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Sainan Jin

Global rank #3824 95%

Institution: Tsinghua University

Primary Field: Econometrics (weighted toward more recent publications)

First Publication: 2002

Most Recent: 2025

RePEc ID: pji199 ↗

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 S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 2.75 2.18 0.00 7.67
Last 10 Years 0.00 3.42 3.52 0.00 10.36
All Time 0.00 9.79 4.86 0.00 25.77

Publication Statistics

Raw Publications 22
Coauthorship-Adjusted Count 17.40

Publications (22)

Year Article Journal Tier Authors
2025 Three-dimensional heterogeneous panel data models with multi-level interactive fixed effects Journal of Econometrics A 3
2025 On time-varying panel data models with time-varying interactive fixed effects Journal of Econometrics A 5
2024 A new test for unit roots with a partial quadratic trend The Econometrics Journal B 4
2024 Oracle Efficient Estimation of Heterogeneous Dynamic Panel Data Models with Interactive Fixed Effects Journal of Business & Economic Statistics A 4
2023 Robust forecast superiority testing with an application to assessing pools of expert forecasters Journal of Applied Econometrics B 3
2021 Nonstationary panel models with latent group structures and cross-section dependence Journal of Econometrics A 4
2021 On factor models with random missing: EM estimation, inference, and cross validation Journal of Econometrics A 3
2021 BUSINESS CYCLES, TREND ELIMINATION, AND THE HP FILTER International Economic Review B 2
2020 IDENTIFYING LATENT GROUPED PATTERNS IN COINTEGRATED PANELS Econometric Theory B 3
2019 Sieve Estimation of Time-Varying Panel Data Models With Latent Structures Journal of Business & Economic Statistics A 3
2017 ROBUST FORECAST COMPARISON Econometric Theory B 3
2015 ADAPTIVE NONPARAMETRIC REGRESSION WITH CONDITIONAL HETEROSKEDASTICITY Econometric Theory B 3
2015 Specification test for panel data models with interactive fixed effects Journal of Econometrics A 3
2014 Testing the Martingale Hypothesis Journal of Business & Economic Statistics A 2
2012 Sieve estimation of panel data models with cross section dependence Journal of Econometrics A 2
2011 POWER MAXIMIZATION AND SIZE CONTROL IN HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS WITH EXPONENTIATED KERNELS Econometric Theory B 3
2010 Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models Journal of Econometrics A 2
2009 Discrete choice modeling with nonstationary panels applied to exchange rate regime choice Journal of Econometrics A 1
2007 Nonstationary discrete choice: A corrigendum and addendum Journal of Econometrics A 3
2007 Forecasting the car penetration rate (CPR) in China: a nonparametric approach Applied Economics C 2
2006 A new approach to robust inference in cointegration Economics Letters C 3
2002 The KPSS test with seasonal dummies Economics Letters C 2