Institution: University College London
Primary Field: Econometrics (weighted toward more recent publications)
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 | 0.00 | 0.00 | 0.00 | 0.00 | - |
| Last 10 Years | 0.00 | 2.02 | 0.00 | 0.00 | 2.02 | 47% |
| All Time | 0.00 | 14.13 | 0.00 | 0.00 | 14.13 | 91% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2018 | Bayesian nonparametric vector autoregressive models | Journal of Econometrics | A | 2 |
| 2015 | Flexible Modeling of Dependence in Volatility Processes | Journal of Business & Economic Statistics | A | 2 |
| 2014 | Time-varying sparsity in dynamic regression models | Journal of Econometrics | A | 2 |
| 2011 | Covariance measurement in the presence of non-synchronous trading and market microstructure noise | Journal of Econometrics | A | 2 |
| 2011 | Stick-breaking autoregressive processes | Journal of Econometrics | A | 2 |
| 2006 | Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility | Journal of Econometrics | A | 2 |
| 2004 | Semiparametric Bayesian inference for stochastic frontier models | Journal of Econometrics | A | 2 |