Advanced Search
MyIDEAS: Login

Victoria Zinde-Walsh

Contents:

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 the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Victoria
Middle Name:
Last Name: Zinde-Walsh
Suffix:

RePEc Short-ID: pzi30

Email: [This author has chosen not to make the email address public]
Homepage:
Postal Address:
Phone:

Affiliation

(90%) Department of Economics
McGill University
Location: Montréal, Canada
Homepage: http://www.mcgill.ca/economics/
Email:
Phone: (514) 398-3030
Fax: (514) 398-4938
Postal: 855 Sherbrooke St. W., Montréal, Québec, H3A 2T7
Handle: RePEc:edi:demcgca (more details at EDIRC)
(10%) Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
Location: Montréal, Canada
Homepage: http://www.cireqmontreal.com/
Email:
Phone: (514) 343-6557
Fax: (514) 343-7221
Postal: C.P. 6128, Succ. centre-ville, Montréal (PQ) H3C 3J7
Handle: RePEc:edi:cdmtlca (more details at EDIRC)

Lists

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. Victoria Zinde-Walsh in Wikipedia (German)

Works

as in new window

Working papers

  1. John Galbraith & Victoria Zinde-Walsh, 2011. "Partially Dimension-Reduced Regressions with Potentially Infinite-Dimensional Processes," CIRANO Working Papers 2011s-57, CIRANO.
  2. Victoria Zinde-Walsh & John Galbraith, 2011. "A test of singularity for distribution functions," CIRANO Working Papers 2011s-06, CIRANO.
  3. Yulia Kotlyarova & Marcia M Schafgans & Victoria Zinde-Walsh, 2011. "Adapting Kernel Estimation to Uncertain Smoothness," STICERD - Econometrics Paper Series /2011/557, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  4. Victoria Zinde-Walsh, 2009. "Errors-In-Variables Models: A Generalized Functions Approach," Departmental Working Papers 2009-09, McGill University, Department of Economics.
  5. Victoria Zinde-Walsh & Marcia M.A. Schafgans, 2007. "Robust Average Derivative Estimation," Departmental Working Papers 2007-12, McGill University, Department of Economics.
  6. Victoria Zinde-Walsh & Dongming Zhu, 2007. "Properties And Estimation Of Asymmetric Exponential Power Distribution," Departmental Working Papers 2007-11, McGill University, Department of Economics.
  7. 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.
  8. John Galbraith & Victoria Zinde-Walsh, 2006. "Reduced-Dimension Control Regression," Departmental Working Papers 2006-17, McGill University, Department of Economics.
  9. Yulia Kotlyarova & Victoria Zinde-Walsh, 2006. "Robust Kernel Estimator For Densities Of Unknown," Departmental Working Papers 2005-05, McGill University, Department of Economics.
  10. 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.
  11. ZINDE-WALSH, Victoria, 2005. "Kernel Estimation when Density Does Not Exist," Cahiers de recherche 09-2005, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  12. Victoria Zinde-Walsh & Peter C.B. Phillips, 2003. "Fractional Brownian Motion as a Differentiable Generalized Gaussian Process," Cowles Foundation Discussion Papers 1391, Cowles Foundation for Research in Economics, Yale University.
  13. 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.
  14. John Galbraith & Victoria Zinde-Walsh, 2001. "Autoregression-Based Estimators for ARFIMA Models," CIRANO Working Papers 2001s-11, CIRANO.
  15. 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.
  16. 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.
  17. 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. Bao, Yong & Ullah, Aman & Zinde-Walsh, Victoria, 2013. "On existence of moment of mean reversion estimator in linear diffusion models," Economics Letters, Elsevier, vol. 120(2), pages 146-148.
  2. Victoria Zinde-Walsh, 2011. "Presidential Address: Mathematics in economics and econometrics," Canadian Journal of Economics, Canadian Economics Association, vol. 44(4), pages 1052-1068, November.
  3. Marcia M. A. Schafgans & Victoria Zinde-Walsh, 2010. "Smoothness adaptive average derivative estimation," Econometrics Journal, Royal Economic Society, vol. 13(1), pages 40-62, 02.
  4. 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.
  5. 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.
  6. Zinde-Walsh, Victoria, 2008. "Kernel Estimation When Density May Not Exist," Econometric Theory, Cambridge University Press, vol. 24(03), pages 696-725, June.
  7. Victoria Zinde-Walsh, 2008. "Consequences of lack of smoothness in nonparametric estimation (in Russian)," Quantile, Quantile, issue 4, pages 57-69, March.
  8. Victoria Zinde-Walsh, 2007. "Canadian Econometric Study Group annual meeting (in Russian)," Quantile, Quantile, issue 2, pages 95-97, March.
  9. 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.
  10. Victoria Zinde-Walsh, 2006. "UK Econometric Study Group annual meeting (in Russian)," Quantile, Quantile, issue 1, pages 63-65, September.
  11. Galbraith, John W. & Zinde-Walsh, Victoria, 2004. "Évaluation de critères d’information pour les modèles de séries chronologiques," L'Actualité Economique, Société Canadienne de Science Economique, vol. 80(2), pages 207-227, Juin-Sept.
  12. John Galbraith & Aman Ullah & Victoria Zinde-Walsh, 2002. "Estimation Of The Vector Moving Average Model By Vector Autoregression," Econometric Reviews, Taylor & Francis Journals, vol. 21(2), pages 205-219.
  13. Zinde-Walsh, Victoria, 2002. "Asymptotic Theory For Some High Breakdown Point Estimators," Econometric Theory, Cambridge University Press, vol. 18(05), pages 1172-1196, October.
  14. 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.
  15. 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.
  16. 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.
  17. 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.
  18. Galbraith, John W. & Zinde-Walsh, Victoria, 1992. "The GLS Transformation Matrix and a Semi-recursive Estimator for the Linear Regression Model with ARMA Errors," Econometric Theory, Cambridge University Press, vol. 8(01), pages 95-111, March.
  19. 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.
  20. Zinde-Walsh, Victoria, 1990. "Errata," Econometric Theory, Cambridge University Press, vol. 6(02), pages 293-293, June.
  21. Zinde-Walsh, Victoria, 1990. "The consequences of misspecification in time series processes," Economics Letters, Elsevier, vol. 32(3), pages 237-241, March.
  22. Zinde-Walsh, Victoria, 1988. "Some Exact Formulae for Autoregressive Moving Average Processes," Econometric Theory, Cambridge University Press, vol. 4(03), pages 384-402, December.
  23. 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.
  24. 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.
  25. 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.

NEP Fields

9 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (8) 2003-02-10 2006-09-23 2006-09-23 2006-09-23 2006-09-23 2008-01-26 2009-11-27 2011-02-12. Author is listed
  2. NEP-ETS: Econometric Time Series (1) 2003-02-03

Statistics

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Victoria Zinde-Walsh should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.