Access Statistics for Lynda Khalaf

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Identification-Robust Test for Time-Varying Parameters in the Dynamics of Energy Prices 0 0 0 58 0 0 13 110
Arbitrage Pricing, Weak Beta, Strong Beta: Identification-Robust and Simultaneous Inference 1 1 1 36 1 4 21 65
Arbitrage Pricing, Weak Beta, Strong Beta: Identification-Robust and Simultaneous Inference 1 1 1 7 1 3 14 35
Are New Keynesian Phillips Curved Identified? 0 0 0 60 0 0 4 224
Are New Keynesian Phillips Curves Identified ? 0 0 0 0 0 0 9 130
Are New Keynesian Phillips Curves Identified ? 0 0 0 1 0 0 25 368
Are New Keynesian Phillips Curves Identified ? 0 0 0 0 0 0 2 217
Assessing Indexation-Based Calvo Inflation Models 0 0 0 78 0 0 12 219
Confidence Sets for Inequality Measures: Fieller-Type Methods 0 0 0 0 0 0 4 15
Directional Tests and Confidence Bounds on Economic Inequality 0 0 0 0 1 3 5 5
Dynamic panels with MIDAS covariates: Nonlinearity, estimation and fit 0 0 1 3 0 1 15 25
Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification 0 0 0 0 0 2 13 15
Estimating New Keynesian Phillips Curves Using Exact Methods 0 0 0 212 0 1 9 617
Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions 0 0 0 6 0 0 8 68
Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions 0 0 0 109 0 2 11 458
Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions 0 0 0 157 0 1 4 652
Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-Fit in Multivariate Regressions with Application to Asset Pricing Models 0 0 1 523 0 2 12 3,272
Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-fit in Multivariate Regressions with Application to Asset Pricing Models 0 0 0 832 0 0 9 4,607
Exact Testing of the Stability of the Phillips Curve 0 0 0 0 0 1 6 187
Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions 0 0 0 145 1 3 16 739
Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions 0 0 0 0 0 2 11 677
Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions 0 0 1 382 0 2 14 2,946
Exact confidence sets and goodness-of-fit methods for stable distributions 0 0 0 32 0 1 12 52
Exact skewness-kurtosis tests for multivariate normality and goodness-of-fit in multivariate regressions with application to asset pricing models 0 0 0 471 0 1 15 3,680
Factor based identification-robust inference in IV regressions 0 0 2 49 0 0 8 101
Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models 0 0 0 203 1 2 5 1,314
Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models 0 0 0 109 1 3 9 535
Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models 0 0 0 121 0 1 6 523
Finite-Sample Resampling-Based Combined Hypothesis Tests, with Applications to Serial Correlation and Predictability 0 0 0 55 0 0 5 90
Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions 0 0 0 153 0 1 19 1,039
Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions 0 0 0 122 0 1 7 758
Finite-sample Resampling-based Combined Hypothesis Tests, with Applications to Serial Correlation and Predictability 0 0 0 0 0 0 6 6
Finite-sample resampling-based combined hypothesis tests, with applications to serial correlation and predictability 0 0 0 23 1 1 8 60
Forecasting Commodity Prices: GARCH, Jumps, and Mean Reversion 0 0 2 1,913 0 2 16 4,327
Identification Robust Confidence Sets Methods for Inference on Parameter Ratios and their Application to Estimating Value-of-Time 0 0 0 116 0 1 12 461
Identification-Robust Inequality Analysis 0 0 0 3 0 0 13 53
Identification-robust Inequality Analysis 0 0 0 35 0 3 13 57
Identification-robust estimation and testing of the zero-beta CAPM 0 0 0 38 0 0 7 132
Identification-robust methods for comparing inequality with an application to regional disparities 0 0 0 0 0 0 5 5
Inflation Dynamics and the New Keynesian Phillips Curve: An Identification Robust Econometric Analysis 0 0 0 7 0 1 80 161
