Institution: University of Connecticut
Primary Field: Econometrics (weighted toward more recent publications)
Homepage: http://hwang.econ.uconn.edu
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 | 9.42 | 0.00 | 0.00 | 9.42 | 95% |
| Last 10 Years | 0.00 | 13.45 | 1.51 | 0.00 | 14.97 | 94% |
| All Time | 0.00 | 13.45 | 1.51 | 0.00 | 14.97 | 92% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2024 | Low Frequency Cointegrating Regression with Local to Unity Regressors and Unknown Form of Serial Dependence | Journal of Business & Economic Statistics | A | 2 |
| 2023 | Finite-sample corrected inference for two-step GMM in time series | Journal of Econometrics | A | 2 |
| 2022 | A doubly corrected robust variance estimator for linear GMM | Journal of Econometrics | A | 3 |
| 2021 | Simple and trustworthy cluster-robust GMM inference | Journal of Econometrics | A | 1 |
| 2019 | Religiosity: Identifying the effect of pluralism | Journal of Economic Behavior and Organization | B | 4 |
| 2018 | SIMPLE, ROBUST, AND ACCURATE F AND t TESTS IN COINTEGRATED SYSTEMS | Econometric Theory | B | 2 |
| 2018 | Should we go one step further? An accurate comparison of one-step and two-step procedures in a generalized method of moments framework | Journal of Econometrics | A | 2 |
| 2017 | Asymptotic F and t tests in an efficient GMM setting | Journal of Econometrics | A | 2 |