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Lynda Khalaf

Global rank #3227 96%

Institution: Carleton University

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: http://www2.carleton.ca/economics/faculty-and-staff/regular-faculty/khalaf-lynda-a.

First Publication: 2002

Most Recent: 2023

RePEc ID: pkh49 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 1.51 1.01 0.00 4.02
Last 10 Years 0.00 3.69 3.69 0.00 11.06
All Time 0.67 9.72 6.87 0.00 29.49

Publication Statistics

Raw Publications 25
Coauthorship-Adjusted Count 18.34

Publications (25)

Year Article Journal Tier Authors
2023 Identification-Robust Inference With Simulation-Based Pseudo-Matching Journal of Business & Economic Statistics A 4
2023 Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds Journal of Econometrics A 4
2021 Projection-based inference with particle swarm optimization Journal of Economic Dynamics and Control B 2
2021 Dynamic panels with MIDAS covariates: Nonlinearity, estimation and fit Journal of Econometrics A 4
2020 Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels Journal of Econometrics A 2
2019 Permutation Tests for Comparing Inequality Measures Journal of Business & Economic Statistics A 3
2019 Combining p-values to test for multiple structural breaks in cointegrated regressions Journal of Econometrics A 4
2017 Monte Carlo forecast evaluation with persistent data International Journal of Forecasting B 2
2016 Factor‐Based Identification‐Robust Interference in IV Regressions Journal of Applied Econometrics B 3
2016 Identification and inference in two-pass asset pricing models Journal of Economic Dynamics and Control B 2
2014 Exact confidence sets and goodness-of-fit methods for stable distributions Journal of Econometrics A 3
2014 Identification robust inference in cointegrating regressions Journal of Econometrics A 2
2013 Identification-robust analysis of DSGE and structural macroeconomic models Journal of Monetary Economics A 3
2013 Identification-Robust Estimation and Testing of the Zero-Beta CAPM Review of Economic Studies S 3
2012 An identification‐robust test for time‐varying parameters in the dynamics of energy prices Journal of Applied Econometrics B 4
2010 Identification robust confidence set methods for inference on parameter ratios with application to discrete choice models Journal of Econometrics A 3
2010 On the precision of Calvo parameter estimates in structural NKPC models Journal of Economic Dynamics and Control B 3
2007 Finite sample multivariate structural change tests with application to energy demand models Journal of Econometrics A 4
2007 Exact test for breaks in covariance in multivariate regressions Economics Letters C 2
2006 Inflation dynamics and the New Keynesian Phillips Curve: An identification robust econometric analysis Journal of Economic Dynamics and Control B 3
2004 Simulation-based finite-sample tests for heteroskedasticity and ARCH effects Journal of Econometrics A 4
2003 Exact Skewness–Kurtosis Tests for Multivariate Normality and Goodness‐of‐Fit in Multivariate Regressions with Application to Asset Pricing Models* Oxford Bulletin of Economics and Statistics B 3
2003 Simulation-based exact jump tests in models with conditional heteroskedasticity Journal of Economic Dynamics and Control B 3
2002 Simulation based finite and large sample tests in multivariate regressions Journal of Econometrics A 2
2002 Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions Journal of Econometrics A 2