Victoria Zinde-Walsh

Academic title(s): 

Professor, Department of Economics

 

Contact Information
Address: 

855 Sherbrooke St. W.
Montreal, Quebec
H3A 2T7

Phone: 
514-398-4400 Ext 00782
Email address: 
victoria.zinde-walsh [at] mcgill.ca
Office: 
Leacock 512
Curriculum vitae: 
Specialization: 

Econometrics

Biography: 

Victoria Zinde-Walsh, Professor of Economics. Vicky Zinde-Walsh came to McGill from the University of Western Ontario in 1988. Her research interests are econometric theory, time series, non-parametric methods and the use of the mathematical theory of generalized functions.

Selected publications: 

Forthcoming publications

Articles in refereed journals

  • John W. Galbraith , Victoria Zinde-Walsh & Jingmei Zhu, 2015, “GARCH Model Estimation Using Estimated Quadratic Variation”, Econometric Reviews, 34:6-10, 1171-1191.

  • Zinde-Walsh, V., 2014, “Measurement error and deconvolution in spaces of generalized functions”, Econometric Theory, v. 30, pp. 1207-1246.

  • Yong Bao, Aman Ullah and Victoria Zinde-Walsh, 2013, “On existence of moment of mean reversion estimator in linear diffusion models”, Economics Letters, 120, pp. 146-148.
  • Zinde-Walsh, V. ,2011, Presidential Address: Mathematics in economics and econometrics, Canadian Journal of Economics, v.44, pp. 1052-1068.
  • Yulia Kotlyarova and Victoria Zinde-Walsh, 2010, “Robust estimation in binary choice models’, Communications in Statistics – Theory and Methods, 39, 266-279.
  • Marcia Schafgans and Victoria Zinde-Walsh, 2010, “Smoothness Adaptive Average Derivative Estimator”, Econometrics Journal, 13, pp.40-62.
  • Dongming Zhu and Victoria Zinde-Walsh, 2009, “Properties and Estimation of Asymmetric Exponential Power Distribution”, Journal of Econometrics, 148, pp. 86-99.
  • Serguei Zernov, Victoria Zinde-Walsh and John W. Galbraith, 2009, “Asymptotics for Estimation of Quantile Regressions with Truncated Infinite-Dimensional Processes” Journal of Multivariate Analysis, 100, 497-508.
  • Victoria Zinde-Walsh, 2008, “Kernel estimation when density may not exist”, Econometric Theory, 24, pp. 696-725.
  • Yulia Kotlyarova and Victoria Zinde-Walsh, 2007 “Robust kernel density estimation in models with unknown smoothness”, Journal of Nonparametric Statistics., 19-2, pp. 89-101.
  • Yulia Kotlyarova and Victoria Zinde-Walsh, 2006 “Non- and semi- parametric estimation in models with unknown smoothness”, Economics Letters, 93, pp. 369-386.
  • John W. Galbraith, Victoria Zinde-Walsh, 2004, Évaluation de critères d’information pour les modéles de séries chronologiques, L’Actualité économique, vol.80, n. 2, juin-sept. 2004, pp. 207-227.
  • Victoria Zinde-Walsh, 2002 "Asymptotic Theory for some High Breakdown Point Estimators", Econometric Theory, 18, 1172-1196.

Related Documents: PDF icon Asymptotic Theory for some High Breakdown Point Estimators

  • John W.Galbraith, Aman Ullah and Victoria Zinde-Walsh, 2002, "Estimation of the Vector Moving Average Model by Vector Autoregression", Econometric Reviews, 21(2) 2002, pp. 205-219.

Related Documents: PDF icon Estimation of the Vector Moving Average Model by Vector Autoregression

