All Stories

  1. KERNEL ESTIMATION WHEN DENSITY MAY NOT EXIST: A CORRIGENDUM

    Article • Econometric Theory, September 2016, Cambridge University Press

    Professor Victoria Zinde-Walsh

  2. GARCH Model Estimation Using Estimated Quadratic Variation

    Article • Econometric Reviews, December 2014, Taylor & Francis

    Professor Victoria Zinde-Walsh

  3. MEASUREMENT ERROR AND DECONVOLUTION IN SPACES OF GENERALIZED FUNCTIONS

    Article • Econometric Theory, April 2014, Cambridge University Press

    Professor Victoria Zinde-Walsh

  4. Identification and Well-Posedness in Nonparametric Models with Independence Conditions

    Article • January 2014, Oxford University Press (OUP)

    Professor Victoria Zinde-Walsh

  5. On existence of moment of mean reversion estimator in linear diffusion models

    Article • Economics Letters, August 2013, Elsevier

    Professor Victoria Zinde-Walsh

  6. Presidential Address: Mathematics in economics and econometrics

    Article • Canadian Journal of Economics/Revue canadienne d économique, November 2011, Wiley

    Professor Victoria Zinde-Walsh

  7. Smoothness adaptive average derivative estimation

    Article • Econometrics Journal, February 2010, Oxford University Press (OUP)

    Professor Victoria Zinde-Walsh

  8. Robust Estimation in Binary Choice Models

    Article • Communication in Statistics- Theory and Methods, December 2009, Taylor & Francis

    Professor Victoria Zinde-Walsh

  9. Asymptotics for estimation of quantile regressions with truncated infinite-dimensional processes

    Article • Journal of Multivariate Analysis, March 2009, Elsevier

    Professor Victoria Zinde-Walsh

  10. Properties and estimation of asymmetric exponential power distribution

    Article • Journal of Econometrics, January 2009, Elsevier

    Professor Victoria Zinde-Walsh

  11. KERNEL ESTIMATION WHEN DENSITY MAY NOT EXIST

    Article • Econometric Theory, February 2008, Cambridge University Press

    Professor Victoria Zinde-Walsh

  12. Robust kernel estimator for densities of unknown smoothness

    Article • Journal of Nonparametric Statistics, February 2007, Taylor & Francis

    Professor Victoria Zinde-Walsh

  13. Non- and semi-parametric estimation in models with unknown smoothness

    Article • Economics Letters, December 2006, Elsevier

    Professor Victoria Zinde-Walsh

  14. Évaluation de critères d’information pour les modèles de séries chronologiques

    Article • L Actualité économique, January 2004, Consortium Erudit

    Professor Victoria Zinde-Walsh

  15. Fractional Brownian motion as a differentiable generalized Gaussian process

    Article • January 2003, Institute of Mathematical Statistics

    Professor Victoria Zinde-Walsh

  16. ASYMPTOTIC THEORY FOR SOME HIGH BREAKDOWN POINT ESTIMATORS

    Article • Econometric Theory, July 2002, Cambridge University Press

    Professor Victoria Zinde-Walsh

  17. ON INTERCEPT ESTIMATION IN THE SAMPLE SELECTION MODEL

    Article • Econometric Theory, February 2002, Cambridge University Press

    Professor Victoria Zinde-Walsh

  18. ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL BY VECTOR AUTOREGRESSION

    Article • Econometric Reviews, January 2002, Taylor & Francis

    Professor Victoria Zinde-Walsh

  19. On the distributions of Augmented Dickey–Fuller statistics in processes with moving average components

    Article • Journal of Econometrics, November 1999, Elsevier

    Professor Victoria Zinde-Walsh

  20. ESTIMATION AND INFERENCE IN ECONOMETRICSRussell Davidson and James G. MacKinnon Oxford University Press, 1993

    Article • Econometric Theory, June 1995, Cambridge University Press

    Professor Victoria Zinde-Walsh

  21. Transforming the error-components model for estimation with general ARMA disturbances

    Article • Journal of Econometrics, March 1995, Elsevier

    Professor Victoria Zinde-Walsh

  22. A simple noniterative estimator for moving average models

    Article • Biometrika, March 1994, Oxford University Press (OUP)

    Professor Victoria Zinde-Walsh

  23. The GLS Transformation Matrix and a Semi-recursive Estimator for the Linear Regression Model with ARMA Errors

    Article • Econometric Theory, March 1992, Cambridge University Press

    Professor Victoria Zinde-Walsh

  24. INFLATION AND THE TIMING OF PRICE CHANGES (*)

    Article • Metroeconomica, October 1991, Wiley

    Professor Victoria Zinde-Walsh

  25. Estimation of a linear regression model with stationary ARMA(p, q) errors

    Article • Journal of Econometrics, February 1991, Elsevier

    Professor Victoria Zinde-Walsh

  26. Errata

    Article • Econometric Theory, June 1990, Cambridge University Press

    Professor Victoria Zinde-Walsh

  27. The consequences of misspecification in time series processes

    Article • Economics Letters, March 1990, Elsevier

    Professor Victoria Zinde-Walsh

  28. Some Exact Formulae for Autoregressive Moving Average Processes

    Article • Econometric Theory, December 1988, Cambridge University Press

    Professor Victoria Zinde-Walsh

  29. On the periodicity of solutions to dynamic problems of costly price adjustment under inflation

    Article • Economics Letters, January 1987, Elsevier

    Professor Victoria Zinde-Walsh

  30. On Robustness of Tests of Linear Restrictions in Regression Models with Elliptical Error Distributions

    Article • January 1987, Springer Science + Business Media

    Professor Victoria Zinde-Walsh

  31. Estimation and testing in a regression model with spherically symmetric errors

    Article • Economics Letters, January 1985, Elsevier

    Professor Victoria Zinde-Walsh

  32. On the Robustness of LM, LR, and W Tests in Regression Models

    Article • Econometrica, July 1984, JSTOR

    Professor Victoria Zinde-Walsh