Access Statistics for Victoria Zinde-Walsh

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ASYMPTOTICS FOR ESTIMATION OF TRUNCATED INFINITE-DIMENSIONAL QUANTILE REGRESSIONS 0 2 12 45 0 3 26 130
Autoregression-Based Estimators for ARFIMA Models 3 8 24 379 9 31 80 900
Conditional Quantiles of Volatility in Equity Index and Foreign Exchange Data 0 1 7 183 2 4 30 585
Fractional Brownian Motion as a Differentiable Generalized Gaussian Process 1 2 20 649 6 10 63 1,899
NON AND SEMI-PARAMETRIC ESTIMATION IN MODELS WITH UNKNOWN SMOOTHNESS 1 2 6 25 1 2 13 65
On Intercept Estimation in the Sample Selection Model 0 0 0 43 1 5 22 214
PROPERTIES AND ESTIMATION OF ASYMMETRIC EXPONENTIAL POWER DISTRIBUTION 3 9 44 105 6 30 119 267
Properties of Estimates of Daily GARCH Parameters Basaed on Intra-Day Observations 0 4 23 348 3 9 66 897
Properties of Estimates of Daily GARCH Parameters Based on Intra-Day Observations 2 6 33 273 4 15 79 591
REDUCED-DIMENSION CONTROL REGRESSION 0 1 4 28 0 4 21 119
ROBUST AVERAGE DERIVATIVE ESTIMATION 1 4 13 32 3 13 66 147
ROBUST KERNEL ESTIMATOR FOR DENSITIES OF UNKNOWN 1 1 10 75 3 8 50 261
VAR_BASED ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL AND LINKS BETWEEN WHOLESALE AND RETAIL INVENTORIES 0 0 0 0 0 1 10 72
Total Working Papers 12 40 196 2,185 38 135 645 6,147

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ASYMPTOTIC THEORY FOR SOME HIGH BREAKDOWN POINT ESTIMATORS 0 0 2 2 0 1 8 10
Asymptotics for estimation of quantile regressions with truncated infinite-dimensional processes 1 1 5 5 2 5 15 15
Canadian Econometric Study Group annual meeting (in Russian) 0 0 3 5 1 2 23 45
Consequences of lack of smoothness in nonparametric estimation (in Russian) 0 2 3 3 0 2 11 19
ESTIMATION AND INFERENCE IN ECONOMETRICS Russell Davidson and James G. MacKinnon Oxford University Press, 1993 7 13 36 36 12 30 73 73
ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL BY VECTOR AUTOREGRESSION 1 5 33 122 5 14 87 410
Errata 0 1 2 2 0 1 3 3
Estimation and testing in a regression model with spherically symmetric errors 0 0 1 3 0 1 4 21
Estimation of a linear regression model with stationary ARMA(p, q) errors 2 7 18 74 2 7 27 188
KERNEL ESTIMATION WHEN DENSITY MAY NOT EXIST 2 6 15 15 4 11 41 41
Non- and semi-parametric estimation in models with unknown smoothness 0 0 0 6 1 2 3 26
ON INTERCEPT ESTIMATION IN THE SAMPLE SELECTION MODEL 2 2 2 2 2 2 3 3
On the Robustness of LM, LR, and W Tests in Regression Models 0 1 3 23 0 3 13 99
On the distributions of Augmented Dickey-Fuller statistics in processes with moving average components 0 1 6 42 3 8 22 146
On the periodicity of solutions to dynamic problems of costly price adjustment under inflation 0 0 0 0 0 0 0 19
Properties and estimation of asymmetric exponential power distribution 3 9 20 20 12 28 85 85
The consequences of misspecification in time series processes 0 0 1 18 0 0 3 50
Transforming the error-components model for estimation with general ARMA disturbances 0 1 4 12 0 2 7 46
UK Econometric Study Group annual meeting (in Russian) 0 0 1 3 1 1 5 30
Total Journal Articles 18 49 155 393 45 120 433 1,329

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Statistics updated 2009-12-07