  • Marcia Schafgans and Victoria Zinde-Walsh, 2002 "On Intercept Estimation in the Sample Selection Model," Econometric Theory, 18, pp. 40-50. Download the Working Paper version: short version and also longer version.
  • Nikolay Gospodinov and Victoria Zinde-Walsh, 2000, "An Empirical Likelihood Ratio Test for a Unit Root" (Solution), Econometric Theory, 16, no.1, pp. 143-146.
  • John Galbraith and Victoria Zinde-Walsh,1999, "On the Distributions of Augmented Dickey-Fuller statistics in Processes with Moving Average Components", Journal of Econometrics, 93, pp.25-47.
  • Victoria Zinde-Walsh, 1998, "Properties of Idempotent Matrix" (Solution), Econometric Theory, 14, no.3, pp. 384.
  • John Galbraith and Victoria Zinde-Walsh, 1997, "On some Simple, Autoregression-Based Estimation and Identification Techniques for ARMA Models", Biometrika, 84, pp.685-696.
  • John Galbraith and Victoria Zinde-Walsh, 1995, "Transforming the Error-Components Model for Estimation with General ARMA Disturbances", Journal of Econometrics, 66, pp.349-355.
  • John Galbraith and Victoria Zinde-Walsh, 1994, "A Simple Non-Iterative Estimator for Moving-Average Models", Biometrika, 81,1 pp.143-155.
  • Aman Ullah and Victoria Zinde-Walsh, 1992, "On the Estimation of Residual Variance in Nonparametric Regression", Journal of Nonparametric Statistics, 1, #3, pp.263-265.
  • John Galbraith and Victoria Zinde-Walsh,1992, "The GLS Transformation Matrix and a Semi-Recursive Estimator for the Linear Regression Model with ARMA Errors", Econometric Theory, 8,1, pp 95-112.
  • V.Zinde-Walsh and John W.Galbraith, 1991, "Estimation of a Linear Regression Model with Stationary ARMA(p,q) Errors", Journal of Econometrics, 47, pp.333-357.
  • John McMillan and Victoria Zinde-Walsh, 1991, "Inflation and the Timing of Price Changes", Metroeconomica, 42, N.3, pp.199-226.
  • V. Zinde-Walsh, 1990, "The Consequences of Misspecification in Time Series Processes", Economics Letters, 32, pp 237-241.
    • (a) V. Zinde-Walsh, 1988, "Some Exact Formulae for Autoregressive Moving Average Processes", Econometric Theory, 4, 3, pp.384-402;
    • (b) V. Zinde-Walsh, Errata, Econometric Theory, 1990, 6,2, p.293.
  • V. Zinde-Walsh, 1987, "On the Periodicity of Solutions to Dynamic Problems of Costly Price Adjustment under Inflation", Economics Letters, 23, pp.365-369.
  • Aman Ullah and Victoria Zinde-Walsh, 1985, "Estimation and Testing in a Regression Model with Spherically Symmetric Errors", Economics Letters, 17, pp.127-132.
  • Aman Ullah and Victoria Zinde-Walsh, 1984, "On the Robustness of LM, LR and W Tests in Regression Models", Econometrica, 52, 4, pp.1055-1066.
  • V.M.Zinde, 1980, "The Role of Uncertainty in Estimating Efficiency of R&D Expenditures", (Russian), Vestnik of the USSR Academy of Sciences, 3, pp.55-63.
  • V.M.Zinde, 1979, "Studies of Homomorphisms of Artin Groups", C.R.Math.Rep. Acad. Sci. Canada, 1, 4, pp.199-200.
  • (a) V.M.Zinde, 1977, "Analytic Properties of Regular Orbit Spaces of Coxeter Groups of the Series B and D", (Russian), Funct. Analys I ego Prilozh., 11, 1, pp.69-70. (b) V.M. Zinde, "Analytic Properties of Regular Orbit Spaces of Coxeter Groups of the Series B and D", Functional Analysis and its Applications, 11, pp.60-62. English translation of the above article.
  • (a) V.M.Zinde, 1977, "Holomophic Mappings of Regular Orbit Spaces of Coxeter Groups of the Series B and D", (Russian), Sibirskii Mat. Zhurn., 18, 5, pp.1015-1026. (b) V.M.Zinde, "Holomophic Mappings of Regular Orbit Spaces of Coxeter Groups of the Series B and D", Siberian Journal of Mathematics, 18, pp.716-724. English translation of the above article.
  • V.M.Zinde, 1977, "Some Homomorphisms of the Artin Groups of the Series B and D into Groups of the same Series and into Symmetric Groups", (Russian), Uspehi Mat. Nauk, 132, 1(193),pp.189-190.
  • V.M.Zinde, 1975, "Commutants of Artin groups", (Russian), Uspehi Mat. Nauk,130, 5(185), pp.207-208.
  • (a) V.M.Zinde, 1973, "A semi-invariant integral with values in a group",(Russian), Mat. Sbornik, 92(134),pp.294-305. (b) V.M.Zinde, "A semi-invariant integral with values in a group", Math. USSR Sbornik. 121,pp.292-302. English translation of the above article.
  • V.M.Zinde, 1970, The property of "uniqueness of norm" in commutative Banach algebras with finite dimensional radical, (Russian, English summary), Vestnik Moskov. Univ., ser.1 Math.meh., 25, pp.3-8.

