints: Trade-Driven Asymmetries in Consumption-Based Carbon Emissions of the U.S. and China. (2025). Butt, Hassan Daud ; Malik, Muhammad Yousaf. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:13:p:3238-:d:1683775.

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2025The t-statistic approach to inference for inequality indices: the issue of grouping variability. (2025). Hérault, Nicolas ; Jenkins, Stephen P. In: Working Papers. RePEc:inq:inqwps:ecineq2025-686.

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2025The T-Statistic Approach to Inference for Inequality Indices: The Issue of Grouping Variability. (2025). Herault, Nicolas ; Jenkins, Stephen P. In: IZA Discussion Papers. RePEc:iza:izadps:dp17972.

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2025Is Time an Illusion? A Bootstrap Likelihood Ratio Test for Shock Transmission Delays in DSGE Models. (2025). Sorge, Marco ; Fanelli, Luca ; Angelini, Giovanni. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:5:d:10.1007_s10614-024-10640-2.

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

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2025Unemployment rate gap and the Hybrid New Keynesian Phillips Curve: an application of empirical mode decomposition. (2025). Labidi, Moez ; Farhani, Ramzi. In: Romanian Economic Business Review. RePEc:rau:journl:v:20:y:2025:i:2:p:65-84.

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2024Income Inequality, Economic Complexity, and Renewable Energy Impacts in Controlling Consumption-Based Carbon Emissions. (2024). Qiu, Yiting ; Zhang, Yaoqi ; Chen, Rui ; Ulucak, Recep. In: Evaluation Review. RePEc:sae:evarev:v:48:y:2024:i:1:p:119-142.

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2025Testing overidentifying restrictions on high-dimensional instruments and covariates. (2025). Guo, XU ; Zhang, Xinyu ; Wang, Chenyang ; He, Baihua ; Shi, Hongwei. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:77:y:2025:i:2:d:10.1007_s10463-024-00918-5.

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2025Threshold mixed data sampling logit model with an application to forecasting US bank failures. (2025). Bai, Jianming ; Ren, Mingjian ; Yang, Lixiong. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:1:d:10.1007_s00181-024-02639-3.

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2024Scrutinizing the existence of the environmental Kuznets curve in the context of foreign direct investment, trade, and renewable energy in Bangladesh: impending from ARDL method. (2024). Majumder, Shapan Chandra ; Rahman, Md Maznur ; Voumik, Liton Chandra. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:26:y:2024:i:5:d:10.1007_s10668-023-03940-4.

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2024The role of fiscal decentralization and technological innovations in curbing sulfur dioxide emissions: formulating SDGs policies for China. (2024). Jahanger, Atif ; Kamal, Mustafa ; Usman, Muhammad ; Balsalobre-Lorente, Daniel ; Zeraibi, Ayoub ; Adebayo, Tomiwa Sunday. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:26:y:2024:i:8:d:10.1007_s10668-023-03431-6.

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2024Imprecision in the Estimation of Willingness to Pay Using Subjective Well-Being Data. (2024). Leitner, Lukas. In: Journal of Happiness Studies. RePEc:spr:jhappi:v:25:y:2024:i:7:d:10.1007_s10902-024-00801-3.

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2024Identification-robust methods for comparing inequality with an application to regional disparities. (2024). Dufour, Jean-Marie ; Flachaire, Emmanuel ; Khalaf, Lynda ; Zalghout, Abdallah. In: The Journal of Economic Inequality. RePEc:spr:joecin:v:22:y:2024:i:2:d:10.1007_s10888-023-09600-x.

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2024Unveiling the causal nexus between Saudi’s seaborne trade and economy: evidence from an ARDL model. (2024). Alwosheel, Abdulrahman ; Altelmesani, Mohammad ; A. H. M. Mehbub Anwar, . In: Journal of Shipping and Trade. RePEc:spr:josatr:v:9:y:2024:i:1:d:10.1186_s41072-024-00186-9.

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

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

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2024Regime‐dependent commodity price dynamics: A predictive analysis. (2024). Hlouskova, Jaroslava ; Obersteiner, Michael ; Fortin, Ines ; Cuaresma, Jesus Crespo. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:7:p:2822-2847.

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

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2024Synergizing social sustainability and technological innovation for carbon neutrality in OECD economies. (2024). Arshed, Noman ; Arshad, Zeeshan ; Hussain, Muzzammil ; Hanif, Nadia ; Wang, Yiwen ; Usman, Muhammad. In: Sustainable Development. RePEc:wly:sustdv:v:32:y:2024:i:6:p:6614-6628.

