Lynda Khalaf : Citation Profile

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

14

H index

21

i10 index

680

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: 49.    Total self citations: 73 (9.69 %)

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   Permalink: http://citec.repec.org/pkh49
   Updated: 2025-12-27    RAS profile: 2024-03-06    
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Relations with other researchers

Works with:

Voia, Marcel (3)

Flachaire, Emmanuel (2)

Lin, Zhenjiang (2)

Lin, Zhenjiang (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)

Sentana, Enrique (12)

Doko Tchatoka, Firmin (10)

Mavroeidis, Sophocles (10)

King, Maxwell (10)

Fanelli, Luca (10)

Plagborg-Moller, Mikkel (8)

Antoine, Bertille (7)

Iglesias, Emma (7)

Kleibergen, Frank (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)

Lopez-Salido, David (38)

Bernard, Jean-Thomas (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
L'Actualit� Economique4
Computational Statistics & Data Analysis4
Journal of Applied Econometrics2
International Journal of Managerial Finance2
Journal of Financial Econometrics2
Journal of Business & Economic Statistics2
Journal of Applied Econometrics2
Annals of Economics and 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 2000 / Society for Computational Economics2
Econometric Society 2004 North American Summer Meetings / Econometric Society2
Computing in Economics and Finance 2005 / 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
Working Papers / University of Ottawa, Department of 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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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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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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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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2019Non-Standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data In: Annals of Economics and Statistics.
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2017Non-standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data.(2017) In: Carleton Economic Papers.
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2019Non-Standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data.(2019) In: Post-Print.
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2015The Convenience Yield and the Informational Content of the Oil Futures Price In: The Energy Journal.
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2011The Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification In: Working Papers.
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2015Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification.(2015) In: Environmental & Resource Economics.
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2011The Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification.(2011) In: Cahiers de recherche CREATE.
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2015Oil Price Forecasts for the Long-Term: Expert Outlooks, Models, or Both? In: Working Papers.
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2018OIL PRICE FORECASTS FOR THE LONG TERM: EXPERT OUTLOOKS, MODELS, OR BOTH?.(2018) In: Macroeconomic Dynamics.
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2015Oil Price Forecasts for the Long-Term: Expert Outlooks, Models, or Both?.(2015) In: Cahiers de recherche CREATE.
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2015Oil Price Forecasts for the Long-Term: Expert Outlooks, Models, or Both?.(2015) In: Working Papers.
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2015Oil Price Forecasts for the Long-Term: Expert Outlooks, Models, or Both?.(2015) In: Working Papers.
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2000Testing the Pricing-to-Market Hypothesis: Case of the Transportation Equipment Industry In: Staff Working Papers.
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2000TESTING THE PRICING-TO-MARKET HYPOTHESIS CASE OF THE TRANSPORTATION EQUIPMENT INDUSTRY.(2000) In: Computing in Economics and Finance 2000.
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2003Testing the Stability of the Canadian Phillips Curve Using Exact Methods In: Staff Working Papers.
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2004Estimating New Keynesian Phillips Curves Using Exact Methods In: Staff Working Papers.
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2004Structural Change and Forecasting Long-Run Energy Prices In: Staff Working Papers.
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2005Inflation Dynamics and the New Keynesian Phillips Curve: An Identification-Robust Econometric Analysis In: Staff Working Papers.
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2005Inflation Dynamics and the New Keynesian Phillips Curve: an Identification Robust Econometric Analysis.(2005) In: CIRANO Working Papers.
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2006Inflation dynamics and the New Keynesian Phillips Curve: An identification robust econometric analysis.(2006) In: Journal of Economic Dynamics and Control.
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2005Inflation dynamics and the New Keynesian Phillips Curve: an identification robust econometric analysis.(2005) In: Cahiers de recherche.
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2005Inflation Dynamics and the New Keynesian Phillips Curve: An Identification Robust Econometric Analysis.(2005) In: Cahiers de recherche.
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2006Forecasting Commodity Prices: GARCH, Jumps, and Mean Reversion In: Staff Working Papers.
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2008Forecasting commodity prices: GARCH, jumps, and mean reversion.(2008) In: Journal of Forecasting.
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2006Structural Change in Covariance and Exchange Rate Pass-Through: The Case of Canada In: Staff Working Papers.
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2009Structural Multi-Equation Macroeconomic Models: Identification-Robust Estimation and Fit In: Staff Working Papers.
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2009Structural Inflation Models with Real Wage Rigidities: The Case of Canada In: Staff Working Papers.
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2009Assessing Indexation-Based Calvo Inflation Models In: Staff Working Papers.
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2007Multivariate Tests of MeanVariance Efficiency With Possibly Non-Gaussian Errors: An Exact Simulation-Based Approach In: Journal of Business & Economic Statistics.
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2003Exact Skewness–Kurtosis Tests for Multivariate Normality and Goodness‐of‐Fit in Multivariate Regressions with Application to Asset Pricing Models* In: Oxford Bulletin of Economics and Statistics.
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2003Exact skewness-kurtosis tests for multivariate normality and goodness-of-fit in multivariate regressions with application to asset pricing models.(2003) In: CIRANO Working Papers.
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2003Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-fit in Multivariate Regressions with Application to Asset Pricing Models.(2003) In: Cahiers de recherche.
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2003Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-Fit in Multivariate Regressions with Application to Asset Pricing Models.(2003) In: Cahiers de recherche.
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2017Simulation-based robust IV inference for lifetime data In: Canadian Stata Users' Group Meetings 2017.
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2000Simulation Based Finite and Large Sample Tests in Multivariate Regressions In: CIRANO Working Papers.
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2002Simulation based finite and large sample tests in multivariate regressions.(2002) In: Journal of Econometrics.
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2000Simulation-Based Finite and Large Sample Tests in Multivariate Regressions..(2000) In: Cahiers de recherche.
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2000Simulation-Based Finite and Large Sample Tests in Multivariate Regressions..(2000) In: Cahiers de recherche.
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2000Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions In: CIRANO Working Papers.
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2002Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions.(2002) In: Journal of Econometrics.
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2000Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions..(2000) In: Cahiers de recherche.
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2000Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions..(2000) In: Cahiers de recherche.
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2001Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects In: CIRANO Working Papers.
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2004Simulation-based finite-sample tests for heteroskedasticity and ARCH effects.(2004) In: Journal of Econometrics.
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2001Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects..(2001) In: Cahiers de recherche.
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2001Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects..(2001) In: Cahiers de recherche.
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2002Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: an Exact Simulation-Based Approach In: CIRANO Working Papers.
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2002Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors : An Exact Simulation-Based Approach.(2002) In: Cahiers de recherche.
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2002TESTING MEAN-VARIANCE EFFICIENCY IN CAPM WITH POSSIBLY NON-GAUSSIAN ERRORS : AN EXACT SIMULATION-BASED APPROACH.(2002) In: Cahiers de recherche.
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2003Testing mean-variance efficiency in CAPM with possibly non-gaussian errors: an exact simulation-based approach.(2003) In: Discussion Paper Series 1: Economic Studies.
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2003Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models In: CIRANO Working Papers.
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2003Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models.(2003) In: Cahiers de recherche.
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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: 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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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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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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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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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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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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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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2020Simultaneous Indirect Inference, Impulse Responses and ARMA Models In: Econometrics.
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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 In: Post-Print.
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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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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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