Articles/chapters in books and monographs

     
    • Bao, Yong, Fan, Yanqin, Su, Liangyun and Victoria Zinde-Walsh, 2016, “A Selective Review of Aman Ullah’s Contributions to Econometrics” " in Carter Hill, Gloria Gosalez-Riviera and Tae-Hwe Lee (eds.) Advances in Econometrics, Vol. 36, Essays in Honor of Aman Ullah, Emerald Press.

    • Kotlyarova, Yulia, Marcia Schafgans and Victoria Zinde-Walsh, 2016, "Exploration of Smoothness: Bias and Efficiency of Nonparametric Kernel Estimators" in Carter Hill, Gloria Gosalez-Riviera and Tae-Hwe Lee (eds.) Advances in Econometrics, Vol. 36, Essays in Honor of Aman Ullah, Emerald Press.

    • Tuvaandorj, P. and Victoria Zinde-Walsh, 2014, “Limit theory and inference about conditional distributions” in Thomas B Fomby,Joon Y. Park,Yoosoon Chang (eds.) Advances in Econometrics; Vol 33; Essays in Honor of Peter C. B. Phillips; Chapter 12, p. 397-424.

    • Zinde-Walsh, V., 2014, “Identification and well-posedness in nonparametric models with independence conditions”, in J. Racine, L. Su, & A. Ullah (eds.), Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics. Oxford University Press, pp. 97–128.

    • Victoria Zinde-Walsh and Peter C. B. Phillips, 2003, "Fractional Brownian motion as a differentiable generalized Gaussian process", (K. Athreya, M. Majumbar, M. Puri, E. Waymire, eds.), IMS Lecture Notes — Monograph Series, vol.41, Probability, Statistics and their Applications: Papers in Honor of Rabi Bhattacharya, pp.285-292.
    • John Galbraith and Victoria Zinde-Walsh, 2002, "Measurement of the Quality of Autoregressive Approximation, with Econometric Applications" (A.Ullah, A.Wan and A.Chaturvedi, eds.), Handbook of Applied Econometrics and Statistical Inference, Marcel Dekker, New York, pp.401-421.

    Related Documents: PDF icon Measurement of the Quality of Autoregressive Approximation, with Econometric Applications

    • Victoria Zinde-Walsh and Aman Ullah, 1987, "On Robustness of Tests of Linear Restrictions in Regression Models with Elliptical Error Distributions" in Time series and econometrics, Reidel Publ.Co., pp. 235-251.

    Reviews

    • Victoria Zinde-Walsh, 1995, "Estimation and Inference in Econometrics" by Russell Davidson and James G. MacKinnon, Econometric Theory, 11, pp. 631-635.

    Working Papers

    • Zinde-Walsh, Victoria. PDF icon Errors-in-Variables Models: A Generalized Functions Approach Revised, first version 2007.
    • Zinde-Walsh,V.(2009),Errors-in-variables models: a generalized functions approach,arXiv:0909.5390v1 [stat.ME], McGill University working paper.
    • Zinde-Walsh,V.(2010),Measurement error and deconvolution in generalized functions spaces, working paper, arXiv:1009.4217v2 [math.ST]
    • Zinde-Walsh, V. (2010) Identification and well-posedness in a class of nonparametric problems, arXiv:1010.2737v1 [math.ST].
    • Zinde-Walsh, V. (2012), Identification and well-posedness in nonparametric models with independence conditions, arXiv:1209.1588v1 [stat.ME], Methodology (stat.ME)
    • Zinde-Walsh, V. (2013), Nonparametric functionals as generalized functions, arXiv:1303.1435v1 [math.ST], Statistics Theory (math.ST).
    • Dufour, J.M., E. Renault and V.Zinde-Walsh (2013), Wald Tests when Restrictions are Locally Singular,arXiv:1312.0569 [math.ST]

     

    Group: 
    Professor