Details about Victoria Zinde-Walsh
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Short-id: pzi30
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Working Papers
2017
- Advances in specification testing
Post-Print, HAL 
See also Journal Article Advances in specification testing, Canadian Journal of Economics, Canadian Economics Association (2017) (2017)
2011
- A test of singularity for distribution functions
CIRANO Working Papers, CIRANO View citations (1)
- Adapting Kernel Estimation to Uncertain Smoothness
STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE View citations (1)
Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2011) View citations (1) Working Papers, Dalhousie University, Department of Economics (2011) View citations (1)
- Partially Dimension-Reduced Regressions with Potentially Infinite-Dimensional Processes
CIRANO Working Papers, CIRANO View citations (2)
2009
- 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
- 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)
- 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
- ASYMPTOTICS FOR ESTIMATION OF TRUNCATED INFINITE-DIMENSIONAL QUANTILE REGRESSIONS
Departmental Working Papers, McGill University, Department of Economics
- 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)
- REDUCED-DIMENSION CONTROL REGRESSION
Departmental Working Papers, McGill University, Department of Economics View citations (5)
- ROBUST KERNEL ESTIMATOR FOR DENSITIES OF UNKNOWN
Departmental Working Papers, McGill University, Department of Economics View citations (8)
2005
- Kernel Estimation when Density Does Not Exist
Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations (1)
2003
- 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
- Autoregression-Based Estimators for ARFIMA Models
CIRANO Working Papers, CIRANO View citations (2)
- Conditional Quantiles of Volatility in Equity Index and Foreign Exchange Data
CIRANO Working Papers, CIRANO
- 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
- 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
- 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
- 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
- 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
- Advances in specification testing
Canadian Journal of Economics, 2017, 50, (5), 1595-1631 
See also Working Paper Advances in specification testing, Post-Print (2017) (2017)
- KERNEL ESTIMATION WHEN DENSITY MAY NOT EXIST: A CORRIGENDUM
Econometric Theory, 2017, 33, (5), 1259-1263 View citations (3)
2015
- GARCH Model Estimation Using Estimated Quadratic Variation
Econometric Reviews, 2015, 34, (6-10), 1172-1192 View citations (1)
2014
- MEASUREMENT ERROR AND DECONVOLUTION IN SPACES OF GENERALIZED FUNCTIONS
Econometric Theory, 2014, 30, (6), 1207-1246 View citations (8)
2013
- On existence of moment of mean reversion estimator in linear diffusion models
Economics Letters, 2013, 120, (2), 146-148 View citations (1)
2011
- Presidential Address: Mathematics in economics and econometrics
Canadian Journal of Economics, 2011, 44, (4), 1052-1068
2010
- Smoothness adaptive average derivative estimation
Econometrics Journal, 2010, 13, (1), 40-62 View citations (5)
2009
- Asymptotics for estimation of quantile regressions with truncated infinite-dimensional processes
Journal of Multivariate Analysis, 2009, 100, (3), 497-508 View citations (3)
- 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
- Consequences of lack of smoothness in nonparametric estimation (in Russian)
Quantile, 2008, (4), 57-69
- KERNEL ESTIMATION WHEN DENSITY MAY NOT EXIST
Econometric Theory, 2008, 24, (3), 696-725 View citations (7)
2007
- Canadian Econometric Study Group annual meeting (in Russian)
Quantile, 2007, (2), 95-97
2006
- 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)
- UK Econometric Study Group annual meeting (in Russian)
Quantile, 2006, (1), 63-65
2004
- Évaluation de critères d’information pour les modèles de séries chronologiques
L'Actualité Economique, 2004, 80, (2), 207-227
2002
- ASYMPTOTIC THEORY FOR SOME HIGH BREAKDOWN POINT ESTIMATORS
Econometric Theory, 2002, 18, (5), 1172-1196 View citations (25)
- ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL BY VECTOR AUTOREGRESSION
Econometric Reviews, 2002, 21, (2), 205-219 View citations (14)
- 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
- 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
- ESTIMATION AND INFERENCE IN ECONOMETRICSRussell Davidson and James G. MacKinnon Oxford University Press, 1993
Econometric Theory, 1995, 11, (3), 631-635 View citations (48)
- Transforming the error-components model for estimation with general ARMA disturbances
Journal of Econometrics, 1995, 66, (1-2), 349-355 View citations (9)
1992
- 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
- Estimation of a linear regression model with stationary ARMA(p, q) errors
Journal of Econometrics, 1991, 47, (2-3), 333-357 View citations (8)
1990
- Errata
Econometric Theory, 1990, 6, (2), 293-293 View citations (1)
- The consequences of misspecification in time series processes
Economics Letters, 1990, 32, (3), 237-241 View citations (2)
1988
- Some Exact Formulae for Autoregressive Moving Average Processes
Econometric Theory, 1988, 4, (3), 384-402 View citations (10)
1987
- On the periodicity of solutions to dynamic problems of costly price adjustment under inflation
Economics Letters, 1987, 23, (4), 365-369
1985
- Estimation and testing in a regression model with spherically symmetric errors
Economics Letters, 1985, 17, (1-2), 127-132 View citations (1)
1984
- On the Robustness of LM, LR, and W Tests in Regression Models
Econometrica, 1984, 52, (4), 1055-66 View citations (8)
Chapters
2016
- 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
- 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
- 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)
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