| Properties and estimation of asymmetric exponential power distribution D Zhu, V Zinde-Walsh Journal of econometrics 148 (1), 86-99, 2009 | 200 | 2009 |
| Properties and estimation of asymmetric exponential power distribution D Zhu, V Zinde-Walsh Journal of econometrics 148 (1), 86-99, 2009 | 200 | 2009 |
| On the robustness of LM, LR, and W tests in regression models A Ullah, V Zinde-Walsh Econometrica: Journal of the Econometric Society, 1055-1066, 1984 | 80 | 1984 |
| A simple noniterative estimator for moving average models JW Galbraith, V Zinde-Walsh Biometrika 81 (1), 143-155, 1994 | 71 | 1994 |
| On some simple, autoregression-based estimation and identification techniques for ARMA models JW Galbraith, V Zinde-Walsh Biometrika 84 (3), 685-696, 1997 | 63 | 1997 |
| Estimation of the vector moving average model by vector autoregression JW Galbraith, A Ullah, V Zinde-Walsh Econometric Reviews 21 (2), 205-219, 2002 | 47 | 2002 |
| Some exact formulae for autoregressive moving average processes V Zinde-Walsh Econometric Theory 4 (3), 384-402, 1988 | 44 | 1988 |
| On the distributions of Augmented Dickey–Fuller statistics in processes with moving average components JW Galbraith, V Zinde-Walsh Journal of Econometrics 93 (1), 25-47, 1999 | 43 | 1999 |
| On intercept estimation in the sample selection model MMA Schafgans, V Zinde-Walsh Econometric Theory 18 (1), 40-50, 2002 | 36 | 2002 |
| Asymptotic theory for some high breakdown point estimators V Zinde-Walsh Econometric theory 18 (5), 1172-1196, 2002 | 31 | 2002 |
| The GLS transformation matrix and a semi-recursive estimator for the linear regression model with ARMA errors JW Galbraith, V Zinde-Walsh Econometric Theory 8 (1), 95-111, 1992 | 30 | 1992 |
| Estimation of a linear regression model with stationary ARMA (p, q) errors V Zinde-Walsh, JW Galbraith Journal of Econometrics 47 (2-3), 333-357, 1991 | 30 | 1991 |
| Transforming the error-components model for estimation with general ARMA disturbances JW Galbraith, V Zinde-Walsh Journal of Econometrics 66 (1-2), 349-355, 1995 | 29 | 1995 |
| Non-and semi-parametric estimation in models with unknown smoothness Y Kotlyarova, V Zinde-Walsh Economics Letters 93 (3), 379-386, 2006 | 23 | 2006 |
| Kernel estimation when density may not exist V Zinde-Walsh Econometric Theory 24 (3), 696-725, 2008 | 21 | 2008 |
| Estimation and testing in a regression model with spherically symmetric errors A Ullah, V Zinde-Walsh Economics Letters 17 (1-2), 127-132, 1985 | 19 | 1985 |
| Measurement error and deconvolution in spaces of generalized functions V Zinde-Walsh Econometric Theory 30 (6), 1207-1246, 2014 | 17 | 2014 |
| Wald tests when restrictions are locally singular JM Dufour, E Renault, V Zinde-Walsh arXiv preprint arXiv:1312.0569, 2013 | 16 | 2013 |
| Properties of estimators of daily garch parameters based on intra-day observations JW Galbraith, V Zinde-Walsh CIRANO, 2000 | 16 | 2000 |
| Robust kernel estimator for densities of unknown smoothness Y Kotlyarova, V Zinde-Walsh Nonparametric Statistics 19 (2), 89-101, 2007 | 14 | 2007 |
