Institution: Universidad del País Vasco - Euskal Herriko Unibertsitatea
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 | 0.67 | 0.00 | 0.00 | 1.34 |
| Last 10 Years | 0.00 | 0.67 | 0.00 | 0.00 | 1.34 |
| All Time | 0.00 | 1.34 | 1.68 | 0.00 | 5.36 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2022 | The Effect of Dependence on European Market Risk. A Nonparametric Time Varying Approach | Journal of Business & Economic Statistics | A | 3 |
| 2015 | Nonparametric methods for estimating and testing for constant betas in asset pricing models | Applied Economics | C | 3 |
| 2011 | Conditional beta pricing models: A nonparametric approach | Journal of Banking & Finance | B | 3 |
| 2005 | Nonparametric estimation of time varying parameters under shape restrictions | Journal of Econometrics | A | 3 |
| 2002 | Length of time spent in Chapter 11 bankruptcy: a censored partial regression model | Applied Economics | C | 3 |
| 2001 | Modelling the duration of firms in Chapter 11 bankruptcy using a flexible model | Economics Letters | C | 3 |
| 1996 | A note on cointegration and control | Journal of Economic Dynamics and Control | B | 2 |