Faculty profile
Lynda Khalaf
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Research
Latest funding
- $28,000
Multivariate confidence procedures with application to dynamic responses and tail forecasts
NSERC · 2024 · Principal investigator
- $42,960
Multidimensional simulation-based inference with applications to asset pricing
SSHRC · 2024 · Principal investigator
- $61,336
Exploring Integration Experiences: A Study of South Asian Immigrant Women in the Greater Toronto Area
SSHRC · 2023 · Co-investigator
Multivariate confidence procedures with application to dynamic responses and tail forecasts
Principal investigators: Khalaf, Lynda
Keywords: multivariate confidence sets; simultaneous inference; simulation-based inference; out-of-sample stability; tail forecasting; structural singularity
Multidimensional simulation-based inference with applications to asset pricing
Principal investigators: Khalaf, Lynda
Keywords: multivariate models; simulation-based inference; finite sample inference; regularization; asset pricing
Exploring Integration Experiences: A Study of South Asian Immigrant Women in the Greater Toronto Area
Principal investigators: George, Usha G.
Keywords: integration; South Asian; immigration; women; Greater Toronto Area; Canada; focus groups; survey
Identification, estimation, and inference of dynamic causal effects in macroeconomics
Principal investigators: Antoine, Bertille
Keywords: econometrics; instruments; time series; local projection; nonlinear model; weak identification
Causality, identification and missing variables in economics
Principal investigators: Dufour, Jean-Marie
Keywords: econometrics; errors in variables; nonlinear model; nonparametric model; multivariate model; time series; mispricing; risk factor; factor zoo
Simulation-based inference on measures of financial risk
Principal investigators: Khalaf, Lynda
Keywords: financial risk; simulation-based inference; value at risk; expected shortfall; asset pricing
Simulation-based inference on measures of financial risk
Principal investigators: Khalaf, Lynda
Keywords: financial risk; simulation-based inference; value at risk; expected shortfall; asset pricing
Simulation-based multiple inference problems: theory and application
Principal investigators: Khalaf, Lynda
Keywords: Inequality analysis; Monte-Carlo test; Multiple-testing problem; Permutation-based test; Simulation-based inference; Simultaneous inference
Causal Inference in Economics
Principal investigators: Khalaf, Lynda
Keywords: economics; inference; econometrics; policy analysis; hypothesis testing; statistical identification
Finite-sample spatial econometric models: theory and application
Principal investigators: Saunders, Charles
Keywords: (1) Spatial Dependence; (2) Spatial Models; (3) Simulation-Based Methods; (4) Finite-Sample; (5) Inversion Theory; (6) Monte Carlo test
From CIHR, NSERC and SSHRC funding decisions: CIHR since 2008, NSERC since 1991 and SSHRC since 1998, including their latest published competition results.
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