Institution: Unknown
Primary Field: Econometrics (weighted toward more recent publications)
Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).
| Period | S (4x) | A (2x) | B (1x) | C (½x) | Total |
|---|---|---|---|---|---|
| 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 | 1.01 | 0.00 | 0.00 | 2.35 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2007 | Testing constancy of the error covariance matrix in vector models | Journal of Econometrics | A | 2 |
| 1999 | A simple linear time series model with misleading nonlinear properties | Economics Letters | C | 3 |