Institution: Chinese University of Hong Kong
Primary Field: Econometrics (weighted toward more recent publications)
Homepage: http://michaelqfan.weebly.com
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 | 0.50 | 2.18 | 0.00 | 3.18 |
| Last 10 Years | 0.00 | 1.51 | 2.68 | 0.00 | 5.70 |
| All Time | 0.00 | 2.51 | 2.68 | 0.00 | 7.71 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2024 | Time-varying minimum variance portfolio | Journal of Econometrics | A | 4 |
| 2022 | The impact of only child peers on students’ cognitive and non-cognitive outcomes | Labour Economics | B | 3 |
| 2021 | CEO early-life disaster experience and stock price crash risk | Journal of Corporate Finance | B | 4 |
| 2021 | Credit expansion, bank liberalization, and structural change in bank asset accounts | Journal of Economic Dynamics and Control | B | 2 |
| 2020 | LARGE SYSTEM OF SEEMINGLY UNRELATED REGRESSIONS: A PENALIZED QUASI-MAXIMUM LIKELIHOOD ESTIMATION PERSPECTIVE | Econometric Theory | B | 4 |
| 2018 | Nonparametric Additive Instrumental Variable Estimator: A Group Shrinkage Estimation Perspective | Journal of Business & Economic Statistics | A | 2 |
| 2015 | Hybrid generalized empirical likelihood estimators: Instrument selection with adaptive lasso | Journal of Econometrics | A | 2 |