Inflation Dynamics and the New Keynesian Phillips Curve: An Identification-Robust Econometric Analysis 0 0 0 138 0 1 12 566
Inflation Dynamics and the New Keynesian Phillips Curve: an Identification Robust Econometric Analysis 0 0 0 233 0 1 25 735
Inflation dynamics and the New Keynesian Phillips Curve: an identification robust econometric analysis 0 0 0 177 0 0 21 549
Non-Standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data 0 0 0 0 0 0 13 17
Non-standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data 0 0 0 34 0 0 6 46
Oil Price Forecasts for the Long-Term: Expert Outlooks, Models, or Both? 0 0 0 38 0 0 6 59
Oil Price Forecasts for the Long-Term: Expert Outlooks, Models, or Both? 0 0 0 42 0 0 15 88
Oil Price Forecasts for the Long-Term: Expert Outlooks, Models, or Both? 0 0 0 49 1 1 23 79
Oil Price Forecasts for the Long-Term: Expert Outlooks, Models, or Both? 0 0 1 6 0 3 13 42
Oil Prices: Heavy Tails, Mean Reversion and the Convenience Yield 0 0 0 482 0 3 22 1,293
On Jumps and ARCH Effects in Natural Resource Prices. An Application to Stumpage Prices from Pacific Northwest National Forests 0 0 0 106 0 1 9 551
On Jumps and ARCH Effects in Natural Resource Prices. An Application to Stumpage Prices from Pacific Northwest National Forests 0 0 0 0 0 0 9 410
On Jumps and Arch Effects in Natural Resource Prices. An Application to Stumpage Prices from Pacific Northwest National Forests 0 0 0 79 0 2 7 566
Permutation Tests for Comparing Inequality Measures 0 0 0 5 1 2 12 34
SIMULATION-BASED EXACT TESTS FOR STRUCTURAL DISCONTINUITIES WITH UNIDENTIFIED NUISANCE PARAMETERS: AN APPLICATION TO COMMODITIES SPOT PRICES 0 0 0 0 0 1 5 216
Severity of Illness and the Duration of Intensive Care 0 0 0 3 0 1 16 44
Simulation Based Finite and Large Sample Inference Methods in Multiple Regression Models 0 0 0 27 0 1 5 181
Simulation Based Finite and Large Sample Tests in Multivariate Regressions 0 0 0 315 0 1 6 2,265
Simulation Based Finite- and Large-Sample Inference Methods in Simultaneous Equations 0 0 0 0 0 0 10 418
Simulation Based Inference in Moving Average Models 0 0 0 19 1 2 16 153
Simulation Based Inference in Moving Average Models 0 0 0 1 0 0 11 425
Simulation Based Inference in Moving Average Models 0 0 0 284 0 1 15 1,583
Simulation Based Inference in Simultaneous Equations 0 0 0 45 0 2 7 148
Simulation-Based Exact Tests in Jump-Diffusion Models in the Presence of Unidentified Nuisance Parameters: an Application to Commodity Spot Prices 0 0 0 2 0 2 8 632
Simulation-Based Exact Tests with Unidentified Nuisance Parameters Under the Null Hypothesis: the Case of Jumps Tests in Models with Conditional Heteroskedasticity 0 0 0 50 0 2 11 394
Simulation-Based Exact Tests with Unidentified Nuisance Parameters under the Null Hypothesis: the Case of Jumps Tests in Model with Conditional Heteroskedasticity 0 0 0 57 0 3 14 585
Simulation-Based Finite and Large Sample Tests in Multivariate Regressions 0 0 0 65 0 2 9 445
Simulation-Based Finite and Large Sample Tests in Multivariate Regressions 0 0 0 0 0 0 8 340
Simulation-Based Finite-Sample Inference in Simultaneous Equations 0 0 1 76 0 1 12 364
Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects 0 0 0 603 1 1 13 3,408
Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects 0 0 0 170 0 0 8 747
Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects 0 0 0 0 0 1 11 413
Simulation-Based Finite-and Large-sample Inference Methods in Multivariate Regressions and Seemingly Unrelated Regressions 0 0 0 54 0 0 5 278
Simulation-based robust IV inference for lifetime data 0 0 0 24 0 0 10 31
Structural Change and Forecasting Long-Run Energy Prices 0 0 0 387 0 0 4 982
Structural Change in Covariance and Exchange Rate Pass-Through: The Case of Canada 0 0 0 60 0 1 10 292
Structural Estimation and Evaluation of Calvo-Style Inflation Models 0 0 0 0 0 1 14 182
Structural Inflation Models with Real Wage Rigidities: The Case of Canada 0 0 0 81 0 1 12 490
