Lynda Khalaf
Economics and Econometrics · 2002–2007
A researcher in the Science corpus: 4 papers; trusts 20 researchers and is trusted by 6 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 18 citations into it; #9,776 of 23,481 by trust here, #18,597 by citations
- Statistics and Probability — 17 citations into it; #9,947 of 12,932 by trust here, #10,855 by citations
- Finance — 10 citations into it; #8,737 of 10,518 by trust here, #9,371 by citations
- Economics & Operations Research — 5 citations into it
Whom Lynda Khalaf trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Bradley Efron
- Robert Tibshirani
- Michael P. Keane
- Trevor J. Hastie
- Robert F. Engle
- Michael V. Boland
- Eugene F. Fama
- Jean-Marie Dufour
- Jun Tu
- Frans A Deroon
Who trusts Lynda Khalaf overall
- L. Godfrey
- James G. MacKinnon
- Esam Mahdi
- Marie-Claude Beaulieu
- Jean-Marie Dufour
- Sophocles Mavroeidis
- A. Ian McLeod
Papers from Lynda Khalaf's perspective
Ordered by how strongly the researchers Lynda Khalaf trusts endorse each paper. Same corpus, a different order for every researcher.
- The Behavior of Stock-Market Prices
- Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test
- Multivariate Analysis
- Problems with Instrumental Variables Estimation when the Correlation between the Instruments and the Endogenous Explanatory Variable is Weak
- The jackknife, the bootstrap, and other resampling plans
- Data-generating process uncertainty: What difference does it make in portfolio decisions?
- Common risk factors in the returns on stocks and bonds
- An Introduction to the Bootstrap
- Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models With Student t Innovations
- Sulla determinazione empírica di uma legge di distribuzione
Their papers
- Multivariate Tests of Mean–Variance Efficiency With Possibly Non-Gaussian Errors (2007) — 74 citations
- Simulation-Based Finite and Large Sample Tests in Multivariate Regressions (2002) — 107 citations
- Monte Carlo Test Methods in Econometrics (2007) — 82 citations
- Série Scientifique Scientific Series Identification, Weak Instruments and Statistical Inference in Econometrics Identification, Weak Instruments and Statistical Inference in Econometrics