Details about Lynda Khalaf

Homepage:	http://www2.carleton.ca/economics/faculty-and-staff/regular-faculty/khalaf-lynda-a.
Workplace:	Department of Economics, Carleton University, (more information at EDIRC) Centre for Monetary and Financial Economics (CMFE), Department of Economics, Carleton University, (more information at EDIRC)

Access statistics for papers by Lynda Khalaf.

Last updated 2024-03-06. Update your information in the RePEc Author Service.

Short-id: pkh49

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Working Papers

2021

1. Dynamic panels with MIDAS covariates: Nonlinearity, estimation and fit
   Post-Print, HAL View citations (5)
   See also Journal Article Dynamic panels with MIDAS covariates: Nonlinearity, estimation and fit, Journal of Econometrics, Elsevier (2021) View citations (10) (2021)
2. Severity of Illness and the Duration of Intensive Care
   Working Papers, Human Capital and Economic Opportunity Working Group

2020

3. Arbitrage Pricing, Weak Beta, Strong Beta: Identification-Robust and Simultaneous Inference
   Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations (1)
   Also in CIRANO Working Papers, CIRANO (2020) View citations (1)
4. Identification-Robust Inequality Analysis
   Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ
   Also in CIRANO Working Papers, CIRANO (2020)

2019

5. Non-Standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data
   Post-Print, HAL View citations (2)
   Also in Carleton Economic Papers, Carleton University, Department of Economics (2017)
   See also Journal Article Non-Standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data, Annals of Economics and Statistics, GENES (2019) View citations (2) (2019)
6. Permutation Tests for Comparing Inequality Measures
   Post-Print, HAL View citations (7)
   See also Journal Article Permutation Tests for Comparing Inequality Measures, Journal of Business & Economic Statistics, Taylor & Francis Journals (2019) View citations (9) (2019)

2018

7. Confidence Sets for Inequality Measures: Fieller-Type Methods
   Post-Print, HAL View citations (2)
   See also Chapter Confidence Sets for Inequality Measures: Fieller-Type Methods, Springer Proceedings in Business and Economics, Springer (2018) View citations (2) (2018)

2017

8. Simulation-based robust IV inference for lifetime data
   Canadian Stata Users' Group Meetings 2017, Stata Users Group

2015

9. Exact confidence sets and goodness-of-fit methods for stable distributions
   CIRANO Working Papers, CIRANO
   See also Journal Article Exact confidence sets and goodness-of-fit methods for stable distributions, Journal of Econometrics, Elsevier (2014) View citations (2) (2014)
10. Factor based identification-robust inference in IV regressions
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
11. Oil Price Forecasts for the Long-Term: Expert Outlooks, Models, or Both?
    Cahiers de recherche CREATE, CREATE
    Also in Working Papers, University of Laval, Center for Research on the Economics of the Environment, Agri-food, Transports and Energy (CREATE) (2015) View citations (7)
    Working Papers, University of Ottawa, Department of Economics (2015)
    Working Papers, University of Ottawa, Department of Economics (2015)
    See also Journal Article OIL PRICE FORECASTS FOR THE LONG TERM: EXPERT OUTLOOKS, MODELS, OR BOTH?, Macroeconomic Dynamics, Cambridge University Press (2018) View citations (12) (2018)

2013

12. Finite-Sample Resampling-Based Combined Hypothesis Tests, with Applications to Serial Correlation and Predictability
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ
    Also in CIRANO Working Papers, CIRANO (2013) View citations (7)

2011

13. An Identification-Robust Test for Time-Varying Parameters in the Dynamics of Energy Prices
    CIRANO Working Papers, CIRANO View citations (1)
    See also Journal Article An identification‐robust test for time‐varying parameters in the dynamics of energy prices, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2012) View citations (13) (2012)
14. Identification-robust estimation and testing of the zero-beta CAPM
    CIRANO Working Papers, CIRANO
    See also Journal Article Identification-Robust Estimation and Testing of the Zero-Beta CAPM, The Review of Economic Studies, Review of Economic Studies Ltd (2013) View citations (24) (2013)
15. The Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification
    Working Papers, University of Laval, Center for Research on the Economics of the Environment, Agri-food, Transports and Energy (CREATE) View citations (8)
    Also in Cahiers de recherche CREATE, CREATE (2011) View citations (9)
    See also Journal Article Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification, Environmental & Resource Economics, Springer (2015) View citations (29) (2015)

