Advanced Search

Lynda Khalaf

Contents:

This is information that was supplied by Lynda Khalaf in registering through RePEc. If you are Lynda Khalaf , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Lynda
Middle Name:
Last Name: Khalaf
Suffix:

RePEc Short-ID: pkh49

Email:
Homepage: http://www2.carleton.ca/economics/faculty-and-staff/regular-faculty/khalaf-lynda-a.
Postal Address:
Phone:

Affiliation

(in no particular order)

Works


Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2009. "Structural Multi-Equation Macroeconomic Models: Identification-Robust Estimation and Fit," Working Papers 09-19, Bank of Canada.
  2. Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2009. "Assessing Indexation-Based Calvo Inflation Models," Working Papers 09-7, Bank of Canada.
  3. Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2009. "Structural Inflation Models with Real Wage Rigidities: The Case of Canada," Working Papers 09-21, Bank of Canada.
  4. Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2006. "Structural Estimation and Evaluation of Calvo-Style Inflation Models," Computing in Economics and Finance 2006 161, Society for Computational Economics.
  5. Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2005. "Inflation Dynamics and the New Keynesian Phillips Curve: an Identification Robust Econometric Analysis," CIRANO Working Papers 2005s-30, CIRANO.
  6. BEAULIEU, Marie-Claude & DUFOUR, Jean-Marie & KHALAF, Lynda, 2005. "Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions," Cahiers de recherche 2005-04, Universite de Montreal, Departement de sciences economiques.
  7. DUFOUR, Jean-Marie & FARHAT, Abdekjelik & KHALAF, Lynda, 2005. "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," Cahiers de recherche 2005-07, Universite de Montreal, Departement de sciences economiques.
  8. Denis Bolduc & Lynda Khalaf & Clément Yélou, 2005. "Identification Robust Confidence Sets Methods for Inference on Parameter Ratios and their Application to Estimating Value-of-Time," Computing in Economics and Finance 2005 48, Society for Computational Economics.
  9. Lynda Khalaf & Jean-Marie Dufour, 2004. "Simulation-Based Finite-Sample Inference in Simultaneous Equations," Econometric Society 2004 North American Summer Meetings 239, Econometric Society.
  10. Lynda Khalaf & Maral Kichian, 2004. "Estimating New Keynesian Phillips Curves Using Exact Methods," Working Papers 04-11, Bank of Canada.
  11. Jean-Thomas Bernard & Lynda Khalaf & Maral Kichian, 2004. "Structural Change and Forecasting Long-Run Energy Prices," Working Papers 04-5, Bank of Canada.
  12. Khalaf, Lynda & Kichian, Maral, 2003. "Are New Keynesian Phillips Curved Identified?," Cahiers de recherche 0312, GREEN.
  13. Lynda Khalaf & Maral Kichian, 2003. "Testing the Stability of the Canadian Phillips Curve Using Exact Methods," Working Papers 03-7, Bank of Canada.
  14. DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude, 2003. "Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-fit in Multivariate Regressions with Application to Asset Pricing Models," Cahiers de recherche 2003-09, Universite de Montreal, Departement de sciences economiques.
  15. DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude, 2003. "Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models," Cahiers de recherche 2003-08, Universite de Montreal, Departement de sciences economiques.
  16. Lynda Khalaf & Maral Kichian, 2002. "Exact Testing of the Stability of the Phillips Curve," Computing in Economics and Finance 2002 321, Society for Computational Economics.
  17. Beaulieu, M.-C. & Dufour, J.-M. & Khalaf, L., 2002. "Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors : An Exact Simulation-Based Approach," Cahiers de recherche 17-2002, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  18. DUFOUR, Jean-Marie & KHALAF, Lynda & BERNARD, Jean-Thomas, 2001. "Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects," Cahiers de recherche 2001-08, Universite de Montreal, Departement de sciences economiques.
  19. Dufour, Jean-Marie & Khalaf, Lynda, 2001. "Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions," Cahiers de recherche 0105, GREEN.
  20. Lynda Khalaf, 2000. "Simulation Based Inference in Simultaneous Equations," Econometric Society World Congress 2000 Contributed Papers 1078, Econometric Society.
  21. Saphores, Jean-Daniel & Khalaf, Lynda & Pelletier, Denis, 2000. "On Jumps and ARCH Effects in Natural Resource Prices. An Application to Stumpage Prices from Pacific Northwest National Forests," Cahiers de recherche 0003, GREEN.
  22. DUFOUR, Jean-Marie & KHALAF, Lynda, 2000. "Simulation-Based Finite and Large Sample Tests in Multivariate Regressions," Cahiers de recherche 2000-10, Universite de Montreal, Departement de sciences economiques.
  23. Khalaf, L. & Saphores, J. & Bilodeau, J.F., 2000. "Simulation-Based Exact Tests in Jump-Diffusion Models in the Presence of Unidentified Nuisance Parameters: an Application to Commodity Spot Prices," Papers 00-04, Laval - Recherche en Energie.
  24. Lynda Khalaf & Jean-Franois Bilodeau & Jean-Daniel Saphores, 2000. "Simulation-Based Exact Tests For Structural Discontinuities With Unidentified Nuisance Parameters: An Application To Commodities Spot Prices," Computing in Economics and Finance 2000 157, Society for Computational Economics.
  25. DUFOUR, Jean-Marie & KHALAF, Lynda, 2000. "Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions," Cahiers de recherche 2000-11, Universite de Montreal, Departement de sciences economiques.
  26. Khalaf, Lynda & Kichian, Maral, 2000. "Testing the Pricing-to-Market Hypothesis: Case of the Transportation Equipment Industry," Working Papers 00-8, Bank of Canada.
  27. Khalaf, Lynda & Saphores, Jean-Daniel & Bilodeau, Jean-François, 2000. "Simulation-Based Exact Tests with Unidentified Nuisance Parameters Under the Null Hypothesis: the Case of Jumps Tests in Models with Conditional Heteroskedasticity," Cahiers de recherche 0004, GREEN.
  28. Jean-Marie Dufour & Lynda Khalaf, 1999. "Simulation Based Finite- and Large-Sample Inference Methods in Simultaneous Equations," Computing in Economics and Finance 1999 824, Society for Computational Economics.
  29. DUFOUR, Jean-Marie & KHALAF, Lynda, 1998. "Simulation-Based Finite-and Large-sample Inference Methods in Multivariate Regressions and Seemingly Unrelated Regressions," Cahiers de recherche 9813, Universite de Montreal, Departement de sciences economiques.
  30. Eric Ghysels & Lynda Khalaf & Cosme Vodounou, 1994. "Simulation Based Inference in Moving Average Models," CIRANO Working Papers 94s-11, CIRANO.
  31. Jean-Marie Dufour & Linda Khalaf, . "Simulation Based Finite and Large Sample Inference Methods in Multiple Regression Models," Computing in Economics and Finance 1997 141, Society for Computational Economics.

