Institution: Groupe EDHEC (École de Hautes Études Commerciales du Nord)
Primary Field: Econometrics (weighted toward more recent publications)
Homepage: https://arnauddufays.com/
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 | 1.18 | 0.00 | 1.18 | 37% |
| Last 10 Years | 0.00 | 4.71 | 1.18 | 0.50 | 6.39 | 78% |
| All Time | 0.00 | 6.05 | 1.18 | 0.84 | 8.07 | 86% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2022 | Peer-induced beliefs regarding college participation | Economics of Education Review | B | 3 |
| 2021 | Sparse change‐point VAR models | Journal of Applied Econometrics | B | 4 |
| 2020 | Relevant parameter changes in structural break models | Journal of Econometrics | A | 2 |
| 2019 | A New Approach to Volatility Modeling: The Factorial Hidden Markov Volatility Model | Journal of Business & Economic Statistics | A | 3 |
| 2018 | Modeling macroeconomic series with regime-switching models characterized by a high-dimensional state space | Economics Letters | C | 2 |
| 2017 | Autoregressive Moving Average Infinite Hidden Markov-Switching Models | Journal of Business & Economic Statistics | A | 3 |
| 2014 | Marginal likelihood for Markov-switching and change-point GARCH models | Journal of Econometrics | A | 3 |
| 2014 | A Bayesian method of change-point estimation with recurrent regimes: Application to GARCH models | Journal of Empirical Finance | C | 3 |