|
Érudit | Dépôt de documents >
Browsing « CIRANO - Centre interuniversitaire de recherche en analyse des organisations » by Author « Khalaf, Lynda »
Showing results 1 to 13 of 13
Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions | Beaulieu, Marie-Claude; Dufour, Jean-Marie; Khalaf, Lynda | Issue Date : 2005-02 |
|
Exact skewness-kurtosis tests for multivariate normality and goodness-of-fit in multivariate regressions with application to asset pricing models | Dufour, Jean-Marie; Khalaf, Lynda; Beaulieu, Marie-Claude | Issue Date : 2003-03 |
|
Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions | Dufour, Jean-Marie; Khalaf, Lynda | Issue Date : 2000-05 |
|
Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models | Dufour, Jean-Marie; Khalaf, Lynda; Beaulieu, Marie-Claude | Issue Date : 2003-04 |
|
Finite-sample resampling-based combined hypothesis tests, with applications to serial correlation and predictability | Dufour, Jean-Marie; Khalaf, Lynda; Voia, Marcel | Issue Date : 2013-10 |
|
Identification-robust estimation and testing of the zero-beta CAPM | Beaulieu, Marie-Claude; Dufour, Jean-Marie; Khalaf, Lynda | Issue Date : 2011-02 |
|
An Identification-Robust Test for Time-Varying Parameters in the Dynamics of Energy Prices | Beaulieu, Marie-Claude; Dufour, Jean-Marie; Khalaf, Lynda; Kichian, Maral | Issue Date : 2011-02 |
|
Inflation Dynamics and the New Keynesian Phillips Curve: an Identification Robust Econometric Analysis | Dufour, Jean-Marie; Khalaf, Lynda; Kichian, Maral | Issue Date : 2005-08 |
|
Simulation Based Finite and Large Sample Tests in Multivariate Regressions | Dufour, Jean-Marie; Khalaf, Lynda | Issue Date : 2000-05 |
|
Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects | Bernard, Jean-Thomas; Dufour, Jean-Marie; Genest, Ian; Khalaf, Lynda | Issue Date : 2001-04 |
|
Simulation Based Inference in Moving Average Models | Ghysels, Eric; Khalaf, Lynda; Vodounou, Cosme | Issue Date : 1994-10 |
|
Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: an Exact Simulation-Based Approach | Beaulieu, Marie-Claude; Dufour, Jean-Marie; Khalaf, Lynda | Issue Date : 2002-11 |
|
Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression | Dufour, Jean-Marie; Farhat, Abdeljelil; Khalaf, Lynda | Issue Date : 2005-02 |
|
Showing results 1 to 13 of 13
|