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Dufour, Jean-Marie
Khalaf, Lynda
Beaulieu, Marie-Claude
Citation: Dufour, Jean-marie et al., Multivariate residual-based finite-sample tests for serial dependence and ARCH effects with applications to asset pricing models, Journal of applied econometrics , 25(2), 2010, pp. 263-285
Authors:
Bernard, Jean-Thomas
Dufour, Jean-Marie
Khalaf, Lynda
Kichian, Maral
Citation: Bernard, Jean-thomas et al., An identification-robust test for time-varying parametres in the dynamics of energy prices, Journal of applied econometrics , 27(4), 2012, pp. 603-624
Authors:
Kapetanios, Georges
Khalaf, Lynda
Marcellino, Massimiliano
Citation: Kapetanios, Georges et al., Factor-based identification-robust interference in IV regressions , Journal of applied econometrics , 31(5), 2016, pp. 821-842