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Information about:
Lynda Khalaf

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

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Personal Details

First Name: Lynda
Middle Name:
Last Name: Khalaf
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RePEc Short-ID: pkh49

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Homepage: http://www.ecn.ulaval.ca/pages/Professeurs/Khalaf.html
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Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. 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. [Downloadable!]
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  2. 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. [Downloadable!]
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  3. Lynda Khalaf & Maral Kichian, 2004. "Estimating New Keynesian Phillips Curves Using Exact Methods," Working Papers 04-11, Bank of Canada. [Downloadable!]

  4. Lynda Khalaf & Jean-Marie Dufour, 2004. "Simulation-Based Finite-Sample Inference in Simultaneous Equations," Econometric Society 2004 North American Summer Meetings 239, Econometric Society. [Downloadable!]

  5. Jean-Thomas Bernard & Lynda Khalaf & Maral Kichian, 2004. "Structural Change and Forecasting Long-Run Energy Prices," Working Papers 04-5, Bank of Canada. [Downloadable!]

  6. 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. [Downloadable!]
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  7. Khalaf, Lynda & Kichian, Maral, 2003. "Are New Keynesian Phillips Curved Identified?," Cahiers de recherche 0312, GREEN. [Downloadable!]
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  8. Lynda Khalaf & Maral Kichian, 2003. "Testing the Stability of the Canadian Phillips Curve Using Exact Methods," Working Papers 03-7, Bank of Canada. [Downloadable!]

  9. 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. [Downloadable!]
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  10. 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. [Downloadable!]
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  11. 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.

  12. Dufour, Jean-Marie & Khalaf, Lynda, 2001. "Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions," Cahiers de recherche 0105, GREEN. [Downloadable!]
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  13. 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. [Downloadable!]
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    Published as:

  14. 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. [Downloadable!]
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    Published as:

  15. Lynda Khalaf, 2000. "Simulation Based Inference in Simultaneous Equations," Econometric Society World Congress 2000 Contributed Papers 1078, Econometric Society. [Downloadable!]

  16. Khalaf, Lynda & Kichian, Maral, 2000. "Testing the Pricing-to-Market Hypothesis: Case of the Transportation Equipment Industry," Working Papers 00-8, Bank of Canada. [Downloadable!]
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  17. 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. [Downloadable!]
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  18. 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. [Downloadable!]
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    Published as:

  19. 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.

  20. 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. [Downloadable!]
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  21. 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.

  22. 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.

  23. 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. [Downloadable!]

  24. Eric Ghysels & Lynda Khalaf & Cosme Vodounou, 1994. "Simulation Based Inference in Moving Average Models," CIRANO Working Papers 94s-11, CIRANO. [Downloadable!]
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  25. 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. [Downloadable!]

Articles

  1. 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. [Downloadable!] (restricted)
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  2. 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. [Downloadable!] (restricted)

  3. 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. [Downloadable!] (restricted)
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  4. 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. [Downloadable!] (restricted)
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  5. Saphores, Jean-Daniel & Khalaf, Lynda & Pelletier, Denis, 2002. " On Jumps and ARCH Effects in Natural Resource Prices: An Application to Pacific Northwest Stumpage Prices," American Journal of Agricultural Economics, American Agricultural Economics Association, vol. 84(2), pages 387-400, May. [Downloadable!] (restricted)

  6. 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.
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NEP Fields

18 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. 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
  2. NEP-CMP: Computational Economics (3) 2003-04-27 2003-06-04 2004-10-30
  3. NEP-COM: Industrial Competition (1) 2004-02-23
  4. NEP-ECM: Econometrics (12) 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 2006-06-03 Author is listed
  5. 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
  6. 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
  7. NEP-FMK: Financial Markets (3) 2003-04-27 2003-12-14 2003-12-14
  8. NEP-MAC: Macroeconomics (2) 2003-04-21 2004-08-23
  9. NEP-MIC: Microeconomics (1) 2002-04-15
  10. NEP-MON: Monetary Economics (1) 2004-08-23
  11. NEP-RES: Resource Economics (1) 2002-04-15
  12. NEP-RMG: Risk Management (4) 2003-04-27 2003-07-10 2003-08-31 2003-12-14
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This page was last updated on 2009-11-8.

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