9
H index
8
i10 index
325
Citations
McGill University (90% share) | 9 H index 8 i10 index 325 Citations RESEARCH PRODUCTION: 29 Articles 27 Papers 3 Chapters RESEARCH ACTIVITY: 34 years (1983 - 2017). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pzi30 |
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: | Cites to: |
Journals with more than one article published | # docs |
---|---|
Econometric Theory | 9 |
Economics Letters | 5 |
Journal of Econometrics | 4 |
Quantile | 3 |
Canadian Journal of Economics | 2 |
Econometric Reviews | 2 |
Year | Title of citing document |
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2023 | On semiparametric estimation of the intercept of the sample selection model: a kernel approach. (2023). Pan, Zhewen. In: Papers. RePEc:arx:papers:2302.05089. Full description at Econpapers || Download paper |
2023 | Testing for integration and cointegration when time series are observed with noise. (2023). Pelagatti, Matteo ; Parisio, Lucia ; Maranzano, Paolo ; Gianfreda, Angelica. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001645. Full description at Econpapers || Download paper |
2023 | Time-varying unobserved heterogeneity in earnings shocks. (2023). Botosaru, Irene. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1378-1393. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | All-dielectric scale invariant waveguide. (2023). Dave, Utsav D ; Rodrigues, Janderson R ; Lipson, Michal ; Asenjo-Garcia, Ana ; Almeida, Vilson R ; Gutierrez-Jauregui, Ricardo ; Shim, Euijae ; Chaitanya, Shriddha ; Datta, Ipshita ; Ji, Xingchen ; Mohanty, Aseema. In: Nature Communications. RePEc:nat:natcom:v:14:y:2023:i:1:d:10.1038_s41467-023-42234-1. Full description at Econpapers || Download paper |
2023 | A Statistical Analysis of Chinese Stock Indices Returns From Approach of Parametric Distributions Fitting. (2023). Nadarajah, Saralees ; Si, Yuancheng. In: Annals of Data Science. RePEc:spr:aodasc:v:10:y:2023:i:1:d:10.1007_s40745-022-00421-9. Full description at Econpapers || Download paper |
2023 | Homogeneity tests for one-way models with dependent errors under correlated groups. (2023). Taniguchi, Masanobu ; Liu, Yan ; Arakaki, Koichi ; Goto, Yuichi. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:32:y:2023:i:1:d:10.1007_s11749-022-00828-9. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2000 | On Intercept Estimation in the Sample Selection Model In: STICERD - Econometrics Paper Series. [Full Text][Citation analysis] | paper | 18 |
2002 | ON INTERCEPT ESTIMATION IN THE SAMPLE SELECTION MODEL.(2002) In: Econometric Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
2000 | On intercept estimation in the sample selection model.(2000) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
2011 | Adapting Kernel Estimation to Uncertain Smoothness In: STICERD - Econometrics Paper Series. [Full Text][Citation analysis] | paper | 1 |
2011 | Adapting Kernel Estimation to Uncertain Smoothness.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2011 | Adapting kernel estimation to uncertain smoothness.(2011) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2001 | Autoregression-Based Estimators for ARFIMA Models In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 1 |
2001 | Properties of Estimates of Daily GARCH Parameters Basaed on Intra-Day Observations In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 8 |
2000 | Properties of Estimates of Daily GARCH Parameters Based on Intra-Day Observations.(2000) In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2001 | Conditional Quantiles of Volatility in Equity Index and Foreign Exchange Data In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 0 |
2011 | A test of singularity for distribution functions In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 1 |
2011 | Partially Dimension-Reduced Regressions with Potentially Infinite-Dimensional Processes In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 2 |
2011 | Presidential Address: Mathematics in economics and econometrics In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 0 |
2017 | Advances in specification testing In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 0 |
2017 | Advances in specification testing.(2017) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
1995 | ESTIMATION AND INFERENCE IN ECONOMETRICSRussell Davidson and James G. MacKinnon Oxford University Press, 1993 In: Econometric Theory. [Full Text][Citation analysis] | article | 48 |
2002 | ASYMPTOTIC THEORY FOR SOME HIGH BREAKDOWN POINT ESTIMATORS In: Econometric Theory. [Full Text][Citation analysis] | article | 20 |
2008 | KERNEL ESTIMATION WHEN DENSITY MAY NOT EXIST In: Econometric Theory. [Full Text][Citation analysis] | article | 5 |
2014 | MEASUREMENT ERROR AND DECONVOLUTION IN SPACES OF GENERALIZED FUNCTIONS In: Econometric Theory. [Full Text][Citation analysis] | article | 8 |
2017 | KERNEL ESTIMATION WHEN DENSITY MAY NOT EXIST: A CORRIGENDUM In: Econometric Theory. [Full Text][Citation analysis] | article | 3 |
1988 | Some Exact Formulae for Autoregressive Moving Average Processes In: Econometric Theory. [Full Text][Citation analysis] | article | 9 |
1990 | Errata In: Econometric Theory. [Full Text][Citation analysis] | article | 0 |
1992 | The GLS Transformation Matrix and a Semi-recursive Estimator for the Linear Regression Model with ARMA Errors In: Econometric Theory. [Full Text][Citation analysis] | article | 2 |
