海角社区

Victoria Zinde-Walsh

Academic title(s): 

Emeritus听Full Professor (Post-Retirement)

Victoria Zinde-Walsh
Contact Information
Email address: 
victoria.zinde-walsh [at] mcgill.ca
Address: 

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

Phone: 
514-396-1920
Degree(s): 

PhD (Mathematics) Moscow State University

Office: 
Leacock 320
Curriculum vitae: 
Research areas: 
Econometrics
Biography: 

Victoria Zinde-Walsh, Professor of Economics. Vicky Zinde-Walsh came to 海角社区 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: 

Articles in refereed journals

Carrasco M., Moreiro M., Perron B., V. Zinde-Walsh, 2020, 鈥淓ditor鈥檚 introduction: Special Issue in Honor of Jean-Marie Dufour on Identification, Inference, and Causality鈥, Journal of Econometrics, 208, pp. 243-246.

Galbraith J.W., V. Zinde-Walsh, 2020, 鈥淪imple and reliable estimators of coefficients of interest in a model with many potentially confounding effects鈥, Journal of Econometrics, 208, pp. 609-632.

Davidson, R. and V. Zinde-Walsh, 2017, 鈥淎dvances in Specification Testing鈥, Canadian Journal of Economics, 50, 1595-1631.

Zinde-Walsh, V. 2017, 鈥淜ernel Estimation when Density May not Exist 鈥 A Corrigendum鈥, Econometric Theory, 33, 1259鈥1263.

John W. Galbraith , Victoria Zinde-Walsh & Jingmei Zhu, 2015, 鈥淕ARCH Model Estimation Using Estimated Quadratic Variation鈥, Econometric Reviews, 34:6-10, 1171-1191.

Zinde-Walsh, V., 2014, 鈥淢easurement error and deconvolution in spaces of generalized functions鈥, Econometric Theory, v. 30, pp. 1207-1246.

Yong Bao, Aman Ullah and Victoria Zinde-Walsh, 2013, 鈥淥n existence of moment of mean reversion estimator in linear diffusion models鈥, 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, 鈥淩obust estimation in binary choice models鈥, Communications in Statistics 鈥 Theory and Methods, 39, 266-279.

Marcia Schafgans and Victoria Zinde-Walsh, 2010, 鈥淪moothness Adaptive Average Derivative Estimator鈥, Econometrics Journal, 13, pp.40-62.

Dongming Zhu and Victoria Zinde-Walsh, 2009, 鈥淧roperties and Estimation of Asymmetric Exponential Power Distribution鈥, Journal of Econometrics, 148, pp. 86-99.

Serguei Zernov, Victoria Zinde-Walsh and John W. Galbraith, 2009, 鈥淎symptotics for Estimation of Quantile Regressions with Truncated Infinite-Dimensional Processes鈥 Journal of Multivariate Analysis, 100, 497-508.

Victoria Zinde-Walsh, 2008, 鈥淜ernel estimation when density may not exist鈥, Econometric Theory, 24, pp. 696-725.

Victoria Zinde-Walsh, 2008, 鈥淐onsequences of lack of smoothness in nonparametric estimation鈥 (in Russian), Quantile, no.4, pp.57-69.

Yulia Kotlyarova and Victoria Zinde-Walsh, 2007 鈥淩obust kernel density estimation in models with unknown smoothness鈥, Journal of Nonparametric Statistics., 19-2, pp. 89-101.

Yulia Kotlyarova and Victoria Zinde-Walsh, 2006 鈥淣on- and semi- parametric estimation in models with unknown smoothness鈥, Economics Letters, 93, pp. 369-386.

John W. Galbraith, Victoria Zinde-Walsh, 2004, 脡valuation de crit猫res d鈥檌nformation pour les mod茅les de s茅ries chronologiques, L鈥橝ctualit茅 茅conomique, vol.80, n. 2, juin-sept. 2004, pp. 207-227.

