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Nikolay Gospodinov

Global rank #2128 97%

Institution: Federal Reserve Bank of Atlanta

Primary Field: Econometrics (weighted toward more recent publications)

First Publication: 2002

Most Recent: 2025

RePEc ID: pgo5 ↗

Publication Scores

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 1.01 3.02 1.01 0.00 11.06
Last 10 Years 1.68 4.36 1.01 0.00 16.42
All Time 1.68 14.08 4.02 0.00 39.38

Publication Statistics

Raw Publications 21
Coauthorship-Adjusted Count 20.87

Publications (21)

Year Article Journal Tier Authors
2025 Deconstructing the Yield Curve The Review of Financial Studies A 2
2024 Specification testing for conditional moment restrictions under local identification failure Quantitative Economics B 2
2022 On the Factor Structure of Bond Returns Econometrica S 2
2021 Generalized aggregation of misspecified models: With an application to asset pricing Journal of Econometrics A 2
2021 Common pricing across asset classes: Empirical evidence revisited Journal of Financial Economics A 2
2019 Too good to be true? Fallacies in evaluating risk factor models Journal of Financial Economics A 3
2017 Simulated minimum distance estimation of dynamic models with errors-in-variables Journal of Econometrics A 3
2017 Spurious Inference in Reduced‐Rank Asset‐Pricing Models Econometrica S 3
2015 Minimum Distance Estimation of Possibly Noninvertible Moving Average Models Journal of Business & Economic Statistics A 2
2014 Misspecification-Robust Inference in Linear Asset-Pricing Models with Irrelevant Risk Factors The Review of Financial Studies A 3
2014 A MOMENT‐MATCHING METHOD FOR APPROXIMATING VECTOR AUTOREGRESSIVE PROCESSES BY FINITE‐STATE MARKOV CHAINS Journal of Applied Econometrics B 2
2013 Chi-squared tests for evaluation and comparison of asset pricing models Journal of Econometrics A 3
2013 Commodity Prices, Convenience Yields, and Inflation Review of Economics and Statistics A 2
2012 Local GMM estimation of time series models with conditional moment restrictions Journal of Econometrics A 2
2012 Further Results on the Limiting Distribution of GMM Sample Moment Conditions Journal of Business & Economic Statistics A 3
2011 SPECIFICATION TESTING IN MODELS WITH MANY INSTRUMENTS Econometric Theory B 2
2011 Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks Journal of Business & Economic Statistics A 3
2009 Tobacco taxes and regressivity Journal of Health Economics B 2
2008 Asymptotic and bootstrap tests for linearity in a TAR-GARCH(1,1) model with a unit root Journal of Econometrics A 1
2005 A ‘long march’ perspective on tobacco use in Canada Canadian Journal of Economics C 2
2002 Median unbiased forecasts for highly persistent autoregressive processes Journal of Econometrics A 1