Institution: Curtin University
Primary Field: Econometrics (weighted toward more recent publications)
Homepage: https://chansta.gitlab.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 | 1.01 | 1.01 | 35% |
| Last 10 Years | 0.00 | 0.00 | 1.01 | 1.26 | 2.27 | 48% |
| All Time | 0.00 | 2.35 | 1.51 | 2.10 | 5.97 | 83% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2023 | A pulse check on recent developments in time series econometrics | Journal of Economic Surveys | C | 2 |
| 2023 | Modeling time‐varying higher‐order conditional moments: A survey | Journal of Economic Surveys | C | 2 |
| 2018 | Some theoretical results on forecast combinations | International Journal of Forecasting | B | 2 |
| 2016 | Liquidation discount—a novel application of ARFIMA–GARCH | Journal of Empirical Finance | C | 4 |
| 2015 | Permanent and transitory shocks in the presence of asymmetric error correction | Applied Economics | C | 2 |
| 2008 | Finite sample properties of the QMLE for the Log-ACD model: Application to Australian stocks | Journal of Econometrics | A | 4 |
| 2008 | GENERALIZED AUTOREGRESSIVE CONDITIONAL CORRELATION | Econometric Theory | B | 4 |
| 2007 | An econometric analysis of asymmetric volatility: Theory and application to patents | Journal of Econometrics | A | 3 |
| 2004 | Trends and volatilities in foreign patents registered in the USA | Applied Economics | C | 3 |