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

6

i10 index

189

Citations

RESEARCH PRODUCTION:

29

Articles

27

Papers

3

Chapters

RESEARCH ACTIVITY:

   34 years (1983 - 2017). See details.
   Cites by year: 5
   Journals where Victoria Zinde-Walsh has often published
   Relations with other researchers
   Recent citing documents: 28.    Total self citations: 16 (7.8 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pzi30
   Updated: 2019-11-16    RAS profile: 2019-06-30    
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Relations with other researchers


Works with:

Davidson, Russell (2)

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

Is cited by:

Chen, Xiaohong (11)

LINTON, OLIVER (10)

Jacho-Chávez, David (8)

Harvey, Andrew (7)

Francq, Christian (6)

Galbraith, John (5)

Anatolyev, Stanislav (5)

Meddahi, Nour (5)

D'Haultfoeuille, Xavier (5)

Cizek, Pavel (5)

Richard, Patrick (4)

Cites to:

Phillips, Peter (12)

Lütkepohl, Helmut (8)

Bollerslev, Tim (6)

Galbraith, John (5)

Saikkonen, Pentti (4)

Diebold, Francis (4)

Horowitz, Joel (3)

Mittnik, Stefan (3)

Newey, Whitney (3)

Ng, Serena (3)

Andersen, Torben (3)

Main data


Where Victoria Zinde-Walsh has published?


Journals with more than one article published# docs
Econometric Theory9
Economics Letters5
Journal of Econometrics4
Quantile3
Econometric Reviews2
Canadian Journal of Economics2

Recent works citing Victoria Zinde-Walsh (2018 and 2017)


YearTitle of citing document
2019Unified Bayesian Conditional Autoregressive Risk Measures using the Skew Exponential Power Distribution. (2019). Petrella, Lea ; Bernardi, Mauro ; Bottone, Marco. In: Papers. RePEc:arx:papers:1902.03982.

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2019Virtual Historical Simulation for estimating the conditional VaR of large portfolios. (2019). Francq, Christian ; Zakoian, Jean-Michel. In: Papers. RePEc:arx:papers:1909.04661.

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2017Volatility Modeling with a Generalized t Distribution. (2017). Rao, Tata Subba ; Lange, Rutger-Jan ; Harvey, Andrew ; Wilson, Granville Tunnicliffe. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:2:p:175-190.

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2019Semiparametric Nonlinear Panel Data Models with Measurement Error. (2019). LINTON, OLIVER ; Shiu, J-L., . In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1906.

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2017Testing Distributional Assumptions Using a Continuum of Moments. (2017). Sentana, Enrique ; Amengual, Dante ; Carrasco, Marine. In: Working Papers. RePEc:cmf:wpaper:wp2017_1709.

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2017Testing Distributional Assumptions Using a Continuum of Moments. (2017). Sentana, Enrique ; Carrasco, Marine ; Amengual, Dante . In: Working Papers. RePEc:cmf:wpaper:wp2018_1709.

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2018IDENTIFICATION OF JOINT DISTRIBUTIONS IN DEPENDENT FACTOR MODELS. (2018). Ben-Moshe, Dan. In: Econometric Theory. RePEc:cup:etheor:v:34:y:2018:i:01:p:134-165_00.

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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.

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2018Bayesian quantile regression using the skew exponential power distribution. (2018). Bernardi, Mauro ; Petrella, Lea ; Bottone, Marco. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:126:y:2018:i:c:p:92-111.

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2018A generalized CAPM model with asymmetric power distributed errors with an application to portfolio construction. (2018). Bao, Te ; Li, Hao ; Diks, Cees. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:611-621.

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2018Accounting for non-response bias using participation incentives and survey design: An application using gift vouchers. (2018). McGovern, Mark ; Barnighausen, Till ; Canning, David. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:239-244.

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2019Asymmetric competition, risk, and return distribution. (2019). Oh, Ilfan ; Mundt, Philipp. In: Economics Letters. RePEc:eee:ecolet:v:179:y:2019:i:c:p:29-32.

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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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2017Identification of additive and polynomial models of mismeasured regressors without instruments. (2017). Lewbel, Arthur ; D'Haultfoeuille, Xavier ; Ben-Moshe, Dan ; Dhaultfuille, Xavier . In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:2:p:207-222.

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2018Extremal quantile regressions for selection models and the black–white wage gap. (2018). Maurel, Arnaud ; D'Haultfoeuille, Xavier ; Zhang, Yichong ; Dhaultfuille, Xavier . In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:1:p:129-142.

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2019Closed-form results for vector moving average models with a univariate estimation approach. (2019). Sbrana, Giacomo ; Poloni, Federico. In: Econometrics and Statistics. RePEc:eee:ecosta:v:10:y:2019:i:c:p:27-52.

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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.

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2018Long-run wavelet-based correlation for financial time series. (2018). cotter, john ; Genay, Ramazan ; Conlon, Thomas. In: European Journal of Operational Research. RePEc:eee:ejores:v:271:y:2018:i:2:p:676-696.

