Lynda A. Khalaf
Degrees: B.A., M.B.A. (Beirut), Ph.D. (Montréal)
Office: A-801 Loeb, 613-520-2600 x 8697
E-mail: lynda [dot] khalaf [at] carleton [dot] ca
Languages spoken other than English: French, Arabic
Research fields: econometrics, energy econometrics, financial econometrics
• simulation-based inference
• identification-robust inference
• multivariate models
• asset pricing models
• inflation modelling
“Testing Portfolio Efficiency with an Unobservable Zero-Beta Rate and Non-Gaussian Distributions: An Exact Identification-Robust Approach” (with Marie-Claude Beaulieu and Jean-Marie Dufour), Review of Economic Studies, forthcoming.
“Structural Multi-Equation Macroeconomic Models: A System-Based Estimation and Evaluation Approach” (with Jean-Marie Dufour and Maral Kichian), Journal of Monetary Economics, forthcoming.
“An Identification-Robust Test for Time-Varying Parameters in the Dynamics of Energy Prices” (with Jean-Thomas Bernard, Jean-Marie Dufour, and Maral Kichian), Journal of Applied Econometrics, Vol. 27, No. 4 (June/July 2012), pp. 603–624.
“On the Precision of Calvo Parameter Estimates in Structural NKPC Models” (with Jean-Marie Dufour and Maral Kichian), Journal of Economic Dynamics and Control, Vol 34, No. 9 (September 2010), pp. 1582–1595.
“Asset-Pricing Anomalies and Spanning: Multivariate and Multifactor Tests with Heavy-Tailed Distributions” (with Marie-Claude Beaulieu and Jean-Marie Dufour), Journal of Empirical Finance, Vol. 17, No. 4 (September 2010), pp. 763–782.
“Identification Robust Confidence Sets Methods for Inference on Parameter Ratios with Application to Discrete Choice Models” (with Denis Bolduc and Clément Yélou), Journal of Econometrics, Vol. 157, No. 2 (August 2010), pp. 317–327.
“Finite Sample Multivariate Structural Change Tests with Application to Energy Demand Models” (with Jean-Thomas Bernard, Nadhem Idoudi, and Clément Yélou), Journal of Econometrics, Vol. 141, No. 2 (December 2007), pp. 1219–1244.