I was assuming there would be as there is a button for turning them on/off in the control mapping but not spotted my ghosts on the challenges despite flicking the ghost button a few times, I assume it is only for time trial mode although I haven't done any time trials yet.
Will have a quick shot at one now to see what happens...
EDIT: Yep, you get a ghost in TT mode, I have to agree it would have been nice to have on some of the driving challenges too. Would have caused problems with the multi car challenges I suppose so they left it out of the single car ones to keep conformity.