Institution: Vrije Universiteit Amsterdam
Primary Field: Econometrics (weighted toward more recent publications)
Homepage: http://lcallot.github.io
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 | 1.01 | 0.67 | 0.00 | 1.68 | 39% |
| All Time | 0.00 | 3.03 | 0.67 | 0.00 | 3.70 | 78% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2017 | Sharp Threshold Detection Based on Sup-Norm Error Rates in High-Dimensional Models | Journal of Business & Economic Statistics | A | 4 |
| 2017 | Modeling and Forecasting Large Realized Covariance Matrices and Portfolio Choice | Journal of Applied Econometrics | B | 3 |
| 2015 | Oracle inequalities for high dimensional vector autoregressions | Journal of Econometrics | A | 2 |