Details about Victoria Zinde-Walsh

Access statistics for papers by Victoria Zinde-Walsh.

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Short-id: pzi30

Working Papers

2017

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

2011

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

2009

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

2007

6. PROPERTIES AND ESTIMATION OF ASYMMETRIC EXPONENTIAL POWER DISTRIBUTION
   Departmental Working Papers, McGill University, Department of Economics View citations (3)
   Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (2007) View citations (2)
   See also Journal Article Properties and estimation of asymmetric exponential power distribution, Journal of Econometrics, Elsevier (2009) View citations (56) (2009)
7. ROBUST AVERAGE DERIVATIVE ESTIMATION
   Departmental Working Papers, McGill University, Department of Economics View citations (4)
   Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (2007) View citations (4)

2006

8. ASYMPTOTICS FOR ESTIMATION OF TRUNCATED INFINITE-DIMENSIONAL QUANTILE REGRESSIONS
   Departmental Working Papers, McGill University, Department of Economics
9. NON AND SEMI-PARAMETRIC ESTIMATION IN MODELS WITH UNKNOWN SMOOTHNESS
   Departmental Working Papers, McGill University, Department of Economics View citations (19)
   See also Journal Article Non- and semi-parametric estimation in models with unknown smoothness, Economics Letters, Elsevier (2006) View citations (19) (2006)
10. REDUCED-DIMENSION CONTROL REGRESSION
    Departmental Working Papers, McGill University, Department of Economics View citations (5)
11. ROBUST KERNEL ESTIMATOR FOR DENSITIES OF UNKNOWN
    Departmental Working Papers, McGill University, Department of Economics View citations (8)

2005

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

2003

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

2001

14. Autoregression-Based Estimators for ARFIMA Models
    CIRANO Working Papers, CIRANO View citations (2)
15. Conditional Quantiles of Volatility in Equity Index and Foreign Exchange Data
    CIRANO Working Papers, CIRANO
16. Properties of Estimates of Daily GARCH Parameters Basaed on Intra-Day Observations
    CIRANO Working Papers, CIRANO View citations (5)
    Also in Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000) View citations (8)

2000

17. On Intercept Estimation in the Sample Selection Model
    STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE View citations (3)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2000) View citations (3)
    See also Journal Article ON INTERCEPT ESTIMATION IN THE SAMPLE SELECTION MODEL, Econometric Theory, Cambridge University Press (2002) View citations (19) (2002)

1999

18. 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

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

1983

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

Journal Articles

2017

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

2015

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

2014

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

2013

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

2011

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

2010

7. Smoothness adaptive average derivative estimation
   Econometrics Journal, 2010, 13, (1), 40-62 View citations (5)

2009

8. Asymptotics for estimation of quantile regressions with truncated infinite-dimensional processes
   Journal of Multivariate Analysis, 2009, 100, (3), 497-508 View citations (3)
9. Properties and estimation of asymmetric exponential power distribution
   Journal of Econometrics, 2009, 148, (1), 86-99 View citations (56)
   See also Working Paper PROPERTIES AND ESTIMATION OF ASYMMETRIC EXPONENTIAL POWER DISTRIBUTION, Departmental Working Papers (2007) View citations (3) (2007)

2008

10. Consequences of lack of smoothness in nonparametric estimation (in Russian)
    Quantile, 2008, (4), 57-69
11. KERNEL ESTIMATION WHEN DENSITY MAY NOT EXIST
    Econometric Theory, 2008, 24, (3), 696-725 View citations (7)

2007

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

2006

13. Non- and semi-parametric estimation in models with unknown smoothness
    Economics Letters, 2006, 93, (3), 379-386 View citations (19)
    See also Working Paper NON AND SEMI-PARAMETRIC ESTIMATION IN MODELS WITH UNKNOWN SMOOTHNESS, Departmental Working Papers (2006) View citations (19) (2006)
14. UK Econometric Study Group annual meeting (in Russian)
    Quantile, 2006, (1), 63-65

2004

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

2002

16. ASYMPTOTIC THEORY FOR SOME HIGH BREAKDOWN POINT ESTIMATORS
    Econometric Theory, 2002, 18, (5), 1172-1196 View citations (25)
17. ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL BY VECTOR AUTOREGRESSION
    Econometric Reviews, 2002, 21, (2), 205-219 View citations (14)
18. ON INTERCEPT ESTIMATION IN THE SAMPLE SELECTION MODEL
    Econometric Theory, 2002, 18, (1), 40-50 View citations (19)
    See also Working Paper On Intercept Estimation in the Sample Selection Model, STICERD - Econometrics Paper Series (2000) View citations (3) (2000)

1999

19. On the distributions of Augmented Dickey-Fuller statistics in processes with moving average components
    Journal of Econometrics, 1999, 93, (1), 25-47 View citations (12)

1995

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

1992

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

1991

23. Estimation of a linear regression model with stationary ARMA(p, q) errors
    Journal of Econometrics, 1991, 47, (2-3), 333-357 View citations (9)

1990

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

1988

26. Some Exact Formulae for Autoregressive Moving Average Processes
    Econometric Theory, 1988, 4, (3), 384-402 View citations (10)

1987

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

1985

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

1984

29. On the Robustness of LM, LR, and W Tests in Regression Models
    Econometrica, 1984, 52, (4), 1055-66 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
2. Smoothness: Bias and Efficiency of Nonparametric Kernel Estimators
   A chapter in Essays in Honor of Aman Ullah, 2016, vol. 36, pp 561-589 View citations (1)

2014

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