Lynda Khalaf

Available identifiers

zbMath Open khalaf.lyndaMaRDI QIDQ289213

List of research outcomes

Publication	Date of Publication	Type
Identification-Robust Inference With Simulation-Based Pseudo-Matching	2024-03-05	Paper
Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds	2023-08-18	Paper
Finite sample inference in multivariate instrumental regressions with an application to Catastrophe bonds*	2023-07-25	Paper
Simulation‐based finite sample normality tests in linear regressions	2023-07-07	Paper
Finite-sample Resampling-based Combined Hypothesis Tests, with Applications to Serial Correlation and Predictability	2021-11-19	Paper
Projection-based inference with particle swarm optimization	2021-11-16	Paper
Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels	2021-02-09	Paper
Dynamic panels with MIDAS covariates: nonlinearity, estimation and fit	2021-02-04	Paper
Combining \(p\)-values to test for multiple structural breaks in cointegrated regressions	2019-07-01	Paper
Identification-Robust Estimation and Testing of the Zero-Beta CAPM	2019-01-23	Paper
Identification and inference in two-pass asset pricing models	2018-08-10	Paper
Identification robust confidence set methods for inference on parameter ratios with application to discrete choice models	2016-08-04	Paper
Finite sample multivariate structural change tests with application to energy demand models	2016-05-27	Paper
Simulation-based finite-sample tests for heteroskedasticity and ARCH effects	2015-12-29	Paper
Identification robust inference in cointegrating regressions	2014-08-06	Paper
Exact confidence sets and goodness-of-fit methods for stable distributions	2014-06-04	Paper
Estimation uncertainty in structural inflation models with real wage rigidities	2014-04-14	Paper
Exact test for breaks in covariance in multivariate regressions	2013-01-28	Paper
On the precision of Calvo parameter estimates in structural NKPC models	2010-11-05	Paper
Finite sample multivariate tests of asset pricing models with coskewness	2010-03-30	Paper
Identification-robust simulation-based inference in joint discrete/continuous models for energy markets	2009-06-12	Paper
Inflation dynamics and the New Keynesian Phillips curve: an identification robust econometric analysis	2008-12-12	Paper
Exact tests of the stability of the Phillips curve: the Canadian case	2008-11-26	Paper
Simulation-based exact jump tests in models with conditional heteroskedasticity	2008-10-24	Paper
https://portal.mardi4nfdi.de/entity/Q3365822	2006-02-13	Paper
Simulation-based finite-sample tests for heteroskedasticity and ARCH effects	2004-10-01	Paper
https://portal.mardi4nfdi.de/entity/Q4459834	2004-05-18	Paper
Simulation based finite and large sample tests in multivariate regressions	2003-04-02	Paper
Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions.	2003-02-17	Paper

Research outcomes over time

Doctoral students

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