2009

16. Assessing Indexation-Based Calvo Inflation Models
    Staff Working Papers, Bank of Canada
17. Structural Inflation Models with Real Wage Rigidities: The Case of Canada
    Staff Working Papers, Bank of Canada
18. Structural Multi-Equation Macroeconomic Models: Identification-Robust Estimation and Fit
    Staff Working Papers, Bank of Canada View citations (6)

2008

19. Oil Prices: Heavy Tails, Mean Reversion and the Convenience Yield
    Cahiers de recherche, GREEN View citations (2)

2006

20. Forecasting Commodity Prices: GARCH, Jumps, and Mean Reversion
    Staff Working Papers, Bank of Canada View citations (4)
    See also Journal Article Forecasting commodity prices: GARCH, jumps, and mean reversion, Journal of Forecasting, John Wiley & Sons, Ltd. (2008) View citations (27) (2008)
21. Structural Change in Covariance and Exchange Rate Pass-Through: The Case of Canada
    Staff Working Papers, Bank of Canada
22. Structural Estimation and Evaluation of Calvo-Style Inflation Models
    Computing in Economics and Finance 2006, Society for Computational Economics View citations (1)
23. Testing Financial Integration: Finite Sample Motivated Mothods
    Computing in Economics and Finance 2006, Society for Computational Economics

2005

24. Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations (9)
    Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (2005) View citations (9)
    CIRANO Working Papers, CIRANO (2005) View citations (9)
    See also Chapter Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions, Springer Books, Springer (2005) View citations (8) (2005)
25. Identification Robust Confidence Sets Methods for Inference on Parameter Ratios and their Application to Estimating Value-of-Time
    Computing in Economics and Finance 2005, Society for Computational Economics
26. Inflation Dynamics and the New Keynesian Phillips Curve: An Identification Robust Econometric Analysis
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations (10)
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (2005) View citations (6)
    Staff Working Papers, Bank of Canada (2005) View citations (5)
    CIRANO Working Papers, CIRANO (2005) View citations (5)
    See also Journal Article Inflation dynamics and the New Keynesian Phillips Curve: An identification robust econometric analysis, Journal of Economic Dynamics and Control, Elsevier (2006) View citations (73) (2006)
27. Testing for Structural Breaks in Covariance: Exchange Rate Pass-Through in Canada
    Computing in Economics and Finance 2005, Society for Computational Economics
28. Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ
    Also in CIRANO Working Papers, CIRANO (2005)
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (2005) View citations (2)
    See also Journal Article Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression, L'Actualité Economique, Société Canadienne de Science Economique (2020) (2020)

2004

29. Are New Keynesian Phillips Curves Identified ?
    Computing in Economics and Finance 2004, Society for Computational Economics View citations (3)
    Also in Cahiers de recherche, GREEN (2003)
    Econometric Society 2004 North American Summer Meetings, Econometric Society (2004) View citations (3)
    2004 Meeting Papers, Society for Economic Dynamics (2004) View citations (3)
30. Estimating New Keynesian Phillips Curves Using Exact Methods
    Staff Working Papers, Bank of Canada View citations (13)
31. Simulation-Based Finite-Sample Inference in Simultaneous Equations
    Econometric Society 2004 North American Summer Meetings, Econometric Society View citations (7)
32. Structural Change and Forecasting Long-Run Energy Prices
    Staff Working Papers, Bank of Canada View citations (5)

2003

33. Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-Fit in Multivariate Regressions with Application to Asset Pricing Models
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations (27)
    Also in CIRANO Working Papers, CIRANO (2003) View citations (25)
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (2003) View citations (30)
    See also Journal Article 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 (2003) View citations (26) (2003)
34. Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models
    CIRANO Working Papers, CIRANO View citations (2)
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (2003) View citations (2)
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (2003) View citations (2)
35. Testing mean-variance efficiency in CAPM with possibly non-gaussian errors: an exact simulation-based approach
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank View citations (2)
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (2002) View citations (3)
    CIRANO Working Papers, CIRANO (2002) View citations (9)
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (2002)
36. Testing the Stability of the Canadian Phillips Curve Using Exact Methods
    Staff Working Papers, Bank of Canada View citations (5)

2002

37. Exact Testing of the Stability of the Phillips Curve
    Computing in Economics and Finance 2002, Society for Computational Economics View citations (1)

2001

38. Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions
    Cahiers de recherche, GREEN View citations (1)
    Also in Cahiers de recherche, Université Laval - Département d'économique (2001)
39. Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations (16)
    Also in CIRANO Working Papers, CIRANO (2001) View citations (9)
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (2001) View citations (13)
    See also Journal Article Simulation-based finite-sample tests for heteroskedasticity and ARCH effects, Journal of Econometrics, Elsevier (2004) View citations (45) (2004)

