CEA Fellow: Victoria Zinde-Walsh

Victoria Zinde-Walsh is a theoretical econometrician whose research has largely concentrated on expanding the boundaries of applicability of statistical methods and econometric models, by exploring deviations from regularity conditions to permit various forms of singularity, such as the mass points in distributions which are common in economic data. Victoria’s work has emphasized robustness to non-standard distributional assumptions, and has provided results on robust high-breakdown statistics which constitute a significant contribution to this area of inquiry. With John Galbraith, she advanced a research program on time series and dynamic models the results of which are widely cited. Much of her work studies nonparametric modeling, estimation and inference, and her results for non-standard settings with singularities have important consequences for the use of these methods in applied work.

Originally trained in mathematics at Moscow State University, Victoria’s work builds on her exceptional mathematical expertise and the introduction of advanced mathematical methods into econometric contexts, such as the use of the generalized functions approach to nonparametric econometrics and statistics. This methodology provides new insights in nonparametric models with errors-in-variables, and allows situations where a density function may not exist. Her work has been published in highly regarded Econometrics journals, such as Econometrica, the Journal of Econometrics and Econometric Theory, as well as in prominent statistical journals including Biometrika, Bernouilli, and The Annals of Statistics. She has also published work in pure mathematics.

An exceptionally devoted academic supervisor, she has shared her time and ideas generously with a generation of Ph.D. students who have benefitted not only from her collaboration, but also through her example of uncompromisingly rigorous work and dedication to scholarly research.

Victoria Zinde-Walsh is active in the Canadian econometrics and economics communities. She has served as Director of the Canadian Econometrics Study Group and President of the Canadian Economics Association, and was a winner of the Sylvia Ostry Award.