Institution: University of Virginia
Primary Field: Finance (weighted toward more recent publications)
Homepage: http://lelandfarmer.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 | 1.35 | 2.02 | 0.00 | 3.36 | 71% |
| Last 10 Years | 0.00 | 1.35 | 3.03 | 0.00 | 4.37 | 67% |
| All Time | 0.00 | 1.35 | 3.03 | 0.00 | 4.37 | 80% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2023 | Pockets of Predictability | Journal of Finance | A | 3 |
| 2021 | The discretization filter: A simple way to estimate nonlinear state space models | Quantitative Economics | B | 1 |
| 2017 | Discretizing nonlinear, non‐Gaussian Markov processes with exact conditional moments | Quantitative Economics | B | 2 |