2000

40. Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions
    CIRANO Working Papers, CIRANO
    Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (2000)
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (2000)
    See also Journal Article Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions, Journal of Econometrics, Elsevier (2002) View citations (44) (2002)
41. On Jumps and ARCH Effects in Natural Resource Prices. An Application to Stumpage Prices from Pacific Northwest National Forests
    Working Papers, Laval - Recherche en Energie View citations (3)
    Also in Cahiers de recherche, Université Laval - Département d'économique (2000) View citations (6)
    Cahiers de recherche, GREEN (2000) View citations (2)
42. SIMULATION-BASED EXACT TESTS FOR STRUCTURAL DISCONTINUITIES WITH UNIDENTIFIED NUISANCE PARAMETERS: AN APPLICATION TO COMMODITIES SPOT PRICES
    Computing in Economics and Finance 2000, Society for Computational Economics
43. Simulation Based Finite and Large Sample Tests in Multivariate Regressions
    CIRANO Working Papers, CIRANO View citations (5)
    Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (2000) View citations (1)
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (2000) View citations (3)
    See also Journal Article Simulation based finite and large sample tests in multivariate regressions, Journal of Econometrics, Elsevier (2002) View citations (64) (2002)
44. Simulation Based Inference in Simultaneous Equations
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations (1)
45. Simulation-Based Exact Tests in Jump-Diffusion Models in the Presence of Unidentified Nuisance Parameters: an Application to Commodity Spot Prices
    Working Papers, Laval - Recherche en Energie
46. 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, GREEN
    Also in Cahiers de recherche, Université Laval - Département d'économique (2000)
47. TESTING THE PRICING-TO-MARKET HYPOTHESIS CASE OF THE TRANSPORTATION EQUIPMENT INDUSTRY
    Computing in Economics and Finance 2000, Society for Computational Economics View citations (2)
    Also in Staff Working Papers, Bank of Canada (2000) View citations (2)

1999

48. Simulation Based Finite- and Large-Sample Inference Methods in Simultaneous Equations
    Computing in Economics and Finance 1999, Society for Computational Economics View citations (9)

1998

49. Simulation-Based Finite-and Large-sample Inference Methods in Multivariate Regressions and Seemingly Unrelated Regressions
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations (5)

1995

50. Simulation Based Inference in Moving Average Models
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations (4)
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1995) View citations (5)
    CIRANO Working Papers, CIRANO (1994) View citations (1)
    See also Journal Article Simulation Based Inference In Moving Average Models, Annals of Economics and Statistics, GENES (2003) View citations (9) (2003)

Undated

51. Simulation Based Finite and Large Sample Inference Methods in Multiple Regression Models
    Computing in Economics and Finance 1997, Society for Computational Economics View citations (1)

Journal Articles

2023

1. Comment on: Identification Robust Testing of Risk Premia in Finite Samples
   Journal of Financial Econometrics, 2023, 21, (2), 298-302
2. Identification-Robust Inference With Simulation-Based Pseudo-Matching
   Journal of Business & Economic Statistics, 2023, 41, (2), 321-338
3. Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds
   Journal of Econometrics, 2023, 236, (1)

2022

4. Finite sample inference in multivariate instrumental regressions with an application to Catastrophe bonds*
   Econometric Reviews, 2022, 41, (10), 1205-1242
5. Multilevel and Tail Risk Management*
   (Backtesting Expected Shortfall)
   Journal of Financial Econometrics, 2022, 20, (5), 839-874

2021

6. Dynamic panels with MIDAS covariates: Nonlinearity, estimation and fit
   Journal of Econometrics, 2021, 220, (2), 589-605 View citations (10)
   See also Working Paper Dynamic panels with MIDAS covariates: Nonlinearity, estimation and fit, Post-Print (2021) View citations (5) (2021)
7. Projection-based inference with particle swarm optimization
   Journal of Economic Dynamics and Control, 2021, 128, (C) View citations (2)

2020

8. Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels
   Journal of Econometrics, 2020, 218, (2), 419-434
9. Simultaneous Indirect Inference, Impulse Responses and ARMA Models
   Econometrics, 2020, 8, (2), 1-26
10. Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression
    L'Actualité Economique, 2020, 96, (4), 545-566
    Also in L'Actualité Economique, 2004, 80, (2), 501-522 (2004) View citations (1)
    See also Working Paper Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression, Cahiers de recherche (2005) (2005)

