Victoria Zinde‐Walsh

McGill University - Department of Economics

Associate Professor

855 Sherbrooke Street West

Montreal, QC H3A 2T7

CANADA

SCHOLARLY PAPERS

10

DOWNLOADS

365

SSRN CITATIONS
Rank 42,491

SSRN RANKINGS

Top 42,491

in Total Papers Citations

6

CROSSREF CITATIONS

10

Scholarly Papers (10)

1.

Fractional Brownian Motion as a Differentiable Generalized Gaussian Process

Number of pages: 11 Posted: 24 Jan 2003
Victoria Zinde‐Walsh and Peter C. B. Phillips
McGill University - Department of Economics and Yale University - Cowles Foundation
Downloads 201 (174,268)

Abstract:

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Brownian Motion, Fractional Brownian motion, Fractional Derivative, Covariance Functional, Delta Function, Generalized Derivative, Generalized Gaussian Process

2.

A Test of Singularity for Distribution Functions

CIRANO - Scientific Publications 2011s-06
Posted: 01 Feb 2011
Victoria Zinde‐Walsh and John W. Galbraith
McGill University - Department of Economics and McGill University - Department of Economics
Downloads 31 (527,235)
Citation 1

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generalized function, kernel density estimator, singularity

3.
Downloads 31 (527,235)
Citation 2

Smoothness Adaptive Average Derivative Estimation

LSE STICERD Research Paper No. EM529
Number of pages: 31 Posted: 13 May 2009
Marcia Schafgans and Victoria Zinde‐Walsh
London School of Economics & Political Science (LSE) and McGill University - Department of Economics
Downloads 29 (552,741)

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Smoothness Adaptive Average Derivative Estimation

Econometrics Journal, Vol. 13, Issue 1, pp. 40-62, February 2010
Number of pages: 23 Posted: 15 Feb 2010
Marcia Schafgans and Victoria Zinde‐Walsh
London School of Economics & Political Science (LSE) and McGill University - Department of Economics
Downloads 2 (759,002)
Citation 1
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4.

Adapting Kernel Estimation to Uncertain Smoothness

LSE STICERD Research Paper No. EM557
Number of pages: 37 Posted: 30 Sep 2011
Yulia Kotlyarova, Marcia Schafgans and Victoria Zinde‐Walsh
affiliation not provided to SSRN, London School of Economics & Political Science (LSE) and McGill University - Department of Economics
Downloads 30 (532,613)

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5.

UK Econometric Study Group Annual Meeting

Quantile Journal, Vol. 1, pp. 63-65, 2006
Posted: 20 Oct 2006
Victoria Zinde‐Walsh
McGill University - Department of Economics
Downloads 29 (538,201)

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6.

On Intercept Estimation in the Sample Selection Model

LSE STICERD Research Paper No. EM380
Number of pages: 32 Posted: 21 Jul 2008
Marcia Schafgans and Victoria Zinde‐Walsh
London School of Economics & Political Science (LSE) and McGill University - Department of Economics
Downloads 22 (581,111)
Citation 4

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7.

Partially Dimension-Reduced Regressions with Potentially Infinite-Dimensional Processes

CIRANO - Scientific Publication No. 2011s-57
Number of pages: 30 Posted: 24 Oct 2011
John W. Galbraith and Victoria Zinde‐Walsh
McGill University - Department of Economics and McGill University - Department of Economics
Downloads 13 (642,316)
Citation 1

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Dimension reduction, eigenvector, infinite-dimensional process, orthogonalized regressors

8.

Simple and Reliable Estimators of Coefficients of Interest in a Model With High-Dimensional Confounding Effects

Journal of Econometrics, Forthcoming
Number of pages: 40 Posted: 09 Jul 2020
John W. Galbraith and Victoria Zinde‐Walsh
McGill University - Department of Economics and McGill University - Department of Economics
Downloads 5 (700,345)

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confounding, high-dimensional data, principal components, subspace consistency, treatment effect, wide data

9.

Presidential Address: Mathematics in Economics and Econometrics (Mathématiques En Économie Et En Économétrie)

Canadian Journal of Economics/Revue canadienne d'économique, Vol. 44, Issue 4, pp. 1052-1068, 2011
Number of pages: 17 Posted: 19 Nov 2011
Victoria Zinde‐Walsh
McGill University - Department of Economics
Downloads 3 (715,769)
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10.

On Existence of Moment of Mean Reversion Estimator in Linear Diffusion Models

Economics Letters, 2013, vol. 120 (2), 146-148.
Posted: 27 Feb 2016
Yong Bao, Aman Ullah and Victoria Zinde‐Walsh
Purdue University, University of California, Riverside (UCR) - Department of Economics and McGill University - Department of Economics

Abstract:

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Expectation, Mean-reversion parameter, MLE