2003 | Fractional Brownian Motion as a Differentiable Generalized Gaussian Process In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
1984 | On the Robustness of LM, LR, and W Tests in Regression Models. In: Econometrica. [Full Text][Citation analysis] | article | 8 |
2010 | Smoothness adaptive average derivative estimation In: Econometrics Journal. [Full Text][Citation analysis] | article | 5 |
2013 | On existence of moment of mean reversion estimator in linear diffusion models In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
1985 | Estimation and testing in a regression model with spherically symmetric errors In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
1987 | On the periodicity of solutions to dynamic problems of costly price adjustment under inflation In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
1990 | The consequences of misspecification in time series processes In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
2006 | Non- and semi-parametric estimation in models with unknown smoothness In: Economics Letters. [Full Text][Citation analysis] | article | 15 |
2006 | NON AND SEMI-PARAMETRIC ESTIMATION IN MODELS WITH UNKNOWN SMOOTHNESS.(2006) In: Departmental Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2009 | Properties and estimation of asymmetric exponential power distribution In: Journal of Econometrics. [Full Text][Citation analysis] | article | 55 |
2007 | PROPERTIES AND ESTIMATION OF ASYMMETRIC EXPONENTIAL POWER DISTRIBUTION.(2007) In: Departmental Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 55 | paper | |
2007 | Properties and Estimation of Asymmetric Exponential Power Distribution.(2007) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 55 | paper | |
1991 | Estimation of a linear regression model with stationary ARMA(p, q) errors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 6 |
1995 | Transforming the error-components model for estimation with general ARMA disturbances In: Journal of Econometrics. [Full Text][Citation analysis] | article | 8 |
1999 | On the distributions of Augmented Dickey-Fuller statistics in processes with moving average components In: Journal of Econometrics. [Full Text][Citation analysis] | article | 12 |
2009 | Asymptotics for estimation of quantile regressions with truncated infinite-dimensional processes In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 2 |
2014 | Limit Theory and Inference About Conditional Distributions In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 5 |
2016 | A Selective Review of Aman Ullah’s Contributions to Econometrics In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 0 |
2016 | Smoothness: Bias and Efficiency of Nonparametric Kernel Estimators In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 1 |
1999 | VAR_BASED ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL AND LINKS BETWEEN WHOLESALE AND RETAIL INVENTORIES In: Departmental Working Papers. [Citation analysis] | paper | 0 |
2006 | ROBUST KERNEL ESTIMATOR FOR DENSITIES OF UNKNOWN In: Departmental Working Papers. [Full Text][Citation analysis] | paper | 4 |
2006 | ASYMPTOTICS FOR ESTIMATION OF TRUNCATED INFINITE-DIMENSIONAL QUANTILE REGRESSIONS In: Departmental Working Papers. [Full Text][Citation analysis] | paper | 0 |
2006 | REDUCED-DIMENSION CONTROL REGRESSION In: Departmental Working Papers. [Full Text][Citation analysis] | paper | 5 |
2007 | ROBUST AVERAGE DERIVATIVE ESTIMATION In: Departmental Working Papers. [Full Text][Citation analysis] | paper | 4 |
2007 | Robust Average Derivative Estimation.(2007) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2009 | ERRORS-IN-VARIABLES MODELS: A GENERALIZED FUNCTIONS APPROACH In: Departmental Working Papers. [Full Text][Citation analysis] | paper | 3 |
2007 | Errors-in-Variables Models : A Generalized Functions Approach.(2007) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2005 | Kernel Estimation when Density Does Not Exist In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 1 |
2006 | UK Econometric Study Group annual meeting (in Russian) In: Quantile. [Full Text][Citation analysis] | article | 0 |
2007 | Canadian Econometric Study Group annual meeting (in Russian) In: Quantile. [Full Text][Citation analysis] | article | 0 |
2008 | Consequences of lack of smoothness in nonparametric estimation (in Russian) In: Quantile. [Full Text][Citation analysis] | article | 0 |
2004 | Évaluation de critères d’information pour les modèles de séries chronologiques In: L'Actualité Economique. [Full Text][Citation analysis] | article | 0 |
2002 | ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL BY VECTOR AUTOREGRESSION In: Econometric Reviews. [Full Text][Citation analysis] | article | 13 |
2015 | GARCH Model Estimation Using Estimated Quadratic Variation In: Econometric Reviews. [Full Text][Citation analysis] | article | 1 |
1983 | The Buffer Stock Notion in Monetary Economics In: University of Western Ontario, Departmental Research Report Series. [Full Text][Citation analysis] | paper | 48 |
1984 | Tariff Policy and Equilibrium Growth in the World Economy In: University of Western Ontario, Departmental Research Report Series. [Full Text][Citation analysis] | paper | 0 |
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