← All authors Victoria Zinde-Walsh McGill University (from arXiv:2601.03750, 2026) · OpenAlex
36 papers in scope · 36 published · 2 on the econ.EM arXiv · 677 citations · h-index 15 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Harold D. Chiang Yuya Sasaki Yannick Guyonvarch Laurent Davezies James L. Powell Kaicheng Chen Victor Chernozhukov James G. MacKinnon Timothy J. Vogelsang Jiahao Lin Xavier D’Haultfœuille Ulrich Hounyo Fengshi Niu Morten Ørregaard Nielsen Matthew D. Webb Bryan S. Graham Yukun Ma Alexandre Belloni Christian Hansen Bruce E. Hansen Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (2 of 36)
published 2025 · Journal of Econometrics · first circulated 2024
Wald tests when restrictions are locally singular
published 2025 · The Annals of Statistics · 6 citations · first circulated 2013
published 2024 · Bernoulli · 2 citations · first circulated 2022
Rates of Expansions for Functional Estimators
published 2021 · Journal of Quantitative Economics
Rates of Expansions for Functional Estimators
published 2021 · Journal of Quantitative Economics · 1 citations
Editors’ Introduction
published 2020 · Journal of Econometrics
Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects
published 2020 · Journal of Econometrics · 13 citations
with John W. Galbraith
Advances in specification testing
published 2017 · Canadian Journal of Economics/Revue canadienne d économique · 2 citations
with Russell Davidson
GARCH Model Estimation Using Estimated Quadratic Variation
published 2014 · Econometric Reviews · 5 citations
with John W. Galbraith, Jingmei Zhu
MEASUREMENT ERROR AND DECONVOLUTION IN SPACES OF GENERALIZED FUNCTIONS
published 2014 · Econometric Theory · 2 citations
On existence of moment of mean reversion estimator in linear diffusion models
published 2013 · Economics Letters · 3 citations
with Yong Bao, Aman Ullah
Presidential Address: Mathematics in economics and econometrics
published 2011 · Canadian Journal of Economics/Revue canadienne d économique · 4 citations
Smoothness adaptive average derivative estimation
published 2010 · Econometrics Journal · 10 citations
Robust Estimation in Binary Choice Models
published 2009 · Communication in Statistics-Theory and Methods · 11 citations
with Yulia Kotlyarova
Properties and estimation of asymmetric exponential power distribution
published 2008 · Journal of Econometrics · 158 citations · first circulated 2007
with Dongming Zhu
Asymptotics for estimation of quantile regressions with truncated infinite-dimensional processes
published 2008 · Journal of Multivariate Analysis · 4 citations
with Serguei Zernov, John W. Galbraith
KERNEL ESTIMATION WHEN DENSITY MAY NOT EXIST: A CORRIGENDUM
published 2008 · Econometric Theory · 17 citations
Robust kernel estimator for densities of unknown smoothness
published 2007 · Journal of nonparametric statistics · 15 citations · first circulated 2006
with Yulia Kotlyarova
Non-and semi-parametric estimation in models with unknown smoothness
published 2006 · Economics Letters · 16 citations
with Yulia Kotlyarova
Évaluation de critères d’information pour les modèles de séries chronologiques
published 2005 · L Actualité économique
with John W. Galbraith
ASYMPTOTIC THEORY FOR SOME HIGH BREAKDOWN POINT ESTIMATORS
published 2002 · Econometric Theory · 26 citations
ON INTERCEPT ESTIMATION IN THE SAMPLE SELECTION MODEL
published 2002 · Econometric Theory · 10 citations
ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL BY VECTOR AUTOREGRESSION
published 2002 · Econometric Reviews · 50 citations
with John W. Galbraith, Aman Ullah
On the distributions of Augmented Dickey–Fuller statistics in processes with moving average components
published 1999 · Journal of Econometrics · 37 citations
with JohnW. Galbraith
ESTIMATION AND INFERENCE IN ECONOMETRICSRussell Davidson and James G. MacKinnon Oxford University Press, 1993
published 1995 · Econometric Theory · 23 citations
Transforming the error-components model for estimation with general ARMA disturbances
published 1995 · Journal of Econometrics · 25 citations
with John W. Galbraith
A simple noniterative estimator for moving average models
published 1994 · Biometrika · 47 citations
with JohnW. Galbraith, John W. Galbraith
The GLS Transformation Matrix and a Semi-recursive Estimator for the Linear Regression Model with ARMA Errors
published 1992 · Econometric Theory · 29 citations
with John W. Galbraith
INFLATION AND THE TIMING OF PRICE CHANGES (*)
published 1991 · Metroeconomica · 1 citations
with John McMillan
Estimation of a linear regression model with stationary ARMA(p, q) errors
published 1991 · Journal of Econometrics · 32 citations
with John W. Galbraith
Errata
published 1990 · Econometric Theory · 2 citations
The consequences of misspecification in time series processes
published 1990 · Economics Letters · 6 citations
Some Exact Formulae for Autoregressive Moving Average Processes
published 1988 · Econometric Theory · 30 citations
On the periodicity of solutions to dynamic problems of costly price adjustment under inflation
published 1987 · Economics Letters · 2 citations
Estimation and testing in a regression model with spherically symmetric errors
published 1985 · Economics Letters · 24 citations
with Aman Ullah
On the Robustness of LM, LR, and W Tests in Regression Models
published 1984 · Econometrica · 64 citations · first circulated 1983
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