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Details about Victoria Zinde-Walsh

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Workplace:Department of Economics, McGill University, (more information at EDIRC)
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) (Center for Interuniversity Research in Quantitative Economics), (more information at EDIRC)

Access statistics for papers by Victoria Zinde-Walsh.

Last updated 2014-05-19. Update your information in the RePEc Author Service.

Short-id: pzi30


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Working Papers

2011

  1. A test of singularity for distribution functions
    CIRANO Working Papers, CIRANO Downloads
  2. Adapting kernel estimation to uncertain smoothness
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads
  3. Partially Dimension-Reduced Regressions with Potentially Infinite-Dimensional Processes
    CIRANO Working Papers, CIRANO Downloads View citations (1)

2009

  1. ERRORS-IN-VARIABLES MODELS: A GENERALIZED FUNCTIONS APPROACH
    Departmental Working Papers, McGill University, Department of Economics Downloads View citations (2)
    Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (2007) Downloads

2007

  1. PROPERTIES AND ESTIMATION OF ASYMMETRIC EXPONENTIAL POWER DISTRIBUTION
    Departmental Working Papers, McGill University, Department of Economics Downloads View citations (2)
    Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (2007) Downloads View citations (1)

    See also Journal Article in Journal of Econometrics (2009)
  2. ROBUST AVERAGE DERIVATIVE ESTIMATION
    Departmental Working Papers, McGill University, Department of Economics Downloads View citations (3)
    Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (2007) Downloads View citations (3)

2006

  1. ASYMPTOTICS FOR ESTIMATION OF TRUNCATED INFINITE-DIMENSIONAL QUANTILE REGRESSIONS
    Departmental Working Papers, McGill University, Department of Economics Downloads
  2. NON AND SEMI-PARAMETRIC ESTIMATION IN MODELS WITH UNKNOWN SMOOTHNESS
    Departmental Working Papers, McGill University, Department of Economics Downloads View citations (7)
    See also Journal Article in Economics Letters (2006)
  3. REDUCED-DIMENSION CONTROL REGRESSION
    Departmental Working Papers, McGill University, Department of Economics Downloads View citations (3)
  4. ROBUST KERNEL ESTIMATOR FOR DENSITIES OF UNKNOWN
    Departmental Working Papers, McGill University, Department of Economics Downloads View citations (7)

2005

  1. Kernel Estimation when Density Does Not Exist
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ Downloads View citations (1)

2003

  1. Fractional Brownian Motion as a Differentiable Generalized Gaussian Process
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (3)

2001

  1. Autoregression-Based Estimators for ARFIMA Models
    CIRANO Working Papers, CIRANO Downloads
  2. Conditional Quantiles of Volatility in Equity Index and Foreign Exchange Data
    CIRANO Working Papers, CIRANO Downloads
  3. Properties of Estimates of Daily GARCH Parameters Basaed on Intra-Day Observations
    CIRANO Working Papers, CIRANO Downloads
    Also in Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000) Downloads View citations (8)

2000

  1. On intercept estimation in the sample selection model
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads
    See also Journal Article in Econometric Theory (2002)

1999

  1. VAR_BASED ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL AND LINKS BETWEEN WHOLESALE AND RETAIL INVENTORIES
    Departmental Working Papers, McGill University, Department of Economics

Journal Articles

2013

  1. On existence of moment of mean reversion estimator in linear diffusion models
    Economics Letters, 2013, 120, (2), 146-148 Downloads View citations (1)

2011

  1. Presidential Address: Mathematics in economics and econometrics
    Canadian Journal of Economics, 2011, 44, (4), 1052-1068 Downloads

2010

  1. Smoothness adaptive average derivative estimation
    Econometrics Journal, 2010, 13, (1), 40-62 Downloads View citations (3)

2009

  1. Asymptotics for estimation of quantile regressions with truncated infinite-dimensional processes
    Journal of Multivariate Analysis, 2009, 100, (3), 497-508 Downloads View citations (3)
  2. Properties and estimation of asymmetric exponential power distribution
    Journal of Econometrics, 2009, 148, (1), 86-99 Downloads View citations (20)
    See also Working Paper (2007)

2008

  1. Consequences of lack of smoothness in nonparametric estimation (in Russian)
    Quantile, 2008, (4), 57-69 Downloads
  2. KERNEL ESTIMATION WHEN DENSITY MAY NOT EXIST
    Econometric Theory, 2008, 24, (03), 696-725 Downloads View citations (2)

2007

  1. Canadian Econometric Study Group annual meeting (in Russian)
    Quantile, 2007, (2), 95-97 Downloads

2006

  1. Non- and semi-parametric estimation in models with unknown smoothness
    Economics Letters, 2006, 93, (3), 379-386 Downloads View citations (7)
    See also Working Paper (2006)
  2. UK Econometric Study Group annual meeting (in Russian)
    Quantile, 2006, (1), 63-65 Downloads

2004

  1. Évaluation de critères d’information pour les modèles de séries chronologiques
    L'Actualité Economique, 2004, 80, (2), 207-227 Downloads

2002

  1. ASYMPTOTIC THEORY FOR SOME HIGH BREAKDOWN POINT ESTIMATORS
    Econometric Theory, 2002, 18, (05), 1172-1196 Downloads View citations (20)
  2. ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL BY VECTOR AUTOREGRESSION
    Econometric Reviews, 2002, 21, (2), 205-219 Downloads View citations (8)
  3. ON INTERCEPT ESTIMATION IN THE SAMPLE SELECTION MODEL
    Econometric Theory, 2002, 18, (01), 40-50 Downloads View citations (9)
    See also Working Paper (2000)

1999

  1. On the distributions of Augmented Dickey-Fuller statistics in processes with moving average components
    Journal of Econometrics, 1999, 93, (1), 25-47 Downloads View citations (8)

1995

  1. ESTIMATION AND INFERENCE IN ECONOMETRICS Russell Davidson and James G. MacKinnon Oxford University Press, 1993
    Econometric Theory, 1995, 11, (03), 631-635 Downloads
  2. Transforming the error-components model for estimation with general ARMA disturbances
    Journal of Econometrics, 1995, 66, (1-2), 349-355 Downloads View citations (5)

1992

  1. The GLS Transformation Matrix and a Semi-recursive Estimator for the Linear Regression Model with ARMA Errors
    Econometric Theory, 1992, 8, (01), 95-111 Downloads View citations (4)

1991

  1. Estimation of a linear regression model with stationary ARMA(p, q) errors
    Journal of Econometrics, 1991, 47, (2-3), 333-357 Downloads View citations (5)

1990

  1. Errata
    Econometric Theory, 1990, 6, (02), 293-293 Downloads View citations (1)
  2. The consequences of misspecification in time series processes
    Economics Letters, 1990, 32, (3), 237-241 Downloads View citations (2)

1988

  1. Some Exact Formulae for Autoregressive Moving Average Processes
    Econometric Theory, 1988, 4, (03), 384-402 Downloads View citations (9)

1987

  1. On the periodicity of solutions to dynamic problems of costly price adjustment under inflation
    Economics Letters, 1987, 23, (4), 365-369 Downloads

1985

  1. Estimation and testing in a regression model with spherically symmetric errors
    Economics Letters, 1985, 17, (1-2), 127-132 Downloads

1984

  1. On the Robustness of LM, LR, and W Tests in Regression Models
    Econometrica, 1984, 52, (4), 1055-66 Downloads View citations (6)
 
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