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 2 2 93
ASYMPTOTICS FOR ESTIMATION OF TRUNCATED INFINITE-DIMENSIONAL QUANTILE REGRESSIONS 0 1 1 59 3 6 7 220
Adapting Kernel Estimation to Uncertain Smoothness 0 0 0 1 1 2 4 23
Adapting Kernel Estimation to Uncertain Smoothness 0 0 0 0 0 2 2 30
Adapting kernel estimation to uncertain smoothness 0 0 0 3 0 1 1 48
Advances in specification testing 0 0 0 2 1 3 6 40
Autoregression-Based Estimators for ARFIMA Models 0 0 1 501 5 9 14 1,238
Conditional Quantiles of Volatility in Equity Index and Foreign Exchange Data 0 0 0 205 1 3 3 725
ERRORS-IN-VARIABLES MODELS: A GENERALIZED FUNCTIONS APPROACH 0 0 0 51 1 3 3 112
Errors-in-Variables Models: A Generalized Functions Approach 0 0 0 7 1 1 1 62
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 2 3 74
NON AND SEMI-PARAMETRIC ESTIMATION IN MODELS WITH UNKNOWN SMOOTHNESS 0 0 0 38 1 3 4 135
On Intercept Estimation in the Sample Selection Model 0 0 0 4 2 2 3 26
On intercept estimation in the sample selection model 0 0 0 1 0 2 3 33
PROPERTIES AND ESTIMATION OF ASYMMETRIC EXPONENTIAL POWER DISTRIBUTION 0 1 1 199 2 5 7 547
Partially Dimension-Reduced Regressions with Potentially Infinite-Dimensional Processes 0 0 0 13 1 1 1 48
Properties and Estimation of Asymmetric Exponential Power Distribution 0 0 0 36 0 2 2 185
Properties of Estimates of Daily GARCH Parameters Basaed on Intra-Day Observations 0 0 0 364 2 2 2 999
Properties of Estimates of Daily GARCH Parameters Based on Intra-Day Observations 0 0 0 323 1 3 3 769
REDUCED-DIMENSION CONTROL REGRESSION 0 0 0 60 1 2 3 172
ROBUST AVERAGE DERIVATIVE ESTIMATION 0 0 0 49 0 3 3 373
ROBUST KERNEL ESTIMATOR FOR DENSITIES OF UNKNOWN 0 0 0 91 1 2 4 329
Robust Average Derivative Estimation 0 0 0 23 0 2 5 173
Tariff Policy and Equilibrium Growth in the World Economy 0 0 0 0 0 1 3 5
The "Buffer Stock" Notion in Monetary Economics 0 0 1 4 1 2 5 63
VAR_BASED ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL AND LINKS BETWEEN WHOLESALE AND RETAIL INVENTORIES 0 0 0 0 0 1 2 150
Total Working Papers 0 2 5 2,787 26 67 97 8,809

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 0 1 2 83
Advances in specification testing 0 1 1 9 1 4 7 42
Asymptotics for estimation of quantile regressions with truncated infinite-dimensional processes 0 0 0 14 1 1 1 122
Canadian Econometric Study Group annual meeting (in Russian) 0 0 0 10 1 1 1 74
Consequences of lack of smoothness in nonparametric estimation (in Russian) 0 0 0 18 1 1 3 80
ESTIMATION AND INFERENCE IN ECONOMETRICSRussell Davidson and James G. MacKinnon Oxford University Press, 1993 0 0 0 1,052 0 1 2 2,154
ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL BY VECTOR AUTOREGRESSION 0 0 0 203 3 7 8 732
Errata 0 0 0 6 3 3 4 42
Estimation and testing in a regression model with spherically symmetric errors 0 0 0 9 0 0 4 57
Estimation of a linear regression model with stationary ARMA(p, q) errors 0 0 2 155 1 2 5 398
GARCH Model Estimation Using Estimated Quadratic Variation 0 0 0 3 0 1 3 41
KERNEL ESTIMATION WHEN DENSITY MAY NOT EXIST 0 1 1 36 2 4 4 95
KERNEL ESTIMATION WHEN DENSITY MAY NOT EXIST: A CORRIGENDUM 0 0 0 12 1 2 2 29
MEASUREMENT ERROR AND DECONVOLUTION IN SPACES OF GENERALIZED FUNCTIONS 0 0 1 7 0 0 2 39
Non- and semi-parametric estimation in models with unknown smoothness 0 0 0 13 0 1 3 69
ON INTERCEPT ESTIMATION IN THE SAMPLE SELECTION MODEL 0 0 0 7 1 1 3 35
On existence of moment of mean reversion estimator in linear diffusion models 0 0 0 13 0 0 2 64
On the Robustness of LM, LR, and W Tests in Regression Models 0 0 0 43 1 2 3 180
On the distributions of Augmented Dickey-Fuller statistics in processes with moving average components 0 0 0 64 2 4 6 282
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 2 2 241 4 11 16 821
Smoothness adaptive average derivative estimation 0 0 0 20 2 3 3 136
Some Exact Formulae for Autoregressive Moving Average Processes 0 0 0 22 0 2 3 51
The GLS Transformation Matrix and a Semi-recursive Estimator for the Linear Regression Model with ARMA Errors 0 0 1 22 1 3 6 68
The consequences of misspecification in time series processes 0 0 0 25 0 0 2 80
Transforming the error-components model for estimation with general ARMA disturbances 0 0 0 37 1 2 4 134
UK Econometric Study Group annual meeting (in Russian) 0 0 0 4 0 0 1 56
Évaluation de critères d’information pour les modèles de séries chronologiques 0 0 0 1 0 1 1 39
Total Journal Articles 0 4 8 2,093 26 58 102 6,137

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 2 2 3 45
Limit Theory and Inference About Conditional Distributions 0 0 2 8 1 2 6 29
Smoothness: Bias and Efficiency of Nonparametric Kernel Estimators 0 0 1 7 0 1 4 27
Total Chapters 0 0 3 19 3 5 13 101

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Statistics updated 2026-01-09