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 0 35 0 5 11 102
ASYMPTOTICS FOR ESTIMATION OF TRUNCATED INFINITE-DIMENSIONAL QUANTILE REGRESSIONS 0 1 2 60 0 4 16 230
Adapting Kernel Estimation to Uncertain Smoothness 0 0 0 1 0 2 8 28
Adapting Kernel Estimation to Uncertain Smoothness 0 0 0 0 0 0 6 34
Adapting kernel estimation to uncertain smoothness 0 0 0 3 0 2 4 51
Advances in specification testing 0 0 0 2 0 6 35 71
Autoregression-Based Estimators for ARFIMA Models 0 0 0 501 1 5 25 1,254
Conditional Quantiles of Volatility in Equity Index and Foreign Exchange Data 0 0 0 205 0 2 7 729
ERRORS-IN-VARIABLES MODELS: A GENERALIZED FUNCTIONS APPROACH 0 0 0 51 0 3 8 117
Errors-in-Variables Models: A Generalized Functions Approach 0 0 0 7 0 4 9 70
Fractional Brownian Motion as a Differentiable Generalized Gaussian Process 0 0 0 699 1 3 9 2,146
Kernel Estimation when Density Does Not Exist 0 0 0 19 0 5 13 84
NON AND SEMI-PARAMETRIC ESTIMATION IN MODELS WITH UNKNOWN SMOOTHNESS 0 0 0 38 1 3 10 142
On Intercept Estimation in the Sample Selection Model 0 0 0 4 0 5 16 39
On intercept estimation in the sample selection model 0 0 0 1 2 2 13 43
PROPERTIES AND ESTIMATION OF ASYMMETRIC EXPONENTIAL POWER DISTRIBUTION 1 1 2 200 2 7 16 556
Partially Dimension-Reduced Regressions with Potentially Infinite-Dimensional Processes 0 0 0 13 0 2 6 53
Properties and Estimation of Asymmetric Exponential Power Distribution 0 0 0 36 1 3 9 192
Properties of Estimates of Daily GARCH Parameters Basaed on Intra-Day Observations 0 0 0 364 0 0 12 1,009
Properties of Estimates of Daily GARCH Parameters Based on Intra-Day Observations 0 0 0 323 2 3 9 775
REDUCED-DIMENSION CONTROL REGRESSION 0 0 0 60 1 3 5 175
ROBUST AVERAGE DERIVATIVE ESTIMATION 0 1 1 50 0 3 9 379
ROBUST KERNEL ESTIMATOR FOR DENSITIES OF UNKNOWN 0 0 0 91 0 1 8 335
Robust Average Derivative Estimation 0 0 0 23 0 2 9 177
Tariff Policy and Equilibrium Growth in the World Economy 0 0 0 0 0 1 6 9
The "Buffer Stock" Notion in Monetary Economics 0 0 1 5 1 7 13 74
VAR_BASED ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL AND LINKS BETWEEN WHOLESALE AND RETAIL INVENTORIES 0 0 0 0 0 1 3 152
Total Working Papers 1 3 6 2,791 12 84 295 9,026

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 3 9 90
Advances in specification testing 0 0 1 9 1 8 18 53
Asymptotics for estimation of quantile regressions with truncated infinite-dimensional processes 0 0 0 14 0 2 7 128
Canadian Econometric Study Group annual meeting (in Russian) 0 0 0 10 0 0 4 77
Consequences of lack of smoothness in nonparametric estimation (in Russian) 0 0 0 18 0 2 16 94
ESTIMATION AND INFERENCE IN ECONOMETRICSRussell Davidson and James G. MacKinnon Oxford University Press, 1993 0 0 0 1,052 2 3 6 2,159
ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL BY VECTOR AUTOREGRESSION 0 0 0 203 0 2 14 738
Errata 0 0 0 6 1 1 8 47
Estimation and testing in a regression model with spherically symmetric errors 0 0 0 9 1 2 6 61
Estimation of a linear regression model with stationary ARMA(p, q) errors 0 0 0 155 2 5 12 408
GARCH Model Estimation Using Estimated Quadratic Variation 0 0 0 3 0 2 7 46
KERNEL ESTIMATION WHEN DENSITY MAY NOT EXIST 0 0 1 36 0 1 5 96
KERNEL ESTIMATION WHEN DENSITY MAY NOT EXIST: A CORRIGENDUM 0 0 0 12 0 0 7 34
MEASUREMENT ERROR AND DECONVOLUTION IN SPACES OF GENERALIZED FUNCTIONS 0 0 0 7 0 2 8 46
Non- and semi-parametric estimation in models with unknown smoothness 0 0 0 13 1 2 8 74
ON INTERCEPT ESTIMATION IN THE SAMPLE SELECTION MODEL 0 0 0 7 0 0 5 37
On existence of moment of mean reversion estimator in linear diffusion models 0 0 0 13 1 2 7 69
On the Robustness of LM, LR, and W Tests in Regression Models 0 0 0 43 0 1 6 183
On the distributions of Augmented Dickey-Fuller statistics in processes with moving average components 0 0 0 64 0 2 11 287
On the periodicity of solutions to dynamic problems of costly price adjustment under inflation 0 0 0 0 0 0 1 36
Presidential Address: Mathematics in economics and econometrics 0 0 0 32 0 1 3 102
Properties and estimation of asymmetric exponential power distribution 0 1 3 242 3 7 26 834
Smoothness adaptive average derivative estimation 0 0 0 20 0 3 7 140
Some Exact Formulae for Autoregressive Moving Average Processes 0 0 0 22 0 1 7 55
The GLS Transformation Matrix and a Semi-recursive Estimator for the Linear Regression Model with ARMA Errors 0 1 2 23 1 3 11 74
The consequences of misspecification in time series processes 0 0 0 25 0 1 5 84
Transforming the error-components model for estimation with general ARMA disturbances 0 0 0 37 1 1 8 139
UK Econometric Study Group annual meeting (in Russian) 0 0 0 4 0 4 6 62
Évaluation de critères d’information pour les modèles de séries chronologiques 0 0 0 1 1 1 3 41
Total Journal Articles 0 2 7 2,095 16 62 241 6,294

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 2 11 54
Limit Theory and Inference About Conditional Distributions 0 0 0 8 0 5 10 36
Smoothness: Bias and Efficiency of Nonparametric Kernel Estimators 0 0 0 7 0 9 14 40
Total Chapters 0 0 0 19 0 16 35 130

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Statistics updated 2026-06-04