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Victoria Zinde-Walsh

Institution: McGill University

Primary Field: Econometrics (weighted toward more recent publications)

First Publication: 1985

Most Recent: 2017

RePEc ID: pzi30 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 0.00 0.00 0.00 0.00 -
Last 10 Years 0.00 0.00 2.02 0.00 2.02 47%
All Time 0.00 8.07 16.15 3.36 27.58 96%

Publication Statistics

Raw Publications 18
Coauthorship-Adjusted Count 26.91

Publications (18)

Year Article Journal Tier Authors
2017 KERNEL ESTIMATION WHEN DENSITY MAY NOT EXIST: A CORRIGENDUM Econometric Theory B 1
2014 MEASUREMENT ERROR AND DECONVOLUTION IN SPACES OF GENERALIZED FUNCTIONS Econometric Theory B 1
2013 On existence of moment of mean reversion estimator in linear diffusion models Economics Letters C 3
2009 Properties and estimation of asymmetric exponential power distribution Journal of Econometrics A 2
2008 KERNEL ESTIMATION WHEN DENSITY MAY NOT EXIST Econometric Theory B 1
2006 Non- and semi-parametric estimation in models with unknown smoothness Economics Letters C 2
2002 ASYMPTOTIC THEORY FOR SOME HIGH BREAKDOWN POINT ESTIMATORS Econometric Theory B 1
2002 ON INTERCEPT ESTIMATION IN THE SAMPLE SELECTION MODEL Econometric Theory B 2
1999 On the distributions of Augmented Dickey-Fuller statistics in processes with moving average components Journal of Econometrics A 2
1995 Transforming the error-components model for estimation with general ARMA disturbances Journal of Econometrics A 2
1995 ESTIMATION AND INFERENCE IN ECONOMETRICSRussell Davidson and James G. MacKinnon Oxford University Press, 1993 Econometric Theory B 1
1992 The GLS Transformation Matrix and a Semi-recursive Estimator for the Linear Regression Model with ARMA Errors Econometric Theory B 2
1991 Estimation of a linear regression model with stationary ARMA(p, q) errors Journal of Econometrics A 2
1990 The consequences of misspecification in time series processes Economics Letters C 1
1990 Errata Econometric Theory B 1
1988 Some Exact Formulae for Autoregressive Moving Average Processes Econometric Theory B 1
1987 On the periodicity of solutions to dynamic problems of costly price adjustment under inflation Economics Letters C 1
1985 Estimation and testing in a regression model with spherically symmetric errors Economics Letters C 2