Articles

  1. Jean-Marie Dufour & Lynda Khalaf & Marie-Claude Beaulieu, 2010. "Multivariate residual-based finite-sample tests for serial dependence and ARCH effects with applications to asset pricing models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(2), pages 263-285.
  2. Dufour, Jean-Marie & Khalaf, Lynda & Kichian, Maral, 2010. "Estimation uncertainty in structural inflation models with real wage rigidities," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2554-2561, November.
  3. Beaulieu, Marie-Claude & Dufour, Jean-Marie & Khalaf, Lynda, 2009. "Finite sample multivariate tests of asset pricing models with coskewness," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2008-2021, April.
  4. Marie-Claude Beaulieu & Marie-Hélène Gagnon & Lynda Khalaf, 2009. "A cross-section analysis of financial market integration in North America using a four factor model," International Journal of Managerial Finance, Emerald Group Publishing, vol. 5(3), pages 248-267, July.
  5. Bolduc, Denis & Khalaf, Lynda & Moyneur, Érick, 2008. "Identification-robust simulation-based inference in joint discrete/continuous models for energy markets," Computational Statistics & Data Analysis, Elsevier, vol. 52(6), pages 3148-3161, February.
  6. Bernard, Jean-Thomas & Idoudi, Nadhem & Khalaf, Lynda & Yelou, Clement, 2007. "Finite sample multivariate structural change tests with application to energy demand models," Journal of Econometrics, Elsevier, vol. 141(2), pages 1219-1244, December.
  7. Jean-Thomas Bernard & Nadhem Idoudi & Lynda Khalaf & Clément Yélou, 2007. "Finite sample inference methods for dynamic energy demand models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(7), pages 1211-1226.
  8. Beaulieu, Marie-Claude & Dufour, Jean-Marie & Khalaf, Lynda, 2007. "Multivariate Tests of MeanVariance Efficiency With Possibly Non-Gaussian Errors: An Exact Simulation-Based Approach," Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 398-410, October.
  9. Khalaf, Lynda & Kichian, Maral, 2007. "Exact test for breaks in covariance in multivariate regressions," Economics Letters, Elsevier, vol. 95(2), pages 241-246, May.
  10. Dufour, Jean-Marie & Khalaf, Lynda & Kichian, Maral, 2006. "Inflation dynamics and the New Keynesian Phillips Curve: An identification robust econometric analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 30(9-10), pages 1707-1727.
  11. Khalaf, Lynda & Kichian, Maral, 2005. "Exact tests of the stability of the Phillips curve: the Canadian case," Computational Statistics & Data Analysis, Elsevier, vol. 49(2), pages 445-460, April.
  12. Dufour, Jean-Marie & Khalaf, Lynda & Bernard, Jean-Thomas & Genest, Ian, 2004. "Simulation-based finite-sample tests for heteroskedasticity and ARCH effects," Journal of Econometrics, Elsevier, vol. 122(2), pages 317-347, October.
  13. Lynda Khalaf & Maral Kichian, 2004. "Pricing-to-market tests in instrumental regressions: Case of the transportation equipment industry," Empirical Economics, Springer, vol. 29(2), pages 293-309, 05.
  14. Dufour, Jean-Marie & Farhat, Abdeljelil & Khalaf, Lynda & Dufour, Jean-Marie, 2004. "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," L'Actualité Economique, Société Canadienne de Science Economique, vol. 80(2), pages 501-522, Juin-Sept.
