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Information about:
Victoria Zinde-Walsh

Personal Details | Affiliation | Works
This is information that was supplied by Victoria Zinde-Walsh in registering through RePEc. If you are Victoria Zinde-Walsh , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Victoria
Middle Name:
Last Name: Zinde-Walsh
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RePEc Short-ID: pzi30

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Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Victoria Zinde-Walsh & Dongming Zhu, 2007. "Properties And Estimation Of Asymmetric Exponential Power Distribution," Departmental Working Papers 2007-11, McGill University, Department of Economics. [Downloadable!]
    Published as:

  2. Victoria Zinde-Walsh & Marcia M.A. Schafgans, 2007. "Robust Average Derivative Estimation," Departmental Working Papers 2007-12, McGill University, Department of Economics. [Downloadable!]

  3. Serguei Zernov & Victoria Zindle-Walsh & John Galbraith, 2006. "Asymptotics For Estimation Of Truncated Infinite-Dimensional Quantile Regressions," Departmental Working Papers 2006-16, McGill University, Department of Economics. [Downloadable!]

  4. Yulia Kotlyarova & Victoria Zinde-Walsh, 2006. "Robust Kernel Estimator For Densities Of Unknown," Departmental Working Papers 2005-05, McGill University, Department of Economics. [Downloadable!]

  5. John Galbraith & Victoria Zinde-Walsh, 2006. "Reduced-Dimension Control Regression," Departmental Working Papers 2006-17, McGill University, Department of Economics. [Downloadable!]

  6. Yulia Kotlyarova & Victoria Zinde-Walsh, 2006. "Non And Semi-Parametric Estimation In Models With Unknown Smoothness," Departmental Working Papers 2006-15, McGill University, Department of Economics. [Downloadable!]
    Published as:

  7. Victoria Zinde-Walsh & Peter C.B. Phillips, 2003. "Fractional Brownian Motion as a Differentiable Generalized Gaussian Process," Cowles Foundation Discussion Papers 1391, Cowles Foundation, Yale University. [Downloadable!]

  8. John Galbraith & Victoria Zinde-Walsh, 2001. "Autoregression-Based Estimators for ARFIMA Models," CIRANO Working Papers 2001s-11, CIRANO. [Downloadable!]

  9. John Galbraith & Serguei Zernov & Victoria Zinde-Walsh, 2001. "Conditional Quantiles of Volatility in Equity Index and Foreign Exchange Data," CIRANO Working Papers 2001s-61, CIRANO. [Downloadable!]

  10. John W. Galbraith & Victoria Zinde-Walsh, 2000. "Properties of Estimates of Daily GARCH Parameters Based on Intra-Day Observations," Econometric Society World Congress 2000 Contributed Papers 1800, Econometric Society. [Downloadable!]
    Other versions:

  11. Marcia M Schafgans & Victoria Zinde-Walsh, 2000. "On Intercept Estimation in the Sample Selection Model," STICERD - Econometrics Paper Series /2000/380, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
    Published as:

  12. John W. Galbraith & Victoria Zinde-Walsh & Aman Ullah, 1999. "Var_based Estimation Of The Vector Moving Average Model And Links Between Wholesale And Retail Inventories," Departmental Working Papers 1999-03, McGill University, Department of Economics.

Articles

  1. Zhu, Dongming & Zinde-Walsh, Victoria, 2009. "Properties and estimation of asymmetric exponential power distribution," Journal of Econometrics, Elsevier, vol. 148(1), pages 86-99, January. [Downloadable!] (restricted)
    Other versions:

  2. Zernov, Serguei & Zinde-Walsh, Victoria & Galbraith, John W., 2009. "Asymptotics for estimation of quantile regressions with truncated infinite-dimensional processes," Journal of Multivariate Analysis, Elsevier, vol. 100(3), pages 497-508, March. [Downloadable!] (restricted)

  3. Zinde-Walsh, Victoria, 2008. "Kernel Estimation When Density May Not Exist," Econometric Theory, Cambridge University Press, vol. 24(03), pages 696-725, June. [Downloadable!]