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2019Good and bad volatility spillovers: An asymmetric connectedness. (2019). Bensaida, Ahmed. In: Journal of Financial Markets. RePEc:eee:finmar:v:43:y:2019:i:c:p:78-95.

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2018General Quantile Time Series Regressions for Applications in Population Demographics. (2018). Peters, Gareth W. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:97-:d:169588.

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2018Semiparametric nonlinear panel data models with measurement error. (2018). LINTON, OLIVER ; Shiu, Ji-Liang. In: CeMMAP working papers. RePEc:ifs:cemmap:09/18.

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2019Tests for Detecting Probability Mass Points. (2019). Jun, Byung-hill ; Song, Hosin. In: Korean Economic Review. RePEc:kea:keappr:ker-20190101-35-1-08.

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2017Technological Progress, the Supply of Hours worked, and the Consumption–Leisure Complementarity Technological Progress, the Supply of Hours worked, and the Consumption–Leisure Complementarity . (2017). Irmen, Andreas. In: CREA Discussion Paper Series. RePEc:luc:wpaper:17-23.

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2019Virtual Historical Simulation for estimating the conditional VaR of large portfolios. (2019). Francq, Christian ; Zakoian, Jean-Michel. In: MPRA Paper. RePEc:pra:mprapa:95965.

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2018Accounting for Non-Response Bias using Participation Incentives and Survey Design. (2018). McGovern, Mark ; canning, david ; Barnighausen, Till. In: CHaRMS Working Papers. RePEc:qub:charms:1802.

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2019NORTA for portfolio credit risk. (2019). Tran, Quang Khoi ; Channouf, Nabil ; Ben-Ameur, Hatem ; Ayadi, Mohamed A. In: Annals of Operations Research. RePEc:spr:annopr:v:281:y:2019:i:1:d:10.1007_s10479-018-2829-8.

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2018Visualizing Type II Error in Normality Tests. (2018). Sanchez-Espigares, Jose A ; Marco-Almagro, Lluis ; Grima, Pere . In: The American Statistician. RePEc:taf:amstat:v:72:y:2018:i:2:p:158-162.

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2017Reduced forms and weak instrumentation. (2017). Phillips, Peter ; PEter, . In: Econometric Reviews. RePEc:taf:emetrv:v:36:y:2017:i:6-9:p:818-839.

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Works by Victoria Zinde-Walsh:


YearTitleTypeCited
2000On Intercept Estimation in the Sample Selection Model In: STICERD - Econometrics Paper Series.
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paper15
2002ON INTERCEPT ESTIMATION IN THE SAMPLE SELECTION MODEL.(2002) In: Econometric Theory.
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This paper has another version. Agregated cites: 15
article
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: 15
paper
2011Adapting Kernel Estimation to Uncertain Smoothness In: STICERD - Econometrics Paper Series.
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paper0
2011Adapting Kernel Estimation to Uncertain Smoothness.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
2011Adapting kernel estimation to uncertain smoothness.(2011) In: LSE Research Online Documents on Economics.
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This paper has another version. Agregated cites: 0
paper
2001Autoregression-Based Estimators for ARFIMA Models In: CIRANO Working Papers.
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paper1
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
2017Advances in specification testing In: Canadian Journal of Economics.
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article0
2017Advances in specification testing.(2017) In: Post-Print.
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paper
1995ESTIMATION AND INFERENCE IN ECONOMETRICS Russell Davidson and James G. MacKinnon Oxford University Press, 1993 In: Econometric Theory.
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article25
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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article1
2014MEASUREMENT ERROR AND DECONVOLUTION IN SPACES OF GENERALIZED FUNCTIONS In: Econometric Theory.
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article6
2017KERNEL ESTIMATION WHEN DENSITY MAY NOT EXIST: A CORRIGENDUM 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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article8
1983On the Robustness of LM, LR and W Tests in Regression Models.(1983) In: UWO Department of Economics Working Papers.
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paper
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
1984Estimation and Testing in a Regression Model with Spherically Symmetric Errors.(1984) In: UWO Department of Economics Working Papers.
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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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article35
2007PROPERTIES AND ESTIMATION OF ASYMMETRIC EXPONENTIAL POWER DISTRIBUTION.(2007) In: Departmental Working Papers.
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2007Properties and Estimation of Asymmetric Exponential Power Distribution.(2007) In: Cahiers de recherche.
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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
2014Limit Theory and Inference About Conditional Distributions In: Advances in Econometrics.
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chapter2
2016A Selective Review of Aman Ullah’s Contributions to Econometrics In: Advances in Econometrics.
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chapter0
2016Smoothness: Bias and Efficiency of Nonparametric Kernel Estimators In: Advances in Econometrics.
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chapter0
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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paper4
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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paper4
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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2009ERRORS-IN-VARIABLES MODELS: A GENERALIZED FUNCTIONS APPROACH In: Departmental Working Papers.
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2007Errors-in-Variables Models : A Generalized Functions Approach.(2007) In: Cahiers de recherche.
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2005Kernel Estimation when Density Does Not Exist In: Cahiers de recherche.
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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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article11
2015GARCH Model Estimation Using Estimated Quadratic Variation In: Econometric Reviews.
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article1

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