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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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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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This paper has nother version. Agregated cites: 14		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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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.
[Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2015The Convenience Yield and the Informational Content of the Oil Futures Price In: The Energy Journal.
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2011The Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification In: Working Papers.
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2015Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification.(2015) In: Environmental & Resource Economics.
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2011The Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification.(2011) In: Cahiers de recherche CREATE.
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2015Oil Price Forecasts for the Long-Term: Expert Outlooks, Models, or Both? In: Working Papers.
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2018OIL PRICE FORECASTS FOR THE LONG TERM: EXPERT OUTLOOKS, MODELS, OR BOTH?.(2018) In: Macroeconomic Dynamics.
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2015Oil Price Forecasts for the Long-Term: Expert Outlooks, Models, or Both?.(2015) In: Cahiers de recherche CREATE.
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2015Oil Price Forecasts for the Long-Term: Expert Outlooks, Models, or Both?.(2015) In: Working Papers.
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2015Oil Price Forecasts for the Long-Term: Expert Outlooks, Models, or Both?.(2015) In: Working Papers.
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2000Testing the Pricing-to-Market Hypothesis: Case of the Transportation Equipment Industry In: Staff Working Papers.
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2000TESTING THE PRICING-TO-MARKET HYPOTHESIS CASE OF THE TRANSPORTATION EQUIPMENT INDUSTRY.(2000) In: Computing in Economics and Finance 2000.
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2003Testing the Stability of the Canadian Phillips Curve Using Exact Methods In: Staff Working Papers.
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2004Estimating New Keynesian Phillips Curves Using Exact Methods In: Staff Working Papers.
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2004Structural Change and Forecasting Long-Run Energy Prices In: Staff Working Papers.
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2005Inflation Dynamics and the New Keynesian Phillips Curve: An Identification-Robust Econometric Analysis In: Staff Working Papers.
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2005Inflation Dynamics and the New Keynesian Phillips Curve: an Identification Robust Econometric Analysis.(2005) In: CIRANO Working Papers.
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2006Inflation dynamics and the New Keynesian Phillips Curve: An identification robust econometric analysis.(2006) In: Journal of Economic Dynamics and Control.
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2005Inflation dynamics and the New Keynesian Phillips Curve: an identification robust econometric analysis.(2005) In: Cahiers de recherche.
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2005Inflation Dynamics and the New Keynesian Phillips Curve: An Identification Robust Econometric Analysis.(2005) In: Cahiers de recherche.
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2006Forecasting Commodity Prices: GARCH, Jumps, and Mean Reversion In: Staff Working Papers.
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2008Forecasting commodity prices: GARCH, jumps, and mean reversion.(2008) In: Journal of Forecasting.
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2006Structural Change in Covariance and Exchange Rate Pass-Through: The Case of Canada In: Staff Working Papers.
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2009Structural Multi-Equation Macroeconomic Models: Identification-Robust Estimation and Fit In: Staff Working Papers.
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2009Structural Inflation Models with Real Wage Rigidities: The Case of Canada In: Staff Working Papers.
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2009Assessing Indexation-Based Calvo Inflation Models In: Staff Working Papers.
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2007Multivariate Tests of MeanVariance Efficiency With Possibly Non-Gaussian Errors: An Exact Simulation-Based Approach In: Journal of Business & Economic Statistics.
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2003Exact Skewness–Kurtosis Tests for Multivariate Normality and Goodness‐of‐Fit in Multivariate Regressions with Application to Asset Pricing Models* In: Oxford Bulletin of Economics and Statistics.
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2003Exact skewness-kurtosis tests for multivariate normality and goodness-of-fit in multivariate regressions with application to asset pricing models.(2003) In: CIRANO Working Papers.
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2003Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-fit in Multivariate Regressions with Application to Asset Pricing Models.(2003) In: Cahiers de recherche.
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2003Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-Fit in Multivariate Regressions with Application to Asset Pricing Models.(2003) In: Cahiers de recherche.
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2017Simulation-based robust IV inference for lifetime data In: Canadian Stata Users' Group Meetings 2017.
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2000Simulation Based Finite and Large Sample Tests in Multivariate Regressions In: CIRANO Working Papers.
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2002Simulation based finite and large sample tests in multivariate regressions.(2002) In: Journal of Econometrics.
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2000Simulation-Based Finite and Large Sample Tests in Multivariate Regressions..(2000) In: Cahiers de recherche.
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2000Simulation-Based Finite and Large Sample Tests in Multivariate Regressions..(2000) In: Cahiers de recherche.
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2000Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions In: CIRANO Working Papers.
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2002Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions.(2002) In: Journal of Econometrics.
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2000Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions..(2000) In: Cahiers de recherche.
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2000Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions..(2000) In: Cahiers de recherche.
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2001Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects In: CIRANO Working Papers.
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2004Simulation-based finite-sample tests for heteroskedasticity and ARCH effects.(2004) In: Journal of Econometrics.
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2001Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects..(2001) In: Cahiers de recherche.
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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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2005Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression In: CIRANO Working Papers.
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2013Identification-Robust Estimation and Testing of the Zero-Beta CAPM.(2013) In: The Review of Economic Studies.
