Institution: City 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 | 4.04 | 0.00 | 0.00 | 4.04 | 78% |
| Last 10 Years | 0.00 | 10.76 | 0.00 | 0.00 | 10.76 | 89% |
| All Time | 0.00 | 16.82 | 1.01 | 0.00 | 17.83 | 93% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2021 | Shrinkage Estimation of Factor Models With Global and Group-Specific Factors | Journal of Business & Economic Statistics | A | 1 |
| 2020 | Estimation and inference of change points in high-dimensional factor models | Journal of Econometrics | A | 3 |
| 2018 | Adaptive Elastic Net GMM Estimation With Many Invalid Moment Conditions: Simultaneous Model and Moment Selection | Journal of Business & Economic Statistics | A | 3 |
| 2018 | Estimation and inference of dynamic structural factor models with over-identifying restrictions | Journal of Econometrics | A | 1 |
| 2015 | Tests for overidentifying restrictions in Factor-Augmented VAR models | Journal of Econometrics | A | 1 |
| 2015 | TESTS FOR PARAMETER INSTABILITY IN DYNAMIC FACTOR MODELS | Econometric Theory | B | 2 |
| 2014 | Selecting the Correct Number of Factors in Approximate Factor Models: The Large Panel Case With Group Bridge Estimators | Journal of Business & Economic Statistics | A | 2 |