2019

11. Combining p-values to test for multiple structural breaks in cointegrated regressions
    Journal of Econometrics, 2019, 211, (2), 461-482 View citations (6)
12. Non-Standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data
    Annals of Economics and Statistics, 2019, (134), 79-108 View citations (2)
    See also Working Paper Non-Standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data, Post-Print (2019) View citations (2) (2019)
13. Permutation Tests for Comparing Inequality Measures
    Journal of Business & Economic Statistics, 2019, 37, (3), 457-470 View citations (9)
    See also Working Paper Permutation Tests for Comparing Inequality Measures, Post-Print (2019) View citations (7) (2019)

2018

14. OIL PRICE FORECASTS FOR THE LONG TERM: EXPERT OUTLOOKS, MODELS, OR BOTH?
    Macroeconomic Dynamics, 2018, 22, (3), 581-599 View citations (12)
    See also Working Paper Oil Price Forecasts for the Long-Term: Expert Outlooks, Models, or Both?, Cahiers de recherche CREATE (2015) (2015)

2017

15. Monte Carlo forecast evaluation with persistent data
    International Journal of Forecasting, 2017, 33, (1), 1-10 View citations (2)

2016

16. Factor‐Based Identification‐Robust Interference in IV Regressions
    Journal of Applied Econometrics, 2016, 31, (5), 821-842 View citations (1)
17. Identification and inference in two-pass asset pricing models
    Journal of Economic Dynamics and Control, 2016, 70, (C), 165-177 View citations (4)
18. Less is more: Testing financial integration using identification-robust asset pricing models
    Journal of International Financial Markets, Institutions and Money, 2016, 45, (C), 171-190 View citations (2)

2015

19. Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification
    Environmental & Resource Economics, 2015, 60, (2), 285-315 View citations (29)
    See also Working Paper The Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification, Working Papers (2011) View citations (8) (2011)
20. IDENTIFICATION-ROBUST FACTOR PRICING: CANADIAN EVIDENCE
    L'Actualité Economique, 2015, 91, (1-2), 235-252
21. The Convenience Yield and the Informational Content of the Oil Futures Price
    The Energy Journal, 2015, Volume 36, (Number 2) View citations (6)

2014

22. Exact confidence sets and goodness-of-fit methods for stable distributions
    Journal of Econometrics, 2014, 181, (1), 3-14 View citations (2)
    See also Working Paper Exact confidence sets and goodness-of-fit methods for stable distributions, CIRANO Working Papers (2015) (2015)
23. Identification robust inference in cointegrating regressions
    Journal of Econometrics, 2014, 182, (2), 385-396 View citations (3)
24. L’économétrie et l’évidence fallacieuse: erreurs et avancées
    L'Actualité Economique, 2014, 90, (1), 5-22

2013

25. Identification-Robust Estimation and Testing of the Zero-Beta CAPM
    The Review of Economic Studies, 2013, 80, (3), 892-924 View citations (24)
    See also Working Paper Identification-robust estimation and testing of the zero-beta CAPM, CIRANO Working Papers (2011) (2011)
26. Identification-robust analysis of DSGE and structural macroeconomic models
    Journal of Monetary Economics, 2013, 60, (3), 340-350 View citations (27)

2012

27. An identification‐robust test for time‐varying parameters in the dynamics of energy prices
    Journal of Applied Econometrics, 2012, 27, (4), 603-624 View citations (13)
    See also Working Paper An Identification-Robust Test for Time-Varying Parameters in the Dynamics of Energy Prices, CIRANO Working Papers (2011) View citations (1) (2011)

2010

28. Asset-pricing anomalies and spanning: Multivariate and multifactor tests with heavy-tailed distributions
    Journal of Empirical Finance, 2010, 17, (4), 763-782 View citations (9)
29. Estimation uncertainty in structural inflation models with real wage rigidities
    Computational Statistics & Data Analysis, 2010, 54, (11), 2554-2561 View citations (5)
30. Identification robust confidence set methods for inference on parameter ratios with application to discrete choice models
    Journal of Econometrics, 2010, 157, (2), 317-327 View citations (22)
31. Multivariate residual-based finite-sample tests for serial dependence and ARCH effects with applications to asset pricing models
    Journal of Applied Econometrics, 2010, 25, (2), 263-285 View citations (9)
32. On the precision of Calvo parameter estimates in structural NKPC models
    Journal of Economic Dynamics and Control, 2010, 34, (9), 1582-1595 View citations (17)

2009

33. A cross‐section analysis of financial market integration in North America using a four factor model
    International Journal of Managerial Finance, 2009, 5, (3), 248-267 View citations (9)
34. Finite sample multivariate tests of asset pricing models with coskewness
    Computational Statistics & Data Analysis, 2009, 53, (6), 2008-2021 View citations (14)