Structural Multi-Equation Macroeconomic Models: Identification-Robust Estimation and Fit 0 0 0 115 0 0 15 395
TESTING MEAN-VARIANCE EFFICIENCY IN CAPM WITH POSSIBLY NON-GAUSSIAN ERRORS: AN EXACT SIMULATION-BASED APPROACH 0 0 0 263 0 1 14 1,563
TESTING THE PRICING-TO-MARKET HYPOTHESIS CASE OF THE TRANSPORTATION EQUIPMENT INDUSTRY 0 0 0 89 0 0 9 342
Testing Financial Integration: Finite Sample Motivated Mothods 0 0 0 50 0 0 13 255
Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: An Exact Simulation-Based Approach 0 0 0 379 0 2 8 2,272
Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: an Exact Simulation-Based Approach 0 0 0 586 0 2 13 3,321
Testing for Structural Breaks in Covariance: Exchange Rate Pass-Through in Canada 0 0 0 2 0 0 9 200
Testing mean-variance efficiency in CAPM with possibly non-gaussian errors: an exact simulation-based approach 0 0 0 224 1 2 21 1,503
Testing the Pricing-to-Market Hypothesis: Case of the Transportation Equipment Industry 0 0 0 285 0 0 12 2,154
Testing the Stability of the Canadian Phillips Curve Using Exact Methods 0 0 0 115 0 1 7 459
Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression 0 0 0 1 0 0 4 146
Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression 0 0 0 81 0 0 13 1,291
Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression 0 0 0 144 1 1 5 2,294
The Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification 0 0 1 51 0 1 17 224
The Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification 0 0 0 73 1 2 38 294
The sixth special issue on computational econometrics 0 0 0 0 0 0 1 1
Total Working Papers 2 2 12 12,229 14 95 1,115 65,770

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A cross‐section analysis of financial market integration in North America using a four factor model 0 0 2 52 0 2 9 249
An identification‐robust test for time‐varying parameters in the dynamics of energy prices 0 0 0 4 0 1 13 56
Asset-pricing anomalies and spanning: Multivariate and multifactor tests with heavy-tailed distributions 0 0 0 34 0 1 14 232
Combining p-values to test for multiple structural breaks in cointegrated regressions 0 0 0 20 0 1 14 73
Comment on: Identification Robust Testing of Risk Premia in Finite Samples 0 0 1 1 0 0 2 2
Directional Tests and Confidence Bounds on Economic Inequality 0 1 4 6 3 5 26 32
Dynamic panels with MIDAS covariates: Nonlinearity, estimation and fit 0 0 2 23 1 1 27 136
Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification 0 0 1 22 1 3 50 169
Estimation uncertainty in structural inflation models with real wage rigidities 0 0 1 22 1 1 12 107
Exact Skewness–Kurtosis Tests for Multivariate Normality and Goodness‐of‐Fit in Multivariate Regressions with Application to Asset Pricing Models* 0 0 0 65 0 6 19 431
Exact confidence sets and goodness-of-fit methods for stable distributions 0 0 0 7 0 1 11 83
Exact test for breaks in covariance in multivariate regressions 0 0 0 13 0 0 3 50
Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions 0 0 0 191 0 0 16 780
Exact tests of the stability of the Phillips curve: the Canadian case 0 0 0 17 0 0 13 68
Factor‐Based Identification‐Robust Interference in IV Regressions 0 1 2 13 1 3 17 57
Finite sample inference in multivariate instrumental regressions with an application to Catastrophe bonds* 0 0 0 3 1 1 8 24
Finite sample inference methods for dynamic energy demand models 0 0 0 58 0 1 9 326
Finite sample multivariate structural change tests with application to energy demand models 0 0 1 56 0 0 18 204
Finite sample multivariate tests of asset pricing models with coskewness 0 0 0 15 1 1 8 96
Finite‐Sample Identification‐Robust Inference for Nonlinear DSGE Models 0 1 2 2 0 7 28 28
Forecasting commodity prices: GARCH, jumps, and mean reversion 0 0 1 157 0 2 19 484
IDENTIFICATION-ROBUST FACTOR PRICING: CANADIAN EVIDENCE 0 0 0 1 0 0 4 44
