Institution: Queen's University
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 | 1.35 | 0.00 | 0.00 | 1.35 | 42% |
| Last 10 Years | 0.00 | 1.35 | 0.00 | 0.34 | 1.68 | 40% |
| All Time | 0.00 | 5.38 | 1.51 | 1.60 | 8.49 | 87% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2021 | Diffusion copulas: Identification and estimation | Journal of Econometrics | A | 3 |
| 2016 | Reducible diffusions with time-varying transformations with application to short-term interest rates | Economic Modeling | C | 3 |
| 2014 | Testing the Prebisch–Singer hypothesis since 1650: Evidence from panel techniques that allow for multiple breaks | Journal of International Money and Finance | B | 4 |
| 2012 | Testing the Prebish–Singer hypothesis using second-generation panel data stationarity tests with a break | Economics Letters | C | 4 |
| 2012 | A simple panel stationarity test in the presence of serial correlation and a common factor | Economics Letters | C | 2 |
| 2008 | Panel Stationarity Test with Structural Breaks* | Oxford Bulletin of Economics and Statistics | B | 2 |
| 1999 | The accuracy of the higher order bias approximation for the 2SLS estimator | Economics Letters | C | 2 |
| 1996 | A note on Sargan densities | Journal of Econometrics | A | 1 |