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
A test of singularity for distribution functions 0 0 1 35 0 0 1 91
ASYMPTOTICS FOR ESTIMATION OF TRUNCATED INFINITE-DIMENSIONAL QUANTILE REGRESSIONS 0 0 0 58 0 1 1 214
Adapting Kernel Estimation to Uncertain Smoothness 0 0 0 1 0 0 1 20
Adapting Kernel Estimation to Uncertain Smoothness 0 0 0 0 0 0 0 28
Adapting kernel estimation to uncertain smoothness 0 0 0 3 0 0 0 47
Advances in specification testing 0 0 0 2 0 0 2 36
Autoregression-Based Estimators for ARFIMA Models 0 0 1 501 0 0 5 1,229
Conditional Quantiles of Volatility in Equity Index and Foreign Exchange Data 0 0 0 205 0 0 0 722
ERRORS-IN-VARIABLES MODELS: A GENERALIZED FUNCTIONS APPROACH 0 0 0 51 0 0 0 109
Errors-in-Variables Models: A Generalized Functions Approach 0 0 0 7 0 0 1 61
Fractional Brownian Motion as a Differentiable Generalized Gaussian Process 0 0 1 699 0 0 1 2,137
Kernel Estimation when Density Does Not Exist 0 0 0 19 1 1 1 72
NON AND SEMI-PARAMETRIC ESTIMATION IN MODELS WITH UNKNOWN SMOOTHNESS 0 0 0 38 0 0 1 132
On Intercept Estimation in the Sample Selection Model 0 0 0 4 0 1 1 24
On intercept estimation in the sample selection model 0 0 0 1 0 0 0 30
PROPERTIES AND ESTIMATION OF ASYMMETRIC EXPONENTIAL POWER DISTRIBUTION 0 0 2 198 0 0 6 540
Partially Dimension-Reduced Regressions with Potentially Infinite-Dimensional Processes 0 0 0 13 0 0 0 47
Properties and Estimation of Asymmetric Exponential Power Distribution 0 0 0 36 0 0 6 183
Properties of Estimates of Daily GARCH Parameters Basaed on Intra-Day Observations 0 0 0 364 0 0 1 997
Properties of Estimates of Daily GARCH Parameters Based on Intra-Day Observations 0 0 0 323 0 0 0 766
REDUCED-DIMENSION CONTROL REGRESSION 0 0 0 60 0 0 1 170
ROBUST AVERAGE DERIVATIVE ESTIMATION 0 0 0 49 0 0 0 370
ROBUST KERNEL ESTIMATOR FOR DENSITIES OF UNKNOWN 0 0 0 91 0 0 2 327
Robust Average Derivative Estimation 0 0 0 23 1 1 1 169
Tariff Policy and Equilibrium Growth in the World Economy 0 0 0 0 0 1 3 4
The "Buffer Stock" Notion in Monetary Economics 0 0 2 4 0 1 15 61
VAR_BASED ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL AND LINKS BETWEEN WHOLESALE AND RETAIL INVENTORIES 0 0 0 0 0 0 1 149
Total Working Papers 0 0 7 2,785 2 6 51 8,735

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 0 15 1 1 1 82
Advances in specification testing 0 0 0 8 1 1 1 36
Asymptotics for estimation of quantile regressions with truncated infinite-dimensional processes 0 0 0 14 0 0 1 121
Canadian Econometric Study Group annual meeting (in Russian) 0 0 0 10 0 0 0 73
Consequences of lack of smoothness in nonparametric estimation (in Russian) 0 0 0 18 0 0 3 78
ESTIMATION AND INFERENCE IN ECONOMETRICSRussell Davidson and James G. MacKinnon Oxford University Press, 1993 0 0 0 1,052 0 0 1 2,153
ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL BY VECTOR AUTOREGRESSION 0 0 1 203 1 1 2 725
Errata 0 0 0 6 0 0 2 39
Estimation and testing in a regression model with spherically symmetric errors 0 0 0 9 2 2 5 57
Estimation of a linear regression model with stationary ARMA(p, q) errors 0 1 3 155 0 1 6 396
GARCH Model Estimation Using Estimated Quadratic Variation 0 0 0 3 0 0 3 39
KERNEL ESTIMATION WHEN DENSITY MAY NOT EXIST 0 0 0 35 0 0 0 91
KERNEL ESTIMATION WHEN DENSITY MAY NOT EXIST: A CORRIGENDUM 0 0 0 12 0 0 0 27
MEASUREMENT ERROR AND DECONVOLUTION IN SPACES OF GENERALIZED FUNCTIONS 0 0 1 7 1 1 2 39
Non- and semi-parametric estimation in models with unknown smoothness 0 0 0 13 1 1 1 67
ON INTERCEPT ESTIMATION IN THE SAMPLE SELECTION MODEL 0 0 0 7 1 1 2 33
On existence of moment of mean reversion estimator in linear diffusion models 0 0 0 13 1 2 2 64
On the Robustness of LM, LR, and W Tests in Regression Models 0 0 0 43 1 1 1 178
On the distributions of Augmented Dickey-Fuller statistics in processes with moving average components 0 0 0 64 1 1 5 277
On the periodicity of solutions to dynamic problems of costly price adjustment under inflation 0 0 0 0 0 0 1 35
Presidential Address: Mathematics in economics and econometrics 0 0 0 32 0 0 0 99
Properties and estimation of asymmetric exponential power distribution 0 0 3 239 2 2 10 810
Smoothness adaptive average derivative estimation 0 0 0 20 0 0 1 133
Some Exact Formulae for Autoregressive Moving Average Processes 0 0 0 22 1 1 1 49
The GLS Transformation Matrix and a Semi-recursive Estimator for the Linear Regression Model with ARMA Errors 0 0 1 21 1 1 3 64
The consequences of misspecification in time series processes 0 0 0 25 1 1 2 80
Transforming the error-components model for estimation with general ARMA disturbances 0 0 0 37 1 1 3 132
UK Econometric Study Group annual meeting (in Russian) 0 0 0 4 0 0 2 56
Évaluation de critères d’information pour les modèles de séries chronologiques 0 0 0 1 0 0 1 38
Total Journal Articles 0 1 9 2,088 17 19 62 6,071

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Selective Review of Aman Ullah’s Contributions to Econometrics 0 0 0 4 0 0 1 43
Limit Theory and Inference About Conditional Distributions 0 0 2 8 1 1 6 27
Smoothness: Bias and Efficiency of Nonparametric Kernel Estimators 0 0 2 7 0 0 5 26
Total Chapters 0 0 4 19 1 1 12 96

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Statistics updated 2025-08-05