Lynda Khalaf

Carleton University

1125 colonel By Drive

Ottawa, Ontario K1S 5B6

Canada

SCHOLARLY PAPERS

8

DOWNLOADS

808

SSRN CITATIONS

1

CROSSREF CITATIONS

4

Scholarly Papers (8)

1.

How Fama-MacBeth Can Go Wrong – And an Informative Solution

Number of pages: 56 Posted: 15 Mar 2011
Lynda Khalaf and Huntley Schaller
Carleton University and Carleton University - Department of Economics
Downloads 443 (94,225)

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asset pricing models, asset pricing tests, weak identification, useless factors, small betas, CAPM, Carhart model, Fama-French three-factor model, Lettau-Ludvigson model

2.

The Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification

CREATE Working Paper No. 2011-4
Number of pages: 34 Posted: 20 Dec 2011
University of Ottawa, affiliation not provided to SSRN, Carleton University and Carleton University
Downloads 134 (300,076)
Citation 5

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Environmental Kuznets Curve, Fieller method, Delta method, CO2 and SO2 emissions, Confidence set, Tipping point, Climate policy

3.

The Pricing Error Function

Number of pages: 27 Posted: 27 Mar 2008
Huntley Schaller and Lynda Khalaf
Carleton University - Department of Economics and Carleton University
Downloads 94 (383,361)

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asset pricing, measurement error, weak instruments, testing

4.

Less is More: Testing Financial Integration Using Identification-Robust Asset Pricing Models

Journal of International Financial Markets, Institutions and Money, Forthcoming
Number of pages: 40 Posted: 16 Aug 2013 Last Revised: 29 Jul 2016
Laval University - Centre de recherche en économie et finance appliquée (CRÉFA), Université Laval - Faculté d'Administration and Carleton University
Downloads 63 (480,194)
Citation 2

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International asset pricing, financial integration, identification, exact inference

5.

An Identification-Robust Test for Time-Varying Parameters in the Dynamics of Energy Prices

CIRANO Scientific Publication No. 2011s-22
Number of pages: 39 Posted: 07 Mar 2011
Laval University - Centre de recherche en économie et finance appliquée (CRÉFA), Carleton University, Government of Canada - Bank of Canada and McGill University
Downloads 61 (487,929)

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structural change, time-varying parameter, energy prices, coal, gas, crude oil, unidentified nuisance parameter, exact test, Monte Carlo test, Kalman filter, normality test

6.

Finite-Sample Resampling-Based Combined Hypothesis Tests, with Applications to Serial Correlation and Predictability

CIRANO - Scientific Publications 2013s-40
Number of pages: 24 Posted: 06 Mar 2014
Jean-Marie Dufour, Lynda Khalaf and Marcel C. Voia
McGill University, Carleton University and Carleton University
Downloads 9 (817,806)
Citation 1

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Monte Carlo test, induced test, test combination, simultaneous inference, Variance ratio

7.

Oil Price Forecasts for the Long-Term: Expert Outlooks, Models, or Both?

CREATE working paper serie 2015-3
Number of pages: 25 Posted: 01 Dec 2018
University of Ottawa, Carleton University, Government of Canada - Bank of Canada and Independent
Downloads 4 (873,697)
Citation 1

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Oil price, expert outlooks, long run forecasting, forecast combinations

8.

Factor Based Identification-Robust Inference in IV Regressions

CEPR Discussion Paper No. DP10390
Number of pages: 50 Posted: 02 Feb 2015
King's College, London, Carleton University and Bocconi University - Department of Economics
Downloads 0 (930,249)
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factor model, identification-robust inference, IV regression, new Keynesian model, principle components, weak instruments