Victoria Zinde-Walsh : Citation Profile


Are you Victoria Zinde-Walsh?

McGill University (90% share)
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) (10% 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.
   Cites by year: 9
   Journals where Victoria Zinde-Walsh has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 17 (4.97 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pzi30
   Updated: 2024-01-16    RAS profile: 2019-06-30    
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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:

Chen, Xiaohong (11)

Cizek, Pavel (10)

LINTON, OLIVER (10)

Jacho-Chávez, David (9)

Kotlyarova, Yulia (7)

Harvey, Andrew (7)

Francq, Christian (7)

Galbraith, John (6)

Anatolyev, Stanislav (6)

Hernandez, Manuel (5)

Ibarra, Raul (5)

Cites to:

Phillips, Peter (13)

Lütkepohl, Helmut (9)

Bollerslev, Tim (6)

Kotlyarova, Yulia (6)

Powell, James (5)

Galbraith, John (5)

Saikkonen, Pentti (5)

Diebold, Francis (4)

Horowitz, Joel (3)

Poskitt, Donald (3)

Mittnik, Stefan (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
Canadian Journal of Economics2
Econometric Reviews2

Recent works citing Victoria Zinde-Walsh (2024 and 2023)


YearTitle of citing document
2023On semiparametric estimation of the intercept of the sample selection model: a kernel approach. (2023). Pan, Zhewen. In: Papers. RePEc:arx:papers:2302.05089.

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2023Testing 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.

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2023Time-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.

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2023.

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2023.

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2023.

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2023All-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.

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2023A 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.

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2023Homogeneity 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.

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2023.

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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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paper18
2002ON INTERCEPT ESTIMATION IN THE SAMPLE SELECTION MODEL.(2002) In: Econometric Theory.
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This paper has nother version. Agregated cites: 18
article
2000On intercept estimation in the sample selection model.(2000) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 18
paper
2011Adapting Kernel Estimation to Uncertain Smoothness In: STICERD - Econometrics Paper Series.
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paper1
2011Adapting Kernel Estimation to Uncertain Smoothness.(2011) In: Working Papers.
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This paper has nother version. Agregated cites: 1
paper
2011Adapting kernel estimation to uncertain smoothness.(2011) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 1
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 nother 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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paper1
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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This paper has nother version. Agregated cites: 0
paper
1995ESTIMATION AND INFERENCE IN ECONOMETRICSRussell Davidson and James G. MacKinnon Oxford University Press, 1993 In: Econometric Theory.
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article48
2002ASYMPTOTIC THEORY FOR SOME HIGH BREAKDOWN POINT ESTIMATORS In: Econometric Theory.
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article20
2008KERNEL ESTIMATION WHEN DENSITY MAY NOT EXIST In: Econometric Theory.
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article5
2014MEASUREMENT ERROR AND DECONVOLUTION IN SPACES OF GENERALIZED FUNCTIONS In: Econometric Theory.
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article8
2017KERNEL ESTIMATION WHEN DENSITY MAY NOT EXIST: A CORRIGENDUM In: Econometric Theory.
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article3
1988Some Exact Formulae for Autoregressive Moving Average Processes In: Econometric Theory.
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article9
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
2010Smoothness adaptive average derivative estimation In: Econometrics Journal.
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article5
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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article1
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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article15
2006NON AND SEMI-PARAMETRIC ESTIMATION IN MODELS WITH UNKNOWN SMOOTHNESS.(2006) In: Departmental Working Papers.
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This paper has nother version. Agregated cites: 15
paper
2009Properties and estimation of asymmetric exponential power distribution In: Journal of Econometrics.
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article55
2007PROPERTIES AND ESTIMATION OF ASYMMETRIC EXPONENTIAL POWER DISTRIBUTION.(2007) In: Departmental Working Papers.
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This paper has nother version. Agregated cites: 55
paper
2007Properties and Estimation of Asymmetric Exponential Power Distribution.(2007) In: Cahiers de recherche.
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This paper has nother version. Agregated cites: 55
paper
1991Estimation of a linear regression model with stationary ARMA(p, q) errors In: Journal of Econometrics.
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article6
1995Transforming the error-components model for estimation with general ARMA disturbances In: Journal of Econometrics.
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article8
1999On the distributions of Augmented Dickey-Fuller statistics in processes with moving average components In: Journal of Econometrics.
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article12
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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chapter5
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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chapter1
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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paper5
2007ROBUST AVERAGE DERIVATIVE ESTIMATION In: Departmental Working Papers.
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paper4
2007Robust Average Derivative Estimation.(2007) In: Cahiers de recherche.
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This paper has nother version. Agregated cites: 4
paper
2009ERRORS-IN-VARIABLES MODELS: A GENERALIZED FUNCTIONS APPROACH In: Departmental Working Papers.
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paper3
2007Errors-in-Variables Models : A Generalized Functions Approach.(2007) In: Cahiers de recherche.
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This paper has nother version. Agregated cites: 3
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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article13
2015GARCH Model Estimation Using Estimated Quadratic Variation In: Econometric Reviews.
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article1
1983The Buffer Stock Notion in Monetary Economics In: University of Western Ontario, Departmental Research Report Series.
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paper48
1984Tariff Policy and Equilibrium Growth in the World Economy In: University of Western Ontario, Departmental Research Report Series.
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paper0

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