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 0 11 102
ASYMPTOTICS FOR ESTIMATION OF TRUNCATED INFINITE-DIMENSIONAL QUANTILE REGRESSIONS 0 0 2 60 0 1 17 231
Adapting Kernel Estimation to Uncertain Smoothness 0 0 0 1 0 0 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 0 4 51
Advances in specification testing 0 0 0 2 0 1 36 72
Autoregression-Based Estimators for ARFIMA Models 0 0 0 501 0 1 25 1,254
Conditional Quantiles of Volatility in Equity Index and Foreign Exchange Data 0 0 0 205 1 1 8 730
ERRORS-IN-VARIABLES MODELS: A GENERALIZED FUNCTIONS APPROACH 0 0 0 51 0 0 8 117
Errors-in-Variables Models: A Generalized Functions Approach 0 0 0 7 0 0 9 70
Fractional Brownian Motion as a Differentiable Generalized Gaussian Process 0 0 0 699 0 1 9 2,146
Kernel Estimation when Density Does Not Exist 0 0 0 19 1 1 13 85
NON AND SEMI-PARAMETRIC ESTIMATION IN MODELS WITH UNKNOWN SMOOTHNESS 0 0 0 38 0 1 10 142
On Intercept Estimation in the Sample Selection Model 0 1 1 5 0 1 16 40
On intercept estimation in the sample selection model 0 0 0 1 1 3 14 44
PROPERTIES AND ESTIMATION OF ASYMMETRIC EXPONENTIAL POWER DISTRIBUTION 0 1 2 200 0 2 16 556
Partially Dimension-Reduced Regressions with Potentially Infinite-Dimensional Processes 0 0 0 13 0 0 6 53
Properties and Estimation of Asymmetric Exponential Power Distribution 0 0 0 36 0 1 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 0 2 9 775
REDUCED-DIMENSION CONTROL REGRESSION 0 0 0 60 1 2 6 176
ROBUST AVERAGE DERIVATIVE ESTIMATION 0 0 1 50 0 0 9 379
ROBUST KERNEL ESTIMATOR FOR DENSITIES OF UNKNOWN 0 0 0 91 0 0 8 335
Robust Average Derivative Estimation 0 0 0 23 0 0 8 177
Tariff Policy and Equilibrium Growth in the World Economy 0 0 0 0 0 0 5 9
The "Buffer Stock" Notion in Monetary Economics 0 0 1 5 0 1 13 74
VAR_BASED ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL AND LINKS BETWEEN WHOLESALE AND RETAIL INVENTORIES 0 0 0 0 1 1 4 153
Total Working Papers 0 2 7 2,792 5 20 299 9,034

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 8 90
Advances in specification testing 0 0 1 9 0 2 18 54
Asymptotics for estimation of quantile regressions with truncated infinite-dimensional processes 0 0 0 14 0 0 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 0 16 94
ESTIMATION AND INFERENCE IN ECONOMETRICSRussell Davidson and James G. MacKinnon Oxford University Press, 1993 0 0 0 1,052 3 5 9 2,162
ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL BY VECTOR AUTOREGRESSION 0 0 0 203 1 1 14 739
Errata 0 0 0 6 2 4 11 50
Estimation and testing in a regression model with spherically symmetric errors 0 0 0 9 0 1 4 61
Estimation of a linear regression model with stationary ARMA(p, q) errors 0 0 0 155 1 3 13 409
GARCH Model Estimation Using Estimated Quadratic Variation 0 0 0 3 2 2 9 48
KERNEL ESTIMATION WHEN DENSITY MAY NOT EXIST 0 0 1 36 0 0 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 0 7 46
Non- and semi-parametric estimation in models with unknown smoothness 0 0 0 13 0 2 8 75
ON INTERCEPT ESTIMATION IN THE SAMPLE SELECTION MODEL 0 0 0 7 0 0 4 37
On existence of moment of mean reversion estimator in linear diffusion models 0 0 0 13 0 1 5 69
On the Robustness of LM, LR, and W Tests in Regression Models 0 0 0 43 0 3 8 186
On the distributions of Augmented Dickey-Fuller statistics in processes with moving average components 0 0 0 64 2 2 12 289
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 1 1 4 103
Properties and estimation of asymmetric exponential power distribution 0 0 3 242 0 4 25 835
Smoothness adaptive average derivative estimation 0 0 0 20 0 0 7 140
Some Exact Formulae for Autoregressive Moving Average Processes 0 0 0 22 0 0 6 55
The GLS Transformation Matrix and a Semi-recursive Estimator for the Linear Regression Model with ARMA Errors 0 0 2 23 1 2 11 75
The consequences of misspecification in time series processes 0 0 0 25 1 1 5 85
Transforming the error-components model for estimation with general ARMA disturbances 0 0 0 37 0 1 7 139
UK Econometric Study Group annual meeting (in Russian) 0 0 0 4 0 0 6 62
Évaluation de critères d’information pour les modèles de séries chronologiques 0 0 0 1 0 1 3 41
Total Journal Articles 0 0 7 2,095 14 37 244 6,315

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 1 12 55
Limit Theory and Inference About Conditional Distributions 0 0 0 8 0 1 10 37
Smoothness: Bias and Efficiency of Nonparametric Kernel Estimators 0 0 0 7 0 0 14 40
Total Chapters 0 0 0 19 0 2 36 132

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-08-07