Lajos Horvath

Global rank #35716 59%

Institution: University of Utah

Primary Field: General (weighted toward more recent publications)

First Publication: Unknown

Most Recent: Unknown

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	A (2x)	B (1x)	Total
Last 5 Years	2.75	1.34	6.84
Last 10 Years	6.60	2.35	15.55
All Time	10.29	12.30	32.88

Publication Statistics

Raw Publications 32

Coauthorship-Adjusted Count 0.00

Publications (32)

Year	Article	Journal	Tier	Authors
2025	On changepoint detection in functional data using empirical energy distance	Journal of Econometrics	A	3
2024	Variable Selection Based Testing for Parameter Changes in Regression with Autoregressive Dependence	Journal of Business & Economic Statistics	A	3
2024	The maximally selected likelihood ratio test in random coefficient models	The Econometrics Journal	B	3
2023	Testing Stability in Functional Event Observations with an Application to IPO Performance	Journal of Business & Economic Statistics	A	5
2023	Changepoint Detection in Heteroscedastic Random Coefficient Autoregressive Models	Journal of Business & Economic Statistics	A	2
2022	SEQUENTIAL MONITORING OF CHANGES IN DYNAMIC LINEAR MODELS, APPLIED TO THE U.S. HOUSING MARKET	Econometric Theory	B	3
2020	Change‐Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models	Journal of Business & Economic Statistics	A	3
2020	Sequential monitoring for changes from stationarity to mild non-stationarity	Journal of Econometrics	A	4
2020	A functional time series analysis of forward curves derived from commodity futures	International Journal of Forecasting	B	4
2020	A New Class of Change Point Test Statistics of Rényi Type	Journal of Business & Economic Statistics	A	3
2019	Testing for randomness in a random coefficient autoregression model	Journal of Econometrics	A	2
2017	ASYMPTOTIC PROPERTIES OF THE CUSUM ESTIMATOR FOR THE TIME OF CHANGE IN LINEAR PANEL DATA MODELS	Econometric Theory	B	4
2016	Statistical inference in a random coefficient panel model	Journal of Econometrics	A	2
2015	Testing for independence between functional time series	Journal of Econometrics	A	2
2014	LIMIT LAWS IN TRANSACTION-LEVEL ASSET PRICE MODELS	Econometric Theory	B	4
2014	Testing stationarity of functional time series	Journal of Econometrics	A	3
2013	A FUNCTIONAL VERSION OF THE ARCH MODEL	Econometric Theory	B	3
2012	SEQUENTIAL TESTING FOR THE STABILITY OF HIGH-FREQUENCY PORTFOLIO BETAS	Econometric Theory	B	5
2012	Segmenting mean-nonstationary time series via trending regressions	Journal of Econometrics	A	3
2010	SUP-TESTS FOR LINEARITY IN A GENERAL NONLINEAR AR(1) MODEL	Econometric Theory	B	3
2009	ON DISTINGUISHING BETWEEN RANDOM WALK AND CHANGE IN THE MEAN ALTERNATIVES	Econometric Theory	B	4
2009	Delay times of sequential procedures for multiple time series regression models	Journal of Econometrics	A	3
2008	ASYMPTOTIC PROPERTIES OF NONPARAMETRIC FRONTIER ESTIMATORS	Econometric Theory	B	3
2007	A LIMIT THEOREM FOR MILDLY EXPLOSIVE AUTOREGRESSION WITH STABLE ERRORS	Econometric Theory	B	2
2006	CONVERGENCE OF INTEGRAL FUNCTIONALS OF STOCHASTIC PROCESSES	Econometric Theory	B	2
2006	MONITORING CONSTANCY OF VARIANCE IN CONDITIONALLY HETEROSKEDASTIC TIME SERIES	Econometric Theory	B	3
2006	TESTING GOODNESS OF FIT BASED ON DENSITIES OF GARCH INNOVATIONS	Econometric Theory	B	2
2006	Testing for stochastic dominance using the weighted McFadden-type statistic	Journal of Econometrics	A	3
2004	SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS	Econometric Theory	B	4
2003	ASYMPTOTICS FOR GARCH SQUARED RESIDUAL CORRELATIONS	Econometric Theory	B	3
2003	ESTIMATION OF THE MAXIMAL MOMENT EXPONENT OF A GARCH(1,1) SEQUENCE	Econometric Theory	B	3
2001	LARGE SAMPLE DISTRIBUTION OF WEIGHTED SUMS OF ARCH(p) SQUARED RESIDUAL CORRELATIONS	Econometric Theory	B	2