Institution: Université de Lille, département de mathématiques
Primary Field: Econometrics (weighted toward more recent publications)
Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).
| Period | S (4x) | A (2x) | B (1x) | C (½x) | Total | Percentile |
|---|---|---|---|---|---|---|
| Last 5 Years | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | - |
| Last 10 Years | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | - |
| All Time | 0.00 | 2.02 | 3.03 | 0.34 | 5.38 | 82% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2001 | Non-redundancy of high order moment conditions for efficient GMM estimation of weak AR processes | Economics Letters | C | 3 |
| 1998 | QUASI-INDIRECT INFERENCE FOR DIFFUSION PROCESSES | Econometric Theory | B | 3 |
| 1998 | Pseudo-maximum likelihood method, adjusted pseudo-maximum likelihood method and covariance estimators | Journal of Econometrics | A | 2 |
| 1995 | Solutions of multivariate Rational Expectations Models | Econometric Theory | B | 3 |
| 1985 | Solutions of Linear Rational Expectations Models | Econometric Theory | B | 3 |
| 1984 | On linear models with rational expectations which admit a unique solution | European Economic Review | B | 2 |