Institution: Universidade de Lisboa
Primary Field: Econometrics (weighted toward more recent publications)
Homepage: http://nunocrato.org
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 | 1.35 | 3.36 | 2.02 | 6.73 | 85% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2005 | A mild skepticism on nonlinear forecasting: Some comments on the paper by Harvill and Ray | International Journal of Forecasting | B | 1 |
| 2002 | Introduction | International Journal of Forecasting | B | 3 |
| 2002 | A note on moving average forecasts of long memory processes with an application to quality control | International Journal of Forecasting | B | 3 |
| 2001 | Long-run versus short-run behaviour of the real exchange rates | Applied Economics | C | 2 |
| 2000 | Memory in returns and volatilities of futures' contracts | Journal of Futures Markets | C | 2 |
| 1998 | The detection and estimation of long memory in stochastic volatility | Journal of Econometrics | A | 3 |
| 1994 | Long-range dependence in the conditional variance of stock returns | Economics Letters | C | 2 |
| 1994 | Fractional integration analysis of long-run behavior for US macroeconomic time series | Economics Letters | C | 2 |