Institution: University of Melbourne
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 | 0.00 | 0.00 | 0.00 | 0.00 | - |
| All Time | 0.00 | 2.69 | 6.73 | 0.00 | 9.42 | 88% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2010 | LOCAL ASYMPTOTIC POWER OF THE IM-PESARAN-SHIN PANEL UNIT ROOT TEST AND THE IMPACT OF INITIAL OBSERVATIONS | Econometric Theory | B | 4 |
| 2009 | TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND | Econometric Theory | B | 4 |
| 2009 | HETEROSKEDASTICITY-ROBUST TESTING FOR A FRACTIONAL UNIT ROOT | Econometric Theory | B | 2 |
| 2008 | TESTING FOR LONG MEMORY | Econometric Theory | B | 3 |
| 2007 | MODIFIED KPSS TESTS FOR NEAR INTEGRATION | Econometric Theory | B | 3 |
| 2007 | Riesz estimators | Journal of Econometrics | A | 3 |
| 2006 | A RESIDUAL-BASED TEST FOR STOCHASTIC COINTEGRATION | Econometric Theory | B | 3 |
| 2003 | SOME LIMIT THEORY FOR AUTOCOVARIANCES WHOSE ORDER DEPENDS ON SAMPLE SIZE | Econometric Theory | B | 3 |
| 2002 | Stochastic cointegration: estimation and inference | Journal of Econometrics | A | 3 |
| 1997 | Principal Components Analysis of Cointegrated Time Series | Econometric Theory | B | 1 |