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Items where Author is "Khalaf, L."

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Article

Khalaf, L., Leccadito, A. & Urga, G. (2021). Multilevel and Tail Risk Management. Journal of Financial Econometrics, doi: 10.1093/jjfinec/nbaa044

Bergamelli, M., Bianchi, A., Khalaf, L. & Urga, G. (2019). Combining P-values to Test for Multiple Structural Breaks in Cointegrated Regressions. Journal of Econometrics, 211(2), pp. 461-482. doi: 10.1016/j.jeconom.2019.01.013

Khalaf, L. & Urga, G. (2014). Identification robust inference in cointegrating regressions. Journal of Econometrics, 182(2), pp. 385-396. doi: 10.1016/j.jeconom.2014.06.001

This list was generated on Tue Jul 5 05:31:07 2022 UTC.