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Disambiguation of "Zinde-Walsh, Victoria"

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Transforming the error-components model for estimation with general ARMA disturbances

, and . Journal of Econometrics, 66 (1-2): 349--355 (00 1995)

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Mark Walsh

Robert Walsh

Gianfranco Walsh

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Other publications of authors with the same name

On the distributions of Augmented Dickey-Fuller statistics in processes with moving average components, and . Journal of Econometrics, 93 (1): 25--47 (November 1999)Estimation of a linear regression model with stationary ARMA(p, q) errors, and . Journal of Econometrics, 47 (2-3): 333--357 (Feb 3, 1991)The consequences of misspecification in time series processes. Economics Letters, 32 (3): 237--241 (March 1990)Robust kernel estimator for densities of unknown smoothness, and . Journal of Nonparametric Statistics, 19 (2): 89--101 (2007)Asymptotics for estimation of quantile regressions with truncated infinite-dimensional processes., , and . J. Multivar. Anal., 100 (3): 497-508 (2009)On the estimation of residual variance in nonparametric regression, and . Journal of Nonparametric Statistics, 1 (3): 263--265 (1992)ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL BY VECTOR AUTOREGRESSION, , and . Econometric Reviews, 21 (2): 205--219 (2002)Estimation and testing in a regression model with spherically symmetric errors, and . Economics Letters, 17 (1-2): 127--132 (1985)Non- and semi-parametric estimation in models with unknown smoothness, and . Economics Letters, 93 (3): 379--386 (December 2006)Transforming the error-components model for estimation with general ARMA disturbances, and . Journal of Econometrics, 66 (1-2): 349--355 (00 1995)