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William Edward Griffiths

Global rank #4198 95%

Institution: University of Melbourne

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://fbe.unimelb.edu.au/our-people/staff/economics/bill-griffiths

First Publication: 1978

Most Recent: 2020

RePEc ID: pgr169 ↗

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 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 1.01 0.00 0.00 2.60
All Time 0.00 9.62 1.68 0.00 23.85

Publication Statistics

Raw Publications 20
Coauthorship-Adjusted Count 17.23

Publications (20)

Year Article Journal Tier Authors
2020 Bayesian assessment of Lorenz and stochastic dominance Canadian Journal of Economics C 4
2018 Bayesian inference for health inequality and welfare using qualitative data Economics Letters C 3
2016 Some models for stochastic frontiers with endogeneity Journal of Econometrics A 2
2015 On GMM estimation of distributions from grouped data Economics Letters C 2
2013 Pareto–lognormal distributions: Inequality, poverty, and estimation from grouped income data Economic Modeling C 2
2012 Inference for Income Distributions Using Grouped Data Journal of Business & Economic Statistics A 5
2012 Global Income Distributions and Inequality, 1993 and 2000: Incorporating Country-Level Inequality Modeled with Beta Distributions Review of Economics and Statistics A 4
2010 Bivariate income distributions for assessing inequality and poverty under dependent samples Economic Modeling C 3
2010 Predictive densities for models with stochastic regressors and inequality constraints: Forecasting local-area wheat yield International Journal of Forecasting B 3
2005 Estimating variable returns to scale production frontiers with alternative stochastic assumptions Journal of Econometrics A 2
2003 The penetration of CDs in the sound recording market: issues in specification, model selection and forecasting International Journal of Forecasting B 2
1992 Testing and estimating location vectors when the error covariance matrix is unknown Journal of Econometrics A 2
1986 A Monte Carlo evaluation of the power of some tests for heteroscedasticity Journal of Econometrics A 2
1985 A note on a posterior approximation in a heteroscedastic model Economics Letters C 2
1984 The properties of some covariance matrix estimators in linear models with AR(1) errors Economics Letters C 2
1984 The small-sample properties of some preliminary test estimators in a linear model with autocorrelated errors Journal of Econometrics A 2
1983 On the relative efficiency of estimators which include the initial observations in the estimation of seemingly unrelated regressions with first-order autoregressive disturbances Journal of Econometrics A 2
1980 A note on a Bayesian estimator in an autocorrelated error model Journal of Econometrics A 2
1979 Bayesian estimation of a random coefficient model Journal of Econometrics A 3
1978 Inconsistency of the OLS estimator of the partial adjustment-adaptive expectations model Journal of Econometrics A 2