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 | 4.69 | 1.01 | 0.00 | 11.73 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 1998 | An empirical analysis of term premiums using significance tests for stochastic dominance | Economics Letters | C | 3 |
| 1988 | On Point-Optimal Cox Tests | Econometric Theory | B | 2 |
| 1983 | Tests for two separate regressions | Journal of Econometrics | A | 1 |
| 1982 | Testing separate regression models subject to specification error | Journal of Econometrics | A | 2 |
| 1982 | Separate Misspecified Regressions and the U.S. Long-Run Demand for Money Function. | Review of Economics and Statistics | A | 3 |
| 1981 | An invariance property of generalized classical linear estimators | Economics Letters | C | 2 |
| 1981 | Alternative procedures and associated tests of significance for non-nested hypotheses | Journal of Econometrics | A | 2 |
| 1979 | On the interpretation of the cox test in econometrics | Economics Letters | C | 2 |