Identification and inference in two-pass asset pricing models 0 0 0 21 0 0 11 84
Identification robust confidence set methods for inference on parameter ratios with application to discrete choice models 0 0 1 45 2 4 13 187
Identification robust inference in cointegrating regressions 0 1 3 17 0 3 15 84
Identification-Robust Estimation and Testing of the Zero-Beta CAPM 0 0 0 20 0 1 11 140
Identification-Robust Inference With Simulation-Based Pseudo-Matching 0 0 1 5 0 0 8 20
Identification-robust analysis of DSGE and structural macroeconomic models 0 0 0 96 0 3 14 308
Identification-robust and simultaneous inference in multifactor asset pricing models 0 0 0 1 0 0 12 14
Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds 0 0 3 6 1 2 22 30
Identification-robust methods for comparing inequality with an application to regional disparities 0 1 1 1 1 2 9 12
Identification-robust simulation-based inference in joint discrete/continuous models for energy markets 0 0 0 25 1 1 5 130
Inflation dynamics and the New Keynesian Phillips Curve: An identification robust econometric analysis 0 0 3 114 0 0 19 328
Less is more: Testing financial integration using identification-robust asset pricing models 0 0 0 3 0 2 9 50
L’économétrie et l’évidence fallacieuse: erreurs et avancées 0 0 0 10 0 0 5 66
Monetary policy surprises: Robust dynamic causal effects 0 0 0 0 1 5 5 5
Monte Carlo forecast evaluation with persistent data 0 0 0 13 0 0 9 60
Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels 0 0 0 3 1 1 8 24
Multilevel and Tail Risk Management* 0 0 0 1 0 2 6 13
Multivariate Tests of MeanVariance Efficiency With Possibly Non-Gaussian Errors: An Exact Simulation-Based Approach 0 0 0 25 0 0 13 85
Multivariate residual-based finite-sample tests for serial dependence and ARCH effects with applications to asset pricing models 0 0 0 69 1 1 14 306
Non-Standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data 0 0 0 12 0 0 13 64
OIL PRICE FORECASTS FOR THE LONG TERM: EXPERT OUTLOOKS, MODELS, OR BOTH? 0 0 1 11 0 3 11 60
On Jumps and ARCH Effects in Natural Resource Prices: An Application to Pacific Northwest Stumpage Prices 0 0 0 19 1 1 11 164
On the precision of Calvo parameter estimates in structural NKPC models 0 0 0 64 0 0 13 240
Permutation Tests for Comparing Inequality Measures 0 0 0 8 1 1 18 42
Pricing-to-market tests in instrumental regressions: Case of the transportation equipment industry 0 0 0 8 1 2 8 96
Projection-based inference with particle swarm optimization 0 0 0 2 0 2 13 42
Simulation Based Inference In Moving Average Models 0 0 0 7 0 1 11 49
Simulation based finite and large sample tests in multivariate regressions 0 0 0 75 2 3 12 339
Simulation-based exact jump tests in models with conditional heteroskedasticity 0 0 0 31 0 0 10 227
Simulation-based finite sample normality tests in linear regressions 0 0 0 1 0 2 8 1,985
Simulation-based finite-sample tests for heteroskedasticity and ARCH effects 0 0 1 79 1 5 17 357
Simultaneous Indirect Inference, Impulse Responses and ARMA Models 0 0 1 8 0 2 24 71
Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression 0 0 0 0 2 2 9 12
Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression* 0 0 0 7 0 0 5 84
The Convenience Yield and the Informational Content of the Oil Futures Price 0 0 0 0 1 1 6 8
Total Journal Articles 0 5 32 1,589 26 89 737 9,517
2 registered items for which data could not be found

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Confidence Sets for Inequality Measures: Fieller-Type Methods 0 0 0 0 0 0 10 18
Dimensionality and Exact Bound Tests in Simultaneous Equations 0 0 0 0 0 0 8 8
Dynamic Technical Efficiency 0 0 0 0 0 0 3 9
Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions 0 0 0 0 0 0 6 8
Total Chapters 0 0 0 0 0 0 27 43

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Statistics updated 2026-08-07