  4. Victoria Zinde-Walsh, 2008. "Consequences of lack of smoothness in nonparametric estimation (in Russian)," Quantile, Quantile, issue 4, pages 57-69, March. [Downloadable!]

  5. Victoria Zinde-Walsh, 2007. "Canadian Econometric Study Group annual meeting (in Russian)," Quantile, Quantile, issue 2, pages 95-97, March. [Downloadable!]

  6. Victoria Zinde-Walsh, 2006. "UK Econometric Study Group annual meeting (in Russian)," Quantile, Quantile, issue 1, pages 63-65, September. [Downloadable!]

  7. Kotlyarova, Yulia & Zinde-Walsh, Victoria, 2006. "Non- and semi-parametric estimation in models with unknown smoothness," Economics Letters, Elsevier, vol. 93(3), pages 379-386, December. [Downloadable!] (restricted)
    Other versions:

  8. Schafgans, Marcia M.A. & Zinde-Walsh, Victoria, 2002. "On Intercept Estimation In The Sample Selection Model," Econometric Theory, Cambridge University Press, vol. 18(01), pages 40-50, February. [Downloadable!]
    Other versions:

  9. John Galbraith & Aman Ullah & Victoria Zinde-Walsh, 2002. "Estimation Of The Vector Moving Average Model By Vector Autoregression," Econometric Reviews, Taylor and Francis Journals, vol. 21(2), pages 205-219. [Downloadable!] (restricted)

  10. Zinde-Walsh, Victoria, 2002. "Asymptotic Theory For Some High Breakdown Point Estimators," Econometric Theory, Cambridge University Press, vol. 18(05), pages 1172-1196, October. [Downloadable!]

  11. Galbraith, JohnW. & Zinde-Walsh, Victoria, 1999. "On the distributions of Augmented Dickey-Fuller statistics in processes with moving average components," Journal of Econometrics, Elsevier, vol. 93(1), pages 25-47, November. [Downloadable!] (restricted)

  12. Zinde-Walsh, Victoria, 1995. "ESTIMATION AND INFERENCE IN ECONOMETRICS Russell Davidson and James G. MacKinnon Oxford University Press, 1993," Econometric Theory, Cambridge University Press, vol. 11(03), pages 631-635, June. [Downloadable!]

  13. Galbraith, John W. & Zinde-Walsh, Victoria, 1995. "Transforming the error-components model for estimation with general ARMA disturbances," Journal of Econometrics, Elsevier, vol. 66(1-2), pages 349-355. [Downloadable!] (restricted)

  14. Zinde-Walsh, Victoria & Galbraith, John W., 1991. "Estimation of a linear regression model with stationary ARMA(p, q) errors," Journal of Econometrics, Elsevier, vol. 47(2-3), pages 333-357, February. [Downloadable!] (restricted)

  15. Zinde-Walsh, Victoria, 1990. "The consequences of misspecification in time series processes," Economics Letters, Elsevier, vol. 32(3), pages 237-241, March. [Downloadable!] (restricted)

  16. Zinde-Walsh, Victoria, 1990. "Errata," Econometric Theory, Cambridge University Press, vol. 6(02), pages 293-293, June. [Downloadable!]

  17. Zinde-Walsh, Victoria, 1987. "On the periodicity of solutions to dynamic problems of costly price adjustment under inflation," Economics Letters, Elsevier, vol. 23(4), pages 365-369. [Downloadable!] (restricted)

  18. Ullah, Aman & Zinde-Walsh, Victoria, 1985. "Estimation and testing in a regression model with spherically symmetric errors," Economics Letters, Elsevier, vol. 17(1-2), pages 127-132. [Downloadable!] (restricted)

  19. Ullah, Aman & Zinde-Walsh, Victoria, 1984. "On the Robustness of LM, LR, and W Tests in Regression Models," Econometrica, Econometric Society, vol. 52(4), pages 1055-66, July. [Downloadable!] (restricted)

NEP Fields

6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (6) 2003-02-10 2006-09-23 2006-09-23 2006-09-23 2006-09-23 2008-01-26 Author is listed
  2. NEP-ETS: Econometric Time Series (1) 2003-02-03
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This page was last updated on 2009-11-14.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.