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 4 6 97
ASYMPTOTICS FOR ESTIMATION OF TRUNCATED INFINITE-DIMENSIONAL QUANTILE REGRESSIONS 0 0 1 59 1 9 13 226
Adapting Kernel Estimation to Uncertain Smoothness 0 0 0 0 0 4 6 34
Adapting Kernel Estimation to Uncertain Smoothness 0 0 0 1 1 4 6 26
Adapting kernel estimation to uncertain smoothness 0 0 0 3 0 1 2 49
Advances in specification testing 0 0 0 2 6 26 31 65
Autoregression-Based Estimators for ARFIMA Models 0 0 0 501 2 16 22 1,249
Conditional Quantiles of Volatility in Equity Index and Foreign Exchange Data 0 0 0 205 0 3 5 727
ERRORS-IN-VARIABLES MODELS: A GENERALIZED FUNCTIONS APPROACH 0 0 0 51 0 3 5 114
Errors-in-Variables Models: A Generalized Functions Approach 0 0 0 7 1 5 5 66
Fractional Brownian Motion as a Differentiable Generalized Gaussian Process 0 0 1 699 1 6 7 2,143
Kernel Estimation when Density Does Not Exist 0 0 0 19 1 6 8 79
NON AND SEMI-PARAMETRIC ESTIMATION IN MODELS WITH UNKNOWN SMOOTHNESS 0 0 0 38 0 5 7 139
On Intercept Estimation in the Sample Selection Model 0 0 0 4 3 10 11 34
On intercept estimation in the sample selection model 0 0 0 1 1 8 11 41
PROPERTIES AND ESTIMATION OF ASYMMETRIC EXPONENTIAL POWER DISTRIBUTION 0 0 1 199 1 4 9 549
Partially Dimension-Reduced Regressions with Potentially Infinite-Dimensional Processes 0 0 0 13 1 4 4 51
Properties and Estimation of Asymmetric Exponential Power Distribution 0 0 0 36 2 4 6 189
Properties of Estimates of Daily GARCH Parameters Basaed on Intra-Day Observations 0 0 0 364 1 12 12 1,009
Properties of Estimates of Daily GARCH Parameters Based on Intra-Day Observations 0 0 0 323 0 4 6 772
REDUCED-DIMENSION CONTROL REGRESSION 0 0 0 60 0 1 2 172
ROBUST AVERAGE DERIVATIVE ESTIMATION 0 0 0 49 0 3 6 376
ROBUST KERNEL ESTIMATOR FOR DENSITIES OF UNKNOWN 0 0 0 91 2 6 8 334
Robust Average Derivative Estimation 0 0 0 23 1 2 7 175
Tariff Policy and Equilibrium Growth in the World Economy 0 0 0 0 0 3 5 8
The "Buffer Stock" Notion in Monetary Economics 0 1 1 5 0 5 8 67
VAR_BASED ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL AND LINKS BETWEEN WHOLESALE AND RETAIL INVENTORIES 0 0 0 0 1 1 3 151
Total Working Papers 0 1 4 2,788 26 159 221 8,942

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 4 6 87
Advances in specification testing 0 0 1 9 1 4 10 45
Asymptotics for estimation of quantile regressions with truncated infinite-dimensional processes 0 0 0 14 0 5 5 126
Canadian Econometric Study Group annual meeting (in Russian) 0 0 0 10 0 4 4 77
Consequences of lack of smoothness in nonparametric estimation (in Russian) 0 0 0 18 2 13 15 92
ESTIMATION AND INFERENCE IN ECONOMETRICSRussell Davidson and James G. MacKinnon Oxford University Press, 1993 0 0 0 1,052 0 2 3 2,156
ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL BY VECTOR AUTOREGRESSION 0 0 0 203 0 7 12 736
Errata 0 0 0 6 3 7 7 46
Estimation and testing in a regression model with spherically symmetric errors 0 0 0 9 0 2 4 59
Estimation of a linear regression model with stationary ARMA(p, q) errors 0 0 1 155 1 6 9 403
GARCH Model Estimation Using Estimated Quadratic Variation 0 0 0 3 0 3 5 44
KERNEL ESTIMATION WHEN DENSITY MAY NOT EXIST 0 0 1 36 0 2 4 95
KERNEL ESTIMATION WHEN DENSITY MAY NOT EXIST: A CORRIGENDUM 0 0 0 12 2 6 7 34
MEASUREMENT ERROR AND DECONVOLUTION IN SPACES OF GENERALIZED FUNCTIONS 0 0 1 7 1 5 7 44
Non- and semi-parametric estimation in models with unknown smoothness 0 0 0 13 1 3 6 72
ON INTERCEPT ESTIMATION IN THE SAMPLE SELECTION MODEL 0 0 0 7 1 3 5 37
On existence of moment of mean reversion estimator in linear diffusion models 0 0 0 13 0 3 5 67
On the Robustness of LM, LR, and W Tests in Regression Models 0 0 0 43 1 3 5 182
On the distributions of Augmented Dickey-Fuller statistics in processes with moving average components 0 0 0 64 1 5 9 285
On the periodicity of solutions to dynamic problems of costly price adjustment under inflation 0 0 0 0 0 1 1 36
Presidential Address: Mathematics in economics and econometrics 0 0 0 32 0 2 2 101
Properties and estimation of asymmetric exponential power distribution 0 0 2 241 0 10 20 827
Smoothness adaptive average derivative estimation 0 0 0 20 0 3 4 137
Some Exact Formulae for Autoregressive Moving Average Processes 0 0 0 22 1 3 6 54
The GLS Transformation Matrix and a Semi-recursive Estimator for the Linear Regression Model with ARMA Errors 0 0 1 22 1 4 8 71
The consequences of misspecification in time series processes 0 0 0 25 1 3 5 83
Transforming the error-components model for estimation with general ARMA disturbances 0 0 0 37 1 5 8 138
UK Econometric Study Group annual meeting (in Russian) 0 0 0 4 0 2 3 58
Évaluation de critères d’information pour les modèles de séries chronologiques 0 0 0 1 0 1 2 40
Total Journal Articles 0 0 7 2,093 19 121 187 6,232

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 9 10 52
Limit Theory and Inference About Conditional Distributions 0 0 1 8 0 3 6 31
Smoothness: Bias and Efficiency of Nonparametric Kernel Estimators 0 0 0 7 0 4 5 31
Total Chapters 0 0 1 19 2 16 21 114

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Statistics updated 2026-03-04