Victoria Zinde-Walsh, 2002 鈥淎symptotic Theory for some High Breakdown Point Estimators鈥, Econometric Theory, 18, 1172-1196.

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

Marcia Schafgans and Victoria Zinde-Walsh, 2002 鈥淥n Intercept Estimation in the Sample Selection Model鈥, Econometric Theory, 18, pp. 40-50.

Nikolay Gospodinov and Victoria Zinde-Walsh, 2000, 鈥淎n Empirical Likelihood Ratio Test for a Unit Root鈥 (Solution), Econometric Theory, 16, no.1, pp. 143-146.

John Galbraith and Victoria Zinde-Walsh,1999, 鈥淥n the Distributions of Augmented Dickey-Fuller statistics in Processes with Moving Average Components鈥, Journal of Econometrics, 93, pp.25-47.

Victoria Zinde-Walsh, 1998, 鈥淧roperties of Idempotent Matrix鈥 (Solution), Econometric Theory, 14, no.3, pp. 384.

John Galbraith and Victoria Zinde-Walsh, 1997, 鈥淥n some Simple, Autoregression-Based Estimation and Identification Techniques for ARMA Models鈥, Biometrika, 84, pp.685-696.

John Galbraith and Victoria Zinde-Walsh, 1995, 鈥淭ransforming the Error-Components Model for Estimation with General ARMA Disturbances鈥, Journal of Econometrics, 66, pp.349-355.

John Galbraith and Victoria Zinde-Walsh,1994, 鈥淎 Simple Non-Iterative Estimator for Moving-Average Models鈥, Biometrika, 81,1 pp.143-155.

Aman Ullah and Victoria Zinde-Walsh, 1992, 鈥淥n the Estimation of Residual Variance in Nonparametric Regression鈥, Journal of Nonparametric Statistics, 1, #3, pp.263-265.

John Galbraith and Victoria Zinde-Walsh,1992, 鈥淭he GLS Transformation Matrix and a Semi-Recursive Estimator for the Linear Regression Model with ARMA Errors鈥, Econometric Theory, 8,1, pp 95-112.

V.Zinde-Walsh and John W.Galbraith,1991, 鈥淓stimation of a Linear Regression Model with Stationary ARMA(p,q) Errors鈥, Journal of Econometrics, 47, pp.333-357.

John McMillan and Victoria Zinde-Walsh, 1991, 鈥淚nflation and the Timing of Price Changes鈥, Metroeconomica, 42, N.3, pp.199-226.

V. Zinde-Walsh, 1990, 鈥淭he Consequences of Misspecification in Time Series Processes鈥, Economics Letters, 32, pp 237-241.

(a) V. Zinde-Walsh, 1988, 鈥淪ome Exact Formulae for Autoregressive Moving Average Processes鈥, Econometric Theory, 4, 3, pp.384-402;
(b) V. Zinde-Walsh, Errata, Econometric Theory, 1990, 6,2, p.293.

V. Zinde-Walsh, 1987, 鈥淥n the Periodicity of Solutions to Dynamic Problems of Costly Price Adjustment under Inflation鈥, Economics Letters, 23, pp.365-369.

Aman Ullah and Victoria Zinde-Walsh, 1985, 鈥淓stimation and Testing in a Regression Model with Spherically Symmetric Errors鈥, Economics Letters, 17, pp.127-132.

Aman Ullah and Victoria Zinde-Walsh, 1984, 鈥淥n the Robustness of LM, LR and W Tests in Regression Models鈥, Econometrica, 52, 4, pp.1055-1066.

V.M.Zinde, 1980, 鈥淭he Role of Uncertainty in Estimating Efficiency of R&D Expenditures鈥, (Russian), Vestnik of the USSR Academy of Sciences, 3, pp.55-63.

V.M.Zinde, 1979, 鈥淪tudies of Homomorphisms of Artin Groups鈥, C.R.Math.Rep. Acad. Sci. Canada, 1, 4, pp.199-200.