2008

35. Forecasting commodity prices: GARCH, jumps, and mean reversion
    Journal of Forecasting, 2008, 27, (4), 279-291 View citations (27)
    See also Working Paper Forecasting Commodity Prices: GARCH, Jumps, and Mean Reversion, Staff Working Papers (2006) View citations (4) (2006)
36. Identification-robust simulation-based inference in joint discrete/continuous models for energy markets
    Computational Statistics & Data Analysis, 2008, 52, (6), 3148-3161 View citations (11)

2007

37. Exact test for breaks in covariance in multivariate regressions
    Economics Letters, 2007, 95, (2), 241-246
38. Finite sample inference methods for dynamic energy demand models
    Journal of Applied Econometrics, 2007, 22, (7), 1211-1226 View citations (16)
39. Finite sample multivariate structural change tests with application to energy demand models
    Journal of Econometrics, 2007, 141, (2), 1219-1244 View citations (9)
40. Multivariate Tests of MeanVariance Efficiency With Possibly Non-Gaussian Errors: An Exact Simulation-Based Approach
    Journal of Business & Economic Statistics, 2007, 25, 398-410 View citations (46)

2006

41. Inflation dynamics and the New Keynesian Phillips Curve: An identification robust econometric analysis
    Journal of Economic Dynamics and Control, 2006, 30, (9-10), 1707-1727 View citations (73)
    See also Working Paper Inflation Dynamics and the New Keynesian Phillips Curve: An Identification Robust Econometric Analysis, Cahiers de recherche (2005) View citations (10) (2005)

2005

42. Exact tests of the stability of the Phillips curve: the Canadian case
    Computational Statistics & Data Analysis, 2005, 49, (2), 445-460 View citations (7)

2004

43. Pricing-to-market tests in instrumental regressions: Case of the transportation equipment industry
    Empirical Economics, 2004, 29, (2), 293-309 View citations (3)
44. Simulation-based finite-sample tests for heteroskedasticity and ARCH effects
    Journal of Econometrics, 2004, 122, (2), 317-347 View citations (45)
    See also Working Paper Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects, Cahiers de recherche (2001) View citations (16) (2001)

2003

45. 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, 2003, 65, (s1), 891-906 View citations (26)
    See also Working Paper Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-Fit in Multivariate Regressions with Application to Asset Pricing Models, Cahiers de recherche (2003) View citations (27) (2003)
46. Simulation Based Inference In Moving Average Models
    Annals of Economics and Statistics, 2003, (69), 85-99 View citations (9)
    See also Working Paper Simulation Based Inference in Moving Average Models, Cahiers de recherche (1995) View citations (4) (1995)
47. Simulation-based exact jump tests in models with conditional heteroskedasticity
    Journal of Economic Dynamics and Control, 2003, 28, (3), 531-553 View citations (22)

2002

48. Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions
    Journal of Econometrics, 2002, 106, (1), 143-170 View citations (44)
    See also Working Paper Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions, CIRANO Working Papers (2000) (2000)
49. On Jumps and ARCH Effects in Natural Resource Prices: An Application to Pacific Northwest Stumpage Prices
    American Journal of Agricultural Economics, 2002, 84, (2), 387-400 View citations (18)
50. Simulation based finite and large sample tests in multivariate regressions
    Journal of Econometrics, 2002, 111, (2), 303-322 View citations (64)
    See also Working Paper Simulation Based Finite and Large Sample Tests in Multivariate Regressions, CIRANO Working Papers (2000) View citations (5) (2000)

1998

51. Simulation-based finite sample normality tests in linear regressions
    Econometrics Journal, 1998, 1, (ConferenceIssue), C154-C173 View citations (49)

Edited books

2018

1. Productivity and Inequality
   Springer Proceedings in Business and Economics, Springer View citations (10)

2016

2. Productivity and Efficiency Analysis
   Springer Proceedings in Business and Economics, Springer View citations (19)

Chapters

2018

1. Confidence Sets for Inequality Measures: Fieller-Type Methods
   Springer View citations (2)
   See also Working Paper Confidence Sets for Inequality Measures: Fieller-Type Methods, HAL (2018) View citations (2) (2018)

2016

2. Dynamic Technical Efficiency
   Springer View citations (1)

2005

3. Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions
   Springer View citations (8)
   See also Working Paper Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions, Universite de Montreal, Departement de sciences economiques (2005) View citations (9) (2005)