Victoria Zinde-Walsh : Citation Profile


Are you Victoria Zinde-Walsh?

McGill University (90% share)
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) (10% share)

8

H index

4

i10 index

129

Citations

RESEARCH PRODUCTION:

25

Articles

21

Papers

RESEARCH ACTIVITY:

   29 years (1984 - 2013). See details.
   Cites by year: 4
   Journals where Victoria Zinde-Walsh has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 14 (9.79 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pzi30
   Updated: 2017-11-18    RAS profile: 2014-05-19    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Victoria Zinde-Walsh.

Is cited by:

LINTON, OLIVER (8)

Jacho-Chávez, David (8)

Cizek, Pavel (5)

Harvey, Andrew (5)

Meddahi, Nour (5)

Francq, Christian (4)

Ibarra, Raul (4)

Galbraith, John (4)

Baltagi, Badi (4)

Trupkin, Danilo (4)

Richard, Patrick (4)

Cites to:

Phillips, Peter (12)

Lütkepohl, Helmut (8)

Bollerslev, Tim (6)

Galbraith, John (5)

Diebold, Francis (4)

Saikkonen, Pentti (4)

Ng, Serena (3)

Poskitt, Donald (3)

Newey, Whitney (3)

Andersen, Torben (3)

Mittnik, Stefan (3)

Main data


Where Victoria Zinde-Walsh has published?


Journals with more than one article published# docs
Econometric Theory7
Economics Letters5
Journal of Econometrics4
Quantile3

Recent works citing Victoria Zinde-Walsh (2017 and 2016)


YearTitle of citing document
2016HEGY test under seasonal heterogeneity. (2016). Politis, Dimitris . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt2q4054kf.

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2017Rural Households’ Credit Access and Loan Amount in Wa Municipality, Ghana. (2017). Sekyi, Samuel . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-01-64.

Full description at Econpapers || Download paper

2017Tests for conditional ellipticity in multivariate GARCH models. (2017). Francq, Christian ; Meintanis, S G ; Jimenez-Gamero, M D. In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:2:p:305-319.

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2017Who creates jobs? Econometric modeling and evidence for Austrian firm level data. (2017). Pfaffermayr, Michael ; Oberhofer, Harald ; Huber, Peter. In: European Economic Review. RePEc:eee:eecrev:v:91:y:2017:i:c:p:57-71.

Full description at Econpapers || Download paper

2016Recovering the counterfactual wage distribution with selective return migration. (2016). Biavaschi, Costanza. In: Labour Economics. RePEc:eee:labeco:v:38:y:2016:i:c:p:59-80.

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2016Testing Symmetry of Unknown Densities via Smoothing with the Generalized Gamma Kernels. (2016). Hirukawa, Masayuki ; Sakudo, Mari . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:2:p:28-:d:72225.

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2016Skew exponential power stochastic volatility model for analysis of skewness, non-normal tails, quantiles and expectiles. (2016). Kobayashi, Genya . In: Computational Statistics. RePEc:spr:compst:v:31:y:2016:i:1:d:10.1007_s00180-015-0596-4.

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2016Illuminating ARIMA model-based seasonal adjustment with three fundamental seasonal models. (2016). Findley, David F ; Lytras, Demetra P ; Maravall, Agustin . In: SERIEs: Journal of the Spanish Economic Association. RePEc:spr:series:v:7:y:2016:i:1:d:10.1007_s13209-016-0139-4.

Full description at Econpapers || Download paper

Works by Victoria Zinde-Walsh:


