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 0 1 1 7 35
Adapting Kernel Estimation to Uncertain Smoothness 0 0 0 1 0 0 8 28
Adapting kernel estimation to uncertain smoothness 0 0 0 3 0 0 4 51
Advances in specification testing 0 0 0 2 3 4 38 75
Autoregression-Based Estimators for ARFIMA Models 0 0 0 501 1 1 26 1,255
Conditional Quantiles of Volatility in Equity Index and Foreign Exchange Data 0 0 0 205 1 2 9 731
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 0 9 2,146
Kernel Estimation when Density Does Not Exist 0 0 0 19 1 2 14 86
NON AND SEMI-PARAMETRIC ESTIMATION IN MODELS WITH UNKNOWN SMOOTHNESS 0 0 0 38 1 1 11 143
On Intercept Estimation in the Sample Selection Model 0 1 1 5 1 2 17 41
On intercept estimation in the sample selection model 0 0 0 1 0 1 13 44
PROPERTIES AND ESTIMATION OF ASYMMETRIC EXPONENTIAL POWER DISTRIBUTION 0 0 2 200 0 0 14 556
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 0 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 0 9 775
REDUCED-DIMENSION CONTROL REGRESSION 0 0 0 60 0 1 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 1 1 9 336
Robust Average Derivative Estimation 0 0 0 23 1 1 7 178
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 1 1 14 75
VAR_BASED ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL AND LINKS BETWEEN WHOLESALE AND RETAIL INVENTORIES 0 0 0 0 0 1 4 153
Total Working Papers 0 1 7 2,792 12 20 305 9,046

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 0 8 90
Advances in specification testing 0 0 1 9 0 1 16 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 0 3 9 2,162
ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL BY VECTOR AUTOREGRESSION 0 0 0 203 0 1 14 739
Errata 0 0 0 6 0 3 11 50
Estimation and testing in a regression model with spherically symmetric errors 0 0 0 9 0 0 4 61
Estimation of a linear regression model with stationary ARMA(p, q) errors 0 0 0 155 0 1 13 409
GARCH Model Estimation Using Estimated Quadratic Variation 0 0 0 3 0 2 8 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 1 2 8 76
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 1 1 6 70
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 3 5 14 292
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 4 103
Properties and estimation of asymmetric exponential power distribution 0 0 3 242 0 1 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 1 23 0 1 10 75
The consequences of misspecification in time series processes 0 0 0 25 0 1 5 85
Transforming the error-components model for estimation with general ARMA disturbances 0 0 0 37 0 0 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 0 3 41
Total Journal Articles 0 0 6 2,095 5 26 243 6,320

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 3 14 57
Limit Theory and Inference About Conditional Distributions 0 0 0 8 2 3 12 39
Smoothness: Bias and Efficiency of Nonparametric Kernel Estimators 0 0 0 7 0 0 14 40
Total Chapters 0 0 0 19 4 6 40 136

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Statistics updated 2026-09-10