(a) V.M.Zinde, 1977, 鈥淎nalytic Properties of Regular Orbit Spaces of Coxeter Groups of the Series B and D鈥, (Russian), Funct. Analys I ego Prilozh., 11, 1, pp.69-70.
(b) V.M. Zinde, 鈥淎nalytic Properties of Regular Orbit Spaces of Coxeter Groups of the Series B and D鈥, Functional Analysis and its Applications, 11, pp.60-62. English translation of the above article.

(a) V.M.Zinde, 1977, 鈥淗olomophic Mappings of Regular Orbit Spaces of Coxeter Groups of the Series B and D鈥, (Russian), Sibirskii Mat. Zhurn., 18, 5, pp.1015-1026.
(b) V.M.Zinde, 鈥淗olomophic Mappings of Regular Orbit Spaces of Coxeter Groups of the Series B and D鈥, Siberian Journal of Mathematics, 18, pp.716-724. English translation of the above article.

V.M.Zinde, 1977, 鈥淪ome Homomorphisms of the Artin Groups of the Series B and D into Groups of the same Series and into Symmetric Groups鈥, (Russian), Uspehi Mat. Nauk, 132, 1(193),pp.189-190.

V.M.Zinde, 1975, 鈥淐ommutants of Artin groups鈥, (Russian), Uspehi Mat. Nauk,130, 5(185), pp.207-208.

(a) V.M.Zinde, 1973, 鈥淎 semi-invariant integral with values in a group鈥,(Russian), Mat. Sbornik, 92(134),pp.294-305.
(b) V.M.Zinde, 鈥淎 semi-invariant integral with values in a group鈥, Math.USSR Sbornik.121,pp.292-302. English translation of the above article.

V.M.Zinde, 1970, The property of 鈥渦niqueness of norm鈥 in commutative Banach algebras with finite dimensional radical, (Russian, English summary), Vestnik Moskov. Univ., ser.1 Math.meh., 25, pp.3-8.

Chapters in books and monographs

  • Bao, Yong, Fan, Yanqin, Su, Liangyun and Victoria Zinde-Walsh, 2016, 鈥淎 Selective Review of Aman Ullah鈥檚 Contributions to Econometrics鈥 " in Carter Hill, Gloria Gosalez-Riviera and Tae-Hwe Lee (eds.) Advances in Econometrics, Vol. 36, Essays in Honor of Aman Ullah, 3-43.
  • 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, 561-589.
  • Tuvaandorj, P. and Victoria Zinde-Walsh, 2014, 鈥淟imit theory and inference about conditional distributions鈥 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, 鈥淚dentification and well-posedness in nonparametric models with independence conditions鈥, in J. Racine, L. Su, & A. Ullah (eds.), Handbook of Applied
  • Nonparametric and Semiparametric Econometrics and Statistics. Oxford University Press, pp. 97鈥128.
  • Victoria Zinde-Walsh and Peter C. B. Phillips, 2003, 鈥淔ractional Brownian motion as a differentiable generalized Gaussian process鈥, (K. Athreya, M. Majumbar, M. Puri, E. Waymire, eds.), IMS Lecture Notes 鈥 Monograph Series, vol.41, Probability, Statistics and their Applications: Papers in Honor of Rabi Bhattacharya, pp.285-292.
  • 听John Galbraith and Victoria Zinde-Walsh, 2002, 鈥淢easurement of the Quality of Autoregressive Approximation, with Econometric Applications鈥 (A.Ullah, A.Wan and A.Chaturvedi, eds.), Handbook of Applied econometrics and Statistical Inference, Marcel Dekker, New York, pp.401-421.
  • Victoria Zinde-Walsh and Aman Ullah, 1987, 鈥淥n Robustness of Tests of Linear Restrictions in Regression Models with Elliptical Error Distributions鈥 in Time series and econometrics, Reidel publ.Co., pp. 235-251.
  • V.M.Zinde, 1982, 鈥淓conomic Potential of Utilizing R&D results鈥 (Russian), in The economic problems of utilizing the investment potential of the country under developed socialism, Nauka, Moscow, pp.31-44.
  • V.M.Zinde, 1978, 鈥淥n Estimating Economic Effectiveness of Utilizing the Results of R&D鈥, (Russian) in Questions in economic and social effectiveness of capital investment and capital stock, Institute of economics, USSR Academy of Sciences, Moscow, pp. 24-32.
  • V.G.Voropayev, V.M.Zinde, 1978, 鈥淪tudies of the Dynamics of the Effects of Distributed investments and Time Lag Estimates鈥, (Russian), in Time factor in planned economy, Economica, Moscow, pp.177-211.
  • V.M.Zinde, 1977, 鈥淎 Model of the Dynamics of Capital-Output Ratios in the Process of Starting Large-Scale Production of New Capital Goods鈥, (Russian) in The main problems of extended reproduction, Institute of economics, USSR Academy of Sciences, Moscow, pp.95-106.
  • V.M.Zinde, 1977, A model of time lags in a comprehensive program of capital investment, (Russian) in Problems in methodology of evaluating the economic effectiveness of capital investments and capital stock, Institute of economics, USSR Academy of Sciences, Moscow, pp.120-128.
  • V.G.Voropayev, V.M.Zinde, 1973, Questions of modelling comprehensive capital investment programs, (Russian), in The role of mathematical modelling in economic analysis, Institute of economics, USSR Academy of Sciences, Moscow, pp.80-103.

