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 32 0 0 2 74
ASYMPTOTICS FOR ESTIMATION OF TRUNCATED INFINITE-DIMENSIONAL QUANTILE REGRESSIONS 0 1 1 57 1 2 3 204
Adapting Kernel Estimation to Uncertain Smoothness 0 0 0 0 0 0 0 9
Adapting Kernel Estimation to Uncertain Smoothness 0 0 0 0 0 0 0 0
Adapting kernel estimation to uncertain smoothness 0 0 1 3 0 0 1 29
Advances in specification testing 0 0 0 0 1 2 4 14
Autoregression-Based Estimators for ARFIMA Models 0 0 1 480 1 2 4 1,161
Conditional Quantiles of Volatility in Equity Index and Foreign Exchange Data 0 0 0 204 1 4 5 664
ERRORS-IN-VARIABLES MODELS: A GENERALIZED FUNCTIONS APPROACH 0 0 1 50 0 1 2 99
Errors-in-Variables Models: A Generalized Functions Approach 0 0 0 7 0 1 2 49
Estimation and Testing in a Regression Model with Spherically Symmetric Errors 0 0 0 0 0 0 0 0
Fractional Brownian Motion as a Differentiable Generalized Gaussian Process 0 0 0 694 2 2 8 2,103
Kernel Estimation when Density Does Not Exist 0 0 1 17 0 0 2 61
NON AND SEMI-PARAMETRIC ESTIMATION IN MODELS WITH UNKNOWN SMOOTHNESS 0 0 0 37 1 3 4 121
On Intercept Estimation in the Sample Selection Model 0 0 2 3 1 1 4 17
On intercept estimation in the sample selection model 0 0 0 1 0 0 3 21
On the Robustness of LM, LR and W Tests in Regression Models 0 0 0 0 0 0 0 0
PROPERTIES AND ESTIMATION OF ASYMMETRIC EXPONENTIAL POWER DISTRIBUTION 0 1 6 190 1 2 15 506
Partially Dimension-Reduced Regressions with Potentially Infinite-Dimensional Processes 0 0 1 13 4 4 5 43
Properties and Estimation of Asymmetric Exponential Power Distribution 0 0 2 32 0 2 14 154
Properties of Estimates of Daily GARCH Parameters Basaed on Intra-Day Observations 0 0 0 364 1 1 1 980
Properties of Estimates of Daily GARCH Parameters Based on Intra-Day Observations 0 0 0 322 1 1 3 764
REDUCED-DIMENSION CONTROL REGRESSION 0 0 0 59 0 0 3 164
ROBUST AVERAGE DERIVATIVE ESTIMATION 0 0 1 47 2 8 32 333
ROBUST KERNEL ESTIMATOR FOR DENSITIES OF UNKNOWN 0 0 0 89 1 1 1 314
Robust Average Derivative Estimation 0 0 0 19 1 5 7 126
VAR_BASED ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL AND LINKS BETWEEN WHOLESALE AND RETAIL INVENTORIES 0 0 0 0 0 0 3 136
Total Working Papers 0 2 17 2,720 19 42 128 8,146


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 14 0 0 1 76
Advances in specification testing 0 1 4 8 1 2 8 20
Asymptotics for estimation of quantile regressions with truncated infinite-dimensional processes 0 0 0 14 0 0 2 105
Canadian Econometric Study Group annual meeting (in Russian) 0 0 0 10 0 0 0 71
Consequences of lack of smoothness in nonparametric estimation (in Russian) 0 0 0 15 0 0 2 62
ESTIMATION AND INFERENCE IN ECONOMETRICS Russell Davidson and James G. MacKinnon Oxford University Press, 1993 10 25 101 965 23 62 243 1,898
ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL BY VECTOR AUTOREGRESSION 0 0 1 197 0 0 6 693
Errata 0 0 0 5 0 0 0 22
Estimation and testing in a regression model with spherically symmetric errors 0 0 1 9 0 0 2 49
Estimation of a linear regression model with stationary ARMA(p, q) errors 0 0 4 140 1 1 6 369
GARCH Model Estimation Using Estimated Quadratic Variation 0 0 1 3 1 1 3 25
KERNEL ESTIMATION WHEN DENSITY MAY NOT EXIST 0 0 0 33 0 0 0 86
KERNEL ESTIMATION WHEN DENSITY MAY NOT EXIST: A CORRIGENDUM 1 1 2 3 1 1 3 12
MEASUREMENT ERROR AND DECONVOLUTION IN SPACES OF GENERALIZED FUNCTIONS 0 0 0 6 0 0 4 31
Non- and semi-parametric estimation in models with unknown smoothness 0 0 0 13 0 0 0 58
ON INTERCEPT ESTIMATION IN THE SAMPLE SELECTION MODEL 0 0 0 7 1 1 2 25
On existence of moment of mean reversion estimator in linear diffusion models 0 0 0 12 1 1 2 55
On the Robustness of LM, LR, and W Tests in Regression Models 0 1 4 41 0 1 6 158
On the distributions of Augmented Dickey-Fuller statistics in processes with moving average components 0 0 1 64 0 0 2 259
On the periodicity of solutions to dynamic problems of costly price adjustment under inflation 0 0 0 0 0 0 0 32
Presidential Address: Mathematics in economics and econometrics 0 0 1 32 0 0 2 93
Properties and estimation of asymmetric exponential power distribution 0 0 6 206 1 2 22 699
Smoothness adaptive average derivative estimation 0 0 0 19 0 1 6 124
Some Exact Formulae for Autoregressive Moving Average Processes 0 1 1 19 0 1 1 36
The GLS Transformation Matrix and a Semi-recursive Estimator for the Linear Regression Model with ARMA Errors 0 1 2 18 0 1 2 49
The consequences of misspecification in time series processes 0 0 0 22 0 1 2 71
Transforming the error-components model for estimation with general ARMA disturbances 0 0 0 34 0 0 2 107
UK Econometric Study Group annual meeting (in Russian) 0 0 0 4 0 0 0 52
Évaluation de critères d’information pour les modèles de séries chronologiques 0 0 0 1 0 0 0 28
Total Journal Articles 11 30 129 1,914 30 76 329 5,365


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 2 0 2 9 16
Limit Theory and Inference About Conditional Distributions 0 0 0 1 0 0 0 2
Smoothness: Bias and Efficiency of Nonparametric Kernel Estimators 0 2 3 3 0 2 6 8
Total Chapters 0 2 3 6 0 4 15 26


Statistics updated 2019-10-05