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2011An Identification-Robust Test for Time-Varying Parameters in the Dynamics of Energy Prices In: CIRANO Working Papers.
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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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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: 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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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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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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2007Finite sample multivariate structural change tests with application to energy demand models In: Journal of Econometrics.
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2010Identification robust confidence set methods for inference on parameter ratios with application to discrete choice models In: Journal of Econometrics.
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2014Identification robust inference in cointegrating regressions In: Journal of Econometrics.
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2019Combining p-values to test for multiple structural breaks in cointegrated regressions In: Journal of Econometrics.
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2020Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels In: Journal of Econometrics.
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2023Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds In: Journal of Econometrics.
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2010Asset-pricing anomalies and spanning: Multivariate and multifactor tests with heavy-tailed distributions In: Journal of Empirical Finance.
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2016Less is more: Testing financial integration using identification-robust asset pricing models In: Journal of International Financial Markets, Institutions and Money.
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2017Monte Carlo forecast evaluation with persistent data In: International Journal of Forecasting.
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2013Identification-robust analysis of DSGE and structural macroeconomic models In: Journal of Monetary Economics.
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2009A cross‐section analysis of financial market integration in North America using a four factor model In: International Journal of Managerial Finance.
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2000On Jumps and ARCH Effects in Natural Resource Prices. An Application to Stumpage Prices from Pacific Northwest National Forests. In: Laval - Recherche en Energie.
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2000On Jumps and Arch Effects in Natural Resource Prices. An Application to Stumpage Prices from Pacific Northwest National Forests.(2000) In: Cahiers de recherche.
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2000On Jumps and ARCH Effects in Natural Resource Prices. An Application to Stumpage Prices from Pacific Northwest National Forests.(2000) In: Cahiers de recherche.
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2000Simulation-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.
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2018Confidence Sets for Inequality Measures: Fieller-Type Methods In: Post-Print.
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2018Confidence Sets for Inequality Measures: Fieller-Type Methods.(2018) In: Springer Proceedings in Business and Economics.
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2019Permutation Tests for Comparing Inequality Measures.(2019) In: Journal of Business & Economic Statistics.
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2007Finite sample inference methods for dynamic energy demand models In: Journal of Applied Econometrics.
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2010Multivariate residual-based finite-sample tests for serial dependence and ARCH effects with applications to asset pricing models In: Journal of Applied Econometrics.
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2000Simulation-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.
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2000Simulation-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.
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2001Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions In: Cahiers de recherche.
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2001Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions.(2001) In: Cahiers de recherche.
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2008Oil Prices: Heavy Tails, Mean Reversion and the Convenience Yield In: Cahiers de recherche.
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1998Simulation-Based Finite-and Large-sample Inference Methods in Multivariate Regressions and Seemingly Unrelated Regressions In: Cahiers de recherche.
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2002On Jumps and ARCH Effects in Natural Resource Prices: An Application to Pacific Northwest Stumpage Prices In: American Journal of Agricultural Economics.
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2022Multilevel and Tail Risk Management* In: Journal of Financial Econometrics.
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2023Comment on: Identification Robust Testing of Risk Premia in Finite Samples In: Journal of Financial Econometrics.
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2014L’économétrie et l’évidence fallacieuse : erreurs et avancées In: L'Actualité Economique.
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2015IDENTIFICATION-ROBUST FACTOR PRICING: CANADIAN EVIDENCE In: L'Actualité Economique.
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2000SIMULATION-BASED EXACT TESTS FOR STRUCTURAL DISCONTINUITIES WITH UNIDENTIFIED NUISANCE PARAMETERS: AN APPLICATION TO COMMODITIES SPOT PRICES In: Computing in Economics and Finance 2000.
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2002Exact Testing of the Stability of the Phillips Curve In: Computing in Economics and Finance 2002.
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2005Testing for Structural Breaks in Covariance: Exchange Rate Pass-Through in Canada In: Computing in Economics and Finance 2005.
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2005Identification Robust Confidence Sets Methods for Inference on Parameter Ratios and their Application to Estimating Value-of-Time In: Computing in Economics and Finance 2005.
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1999Simulation Based Finite- and Large-Sample Inference Methods in Simultaneous Equations In: Computing in Economics and Finance 1999.
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2006Structural Estimation and Evaluation of Calvo-Style Inflation Models In: Computing in Economics and Finance 2006.
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2006Testing Financial Integration: Finite Sample Motivated Mothods In: Computing in Economics and Finance 2006.
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2004Pricing-to-market tests in instrumental regressions: Case of the transportation equipment industry In: Empirical Economics.
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2016Dynamic Technical Efficiency In: Springer Proceedings in Business and Economics.
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2022Finite sample inference in multivariate instrumental regressions with an application to Catastrophe bonds* In: Econometric Reviews.
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2016Factor‐Based Identification‐Robust Interference in IV Regressions In: Journal of Applied Econometrics.
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