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The GLS transformation matrix and a semi-recursive estimator for the linear regression model with ARMA errors
Galbraith, John W. - In: Econometric theory 8 (1992) 1, pp. 95-111
Persistent link: https://www.econbiz.de/10001126806
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On the distribution of augmented Dickey-Fuller statistics in processes with moving average components
Galbraith, John W.; Zinde-Walsh, Victoria - In: Journal of econometrics 93 (1999) 1, pp. 25-47
Persistent link: https://www.econbiz.de/10001406636
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Fractional Brownian motion as a differentiable generalized Gaussian process
Zinde-Walsh, Victoria; Phillips, Peter C. B. - 2003
Persistent link: https://www.econbiz.de/10001735076
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On intercept estimation in the sample selection model
Schafgans, Marcia M. A.; Zinde-Walsh, Victoria - In: Econometric theory 18 (2002) 1, pp. 40-50
Persistent link: https://www.econbiz.de/10001652605
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Limit theory and inference about conditional distributions
Tuvaandorj, Purevdorj; Zinde-Walsh, Victoria - In: Essays in honor of Peter C. B. Phillips, (pp. 397-423). 2014
Persistent link: https://www.econbiz.de/10010442853
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On existence of moment of mean reversion estimator in linear diffusion models
Bao, Yong; Ullah, Aman; Zinde-Walsh, Victoria - In: Economics letters 120 (2013) 2, pp. 146-148
Persistent link: https://www.econbiz.de/10010127806
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Editors' introduction : special issue in Honor of Jean-Marie Dufour on Identification, Inference, and Causality
Carrasco, Marine; Moreira, Marcelo J.; Perron, Benoit; … - In: Journal of econometrics 218 (2020) 2, pp. 243-246
Persistent link: https://www.econbiz.de/10012482857
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Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects
Galbraith, John W.; Zinde-Walsh, Victoria - In: Journal of econometrics 218 (2020) 2, pp. 609-632
Persistent link: https://www.econbiz.de/10012483173
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Advances in specification testing
Davidson, Russell; Zinde-Walsh, Victoria - In: The Canadian journal of economics 50 (2017) 5, pp. 1595-1631
Persistent link: https://www.econbiz.de/10012170419
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Rates of expansions for functional estimators
Kotlyarova, Yulia; Schafgans, Marcia M. A.; … - In: Journal of quantitative economics 19 (2021), pp. 121-139
Persistent link: https://www.econbiz.de/10013441712