YearTitleTypeCited
2001Autoregression-Based Estimators for ARFIMA Models In: CIRANO Working Papers.
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paper0
2001Properties of Estimates of Daily GARCH Parameters Basaed on Intra-Day Observations In: CIRANO Working Papers.
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paper8
2000Properties of Estimates of Daily GARCH Parameters Based on Intra-Day Observations.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
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This paper has another version. Agregated cites: 8
paper
2001Conditional Quantiles of Volatility in Equity Index and Foreign Exchange Data In: CIRANO Working Papers.
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paper0
2011A test of singularity for distribution functions In: CIRANO Working Papers.
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paper0
2011Partially Dimension-Reduced Regressions with Potentially Infinite-Dimensional Processes In: CIRANO Working Papers.
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paper2
2011Presidential Address: Mathematics in economics and econometrics In: Canadian Journal of Economics.
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article0
1995ESTIMATION AND INFERENCE IN ECONOMETRICS Russell Davidson and James G. MacKinnon Oxford University Press, 1993 In: Econometric Theory.
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article0
2002ON INTERCEPT ESTIMATION IN THE SAMPLE SELECTION MODEL In: Econometric Theory.
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article10
2000On intercept estimation in the sample selection model.(2000) In: LSE Research Online Documents on Economics.
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This paper has another version. Agregated cites: 10
paper
2002ASYMPTOTIC THEORY FOR SOME HIGH BREAKDOWN POINT ESTIMATORS In: Econometric Theory.
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article15
2008KERNEL ESTIMATION WHEN DENSITY MAY NOT EXIST In: Econometric Theory.
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article0
1988Some Exact Formulae for Autoregressive Moving Average Processes In: Econometric Theory.
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article8
1990Errata In: Econometric Theory.
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article0
1992The GLS Transformation Matrix and a Semi-recursive Estimator for the Linear Regression Model with ARMA Errors In: Econometric Theory.
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article2
2003Fractional Brownian Motion as a Differentiable Generalized Gaussian Process In: Cowles Foundation Discussion Papers.
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paper0
1984On the Robustness of LM, LR, and W Tests in Regression Models. In: Econometrica.
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article7
2010Smoothness adaptive average derivative estimation In: Econometrics Journal.
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article3
2013On existence of moment of mean reversion estimator in linear diffusion models In: Economics Letters.
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article1
1985Estimation and testing in a regression model with spherically symmetric errors In: Economics Letters.
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article0
1987On the periodicity of solutions to dynamic problems of costly price adjustment under inflation In: Economics Letters.
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article0
1990The consequences of misspecification in time series processes In: Economics Letters.
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article1
2006Non- and semi-parametric estimation in models with unknown smoothness In: Economics Letters.
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article10
2006NON AND SEMI-PARAMETRIC ESTIMATION IN MODELS WITH UNKNOWN SMOOTHNESS.(2006) In: Departmental Working Papers.
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This paper has another version. Agregated cites: 10
paper
2009Properties and estimation of asymmetric exponential power distribution In: Journal of Econometrics.
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article21
2007PROPERTIES AND ESTIMATION OF ASYMMETRIC EXPONENTIAL POWER DISTRIBUTION.(2007) In: Departmental Working Papers.
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This paper has another version. Agregated cites: 21
paper
2007Properties and Estimation of Asymmetric Exponential Power Distribution.(2007) In: Cahiers de recherche.
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This paper has another version. Agregated cites: 21
paper
1991Estimation of a linear regression model with stationary ARMA(p, q) errors In: Journal of Econometrics.
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article4
1995Transforming the error-components model for estimation with general ARMA disturbances In: Journal of Econometrics.
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article5
1999On the distributions of Augmented Dickey-Fuller statistics in processes with moving average components In: Journal of Econometrics.
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article8
2009Asymptotics for estimation of quantile regressions with truncated infinite-dimensional processes In: Journal of Multivariate Analysis.
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article2
2011Adapting kernel estimation to uncertain smoothness In: LSE Research Online Documents on Economics.
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paper0
1999VAR_BASED ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL AND LINKS BETWEEN WHOLESALE AND RETAIL INVENTORIES In: Departmental Working Papers.
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paper0
2006ROBUST KERNEL ESTIMATOR FOR DENSITIES OF UNKNOWN In: Departmental Working Papers.
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paper5
2006ASYMPTOTICS FOR ESTIMATION OF TRUNCATED INFINITE-DIMENSIONAL QUANTILE REGRESSIONS In: Departmental Working Papers.
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paper0
2006REDUCED-DIMENSION CONTROL REGRESSION In: Departmental Working Papers.
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paper3
2007ROBUST AVERAGE DERIVATIVE ESTIMATION In: Departmental Working Papers.
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paper3
2007Robust Average Derivative Estimation.(2007) In: Cahiers de recherche.
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This paper has another version. Agregated cites: 3
paper
2009ERRORS-IN-VARIABLES MODELS: A GENERALIZED FUNCTIONS APPROACH In: Departmental Working Papers.
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paper2
2007Errors-in-Variables Models : A Generalized Functions Approach.(2007) In: Cahiers de recherche.
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This paper has another version. Agregated cites: 2
paper
2005Kernel Estimation when Density Does Not Exist In: Cahiers de recherche.
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paper1
2006UK Econometric Study Group annual meeting (in Russian) In: Quantile.
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article0
2007Canadian Econometric Study Group annual meeting (in Russian) In: Quantile.
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article0
2008Consequences of lack of smoothness in nonparametric estimation (in Russian) In: Quantile.
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article0
2004Évaluation de critères d’information pour les modèles de séries chronologiques In: L'Actualité Economique.
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article0
2002ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL BY VECTOR AUTOREGRESSION In: Econometric Reviews.
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article8

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