  15. Khalaf, Lynda & Saphores, Jean-Daniel & Bilodeau, Jean-Francois, 2003. "Simulation-based exact jump tests in models with conditional heteroskedasticity," Journal of Economic Dynamics and Control, Elsevier, vol. 28(3), pages 531-553, December.
  16. Eric GHYSELS & Lynda KHALAF & Cosmé VODOUNOU, 2003. "Simulation Based Inference In Moving Average Models," Annales d'Economie et de Statistique, ENSAE, issue 69, pages 85-99.
  17. Jean-Marie Dufour & Lynda Khalaf & Marie-Claude Beaulieu, 2003. "Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-Fit in Multivariate Regressions with Application to Asset Pricing Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(s1), pages 891-906, December.
  18. Dufour, Jean-Marie & Khalaf, Lynda, 2002. "Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions," Journal of Econometrics, Elsevier, vol. 106(1), pages 143-170, January.
  19. Dufour, Jean-Marie & Khalaf, Lynda, 2002. "Simulation based finite and large sample tests in multivariate regressions," Journal of Econometrics, Elsevier, vol. 111(2), pages 303-322, December.
  20. Jean-Marie Dufour & Abdeljelil Farhat & Lucien Gardiol & Lynda Khalaf, 1998. "Simulation-based finite sample normality tests in linear regressions," Econometrics Journal, Royal Economic Society, vol. 1(Conferenc), pages C154-C173.

    RePEc:bla:ajagec:v:84:y:2002:i:2:p:387-400 is not listed on IDEAS

NEP Fields

25 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (3) 2009-02-28 2009-06-10 2009-07-17
  2. NEP-CFN: Corporate Finance (9) 2003-04-27 2003-06-04 2003-07-10 2003-07-10 2003-08-31 2003-08-31 2003-12-14 2003-12-14 2005-02-13 Author is listed
  3. NEP-CMP: Computational Economics (3) 2003-04-27 2003-06-04 2004-10-30
  4. NEP-COM: Industrial Competition (1) 2004-02-23
  5. NEP-ECM: Econometrics (16) 2002-04-22 2003-05-15 2003-06-09 2003-07-12 2003-07-12 2003-08-31 2003-08-31 2004-08-30 2004-10-30 2005-02-13 2005-04-16 2005-09-11 2005-11-19 2006-06-03 2009-02-28 2009-06-10 Author is listed
  6. NEP-ETS: Econometric Time Series (6) 2002-04-15 2003-04-27 2003-07-10 2003-08-31 2004-02-23 2005-02-13 Author is listed
  7. NEP-FIN: Finance (6) 2003-04-27 2003-06-04 2003-12-14 2003-12-14 2005-02-13 2005-04-16 Author is listed
  8. NEP-FMK: Financial Markets (3) 2003-04-27 2003-12-14 2003-12-14
  9. NEP-IFN: International Finance (1) 2005-09-17
  10. NEP-MAC: Macroeconomics (8) 2003-04-21 2004-08-23 2005-09-11 2005-09-17 2006-01-24 2009-02-28 2009-06-10 2009-07-17 Author is listed
  11. NEP-MIC: Microeconomics (1) 2002-04-15
  12. NEP-MON: Monetary Economics (4) 2004-08-23 2005-09-11 2005-09-17 2009-02-28
  13. NEP-RES: Resource Economics (1) 2002-04-15
  14. NEP-RMG: Risk Management (4) 2003-04-27 2003-07-10 2003-08-31 2003-12-14

Statistics

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

To update listings or check citations waiting for approval, Lynda Khalaf should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to correct references and citations.

To link different versions of the same work, where versions have a different title, email the respective handles to

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.