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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 2019-06-30. Update your information in the RePEc Author Service.

Short-id: pzi30


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Working Papers

2017

  1. Advances in specification testing
    Post-Print, HAL Downloads
    See also Journal Article Advances in specification testing, Canadian Journal of Economics, Canadian Economics Association (2017) Downloads (2017)

2011

  1. A test of singularity for distribution functions
    CIRANO Working Papers, CIRANO Downloads View citations (1)
  2. Adapting Kernel Estimation to Uncertain Smoothness
    STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE Downloads View citations (1)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2011) Downloads View citations (1)
    Working Papers, Dalhousie University, Department of Economics (2011) Downloads View citations (1)
  3. Partially Dimension-Reduced Regressions with Potentially Infinite-Dimensional Processes
    CIRANO Working Papers, CIRANO Downloads View citations (2)

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 View citations (2)

2007

  1. PROPERTIES AND ESTIMATION OF ASYMMETRIC EXPONENTIAL POWER DISTRIBUTION
    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 (2)

    See also Journal Article Properties and estimation of asymmetric exponential power distribution, Journal of Econometrics, Elsevier (2009) Downloads View citations (56) (2009)
  2. ROBUST AVERAGE DERIVATIVE ESTIMATION
    Departmental Working Papers, McGill University, Department of Economics Downloads View citations (4)
    Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (2007) Downloads View citations (4)

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 (19)
    See also Journal Article Non- and semi-parametric estimation in models with unknown smoothness, Economics Letters, Elsevier (2006) Downloads View citations (19) (2006)
  3. REDUCED-DIMENSION CONTROL REGRESSION
    Departmental Working Papers, McGill University, Department of Economics Downloads View citations (5)
  4. ROBUST KERNEL ESTIMATOR FOR DENSITIES OF UNKNOWN
    Departmental Working Papers, McGill University, Department of Economics Downloads View citations (8)

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 View citations (2)
  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 View citations (5)
    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
    STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE Downloads View citations (3)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2000) Downloads View citations (3)

    See also Journal Article ON INTERCEPT ESTIMATION IN THE SAMPLE SELECTION MODEL, Econometric Theory, Cambridge University Press (2002) Downloads View citations (19) (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

1984

  1. Tariff Policy and Equilibrium Growth in the World Economy
    University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics Downloads

1983

  1. The "Buffer Stock" Notion in Monetary Economics
    University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics Downloads

Journal Articles

2017

  1. Advances in specification testing
    Canadian Journal of Economics, 2017, 50, (5), 1595-1631 Downloads
    See also Working Paper Advances in specification testing, Post-Print (2017) Downloads (2017)
  2. KERNEL ESTIMATION WHEN DENSITY MAY NOT EXIST: A CORRIGENDUM
    Econometric Theory, 2017, 33, (5), 1259-1263 Downloads View citations (3)

2015

  1. GARCH Model Estimation Using Estimated Quadratic Variation
    Econometric Reviews, 2015, 34, (6-10), 1172-1192 Downloads View citations (1)

2014

  1. MEASUREMENT ERROR AND DECONVOLUTION IN SPACES OF GENERALIZED FUNCTIONS
    Econometric Theory, 2014, 30, (6), 1207-1246 Downloads View citations (8)

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 View citations (5)

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 (56)
    See also Working Paper PROPERTIES AND ESTIMATION OF ASYMMETRIC EXPONENTIAL POWER DISTRIBUTION, Departmental Working Papers (2007) Downloads View citations (3) (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, (3), 696-725 Downloads View citations (7)

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 (19)
    See also Working Paper NON AND SEMI-PARAMETRIC ESTIMATION IN MODELS WITH UNKNOWN SMOOTHNESS, Departmental Working Papers (2006) Downloads View citations (19) (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, (5), 1172-1196 Downloads View citations (25)
  2. ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL BY VECTOR AUTOREGRESSION
    Econometric Reviews, 2002, 21, (2), 205-219 Downloads View citations (14)
  3. ON INTERCEPT ESTIMATION IN THE SAMPLE SELECTION MODEL
    Econometric Theory, 2002, 18, (1), 40-50 Downloads View citations (19)
    See also Working Paper On Intercept Estimation in the Sample Selection Model, STICERD - Econometrics Paper Series (2000) Downloads View citations (3) (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 (12)

1995

  1. ESTIMATION AND INFERENCE IN ECONOMETRICSRussell Davidson and James G. MacKinnon Oxford University Press, 1993
    Econometric Theory, 1995, 11, (3), 631-635 Downloads View citations (48)
  2. Transforming the error-components model for estimation with general ARMA disturbances
    Journal of Econometrics, 1995, 66, (1-2), 349-355 Downloads View citations (9)

1992

  1. The GLS Transformation Matrix and a Semi-recursive Estimator for the Linear Regression Model with ARMA Errors
    Econometric Theory, 1992, 8, (1), 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 (8)

1990

  1. Errata
    Econometric Theory, 1990, 6, (2), 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, (3), 384-402 Downloads View citations (10)

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 View citations (1)

1984

  1. On the Robustness of LM, LR, and W Tests in Regression Models
    Econometrica, 1984, 52, (4), 1055-66 Downloads View citations (8)

Chapters

2016

  1. A Selective Review of Aman Ullah’s Contributions to Econometrics
    A chapter in Essays in Honor of Aman Ullah, 2016, vol. 36, pp 3-43 Downloads
  2. Smoothness: Bias and Efficiency of Nonparametric Kernel Estimators
    A chapter in Essays in Honor of Aman Ullah, 2016, vol. 36, pp 561-589 Downloads View citations (1)

2014

  1. Limit Theory and Inference About Conditional Distributions
    A chapter in Essays in Honor of Peter C. B. Phillips, 2014, vol. 33, pp 397-423 Downloads View citations (5)
 
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