Book reviews

  • Victoria Zinde-Walsh, 1995, 鈥淓stimation and Inference in Econometrics鈥 by Russell Davidson and James G. MacKinnon, Econometric Theory, 11, pp. 631-635.
  • V.M.Zinde, 1978, 鈥淏enefit-cost analysis of Federal programs.鈥, Congress of the U.S.A.,Washington, 1973, in Problems of effectiveness of capital investment in developed capitalist countries, (Russian), USSR Academy of sciences, Moscow.
  • V.M.Zinde, 1978, 鈥淭oward more stable growth in construction鈥, Ottawa, 1974, in Problems of effectiveness of capital investment in developed capitalist countries, (Russian), USSR Academy of sciences, Moscow.
  • V.M.Zinde, 1978, 鈥淧lant size, technological change and investment requirements鈥 by D. Huettner, Praeger, N.Y., 1974, in Problems of effectiveness of capital investment in developed capitalist countries, (Russian), USSR Academy of sciences, Moscow.

Working Papers

  • Zinde-Walsh,V.(2009),Errors-in-variables models: a generalized functions approach, working paper, arXiv:0909.5390v1 [stat.ME], 海角社区 working paper.
  • Zinde-Walsh,V.(2010),Measurement error and deconvolution in generalized functions spaces, working paper, arXiv:1009.4217v1[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:1209.1588, Methodology (stat.ME)
  • Zinde-Walsh, V. (2013), Nonparametric functionals as generalized functions, arXiv:1303.1435, 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].
  • Dufour, J-M, E. Renault and V. Zinde-Walsh (2019) A Techinical Note on Divergence of the Wald Statistic ArXiv

听 听

Selected talks and presentations: 
  • Bao, Yong, Fan, Yanqin, Su, Liangyun and Victoria Zinde-Walsh, 2016, 鈥淎 Selective Review of Aman Ullah鈥檚 Contributions to Econometrics鈥 " 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, 鈥淟imit theory and inference about conditional distributions鈥 in Thomas B Fomby,JoonY. 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, 鈥淚dentification and well-posedness in nonparametric models with independence conditions鈥, in J. Racine, L.Su, & A. Ullah (eds.), Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics. Oxford UniversityPress, pp. 97鈥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 鈥 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: 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.
Group: 
Professor Emeritus
Back to top