Institution: North Carolina State University
Primary Field: Econometrics (weighted toward more recent publications)
Homepage: https://www.ilzekalnina.net
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 | 3.02 | 0.00 | 0.00 | 6.03 |
| Last 10 Years | 0.00 | 3.69 | 1.01 | 0.00 | 8.38 |
| All Time | 0.00 | 6.70 | 1.01 | 0.00 | 14.41 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2025 | Cross-sectional dependence in idiosyncratic volatility | Journal of Econometrics | A | 2 |
| 2023 | Inference for Nonparametric High-Frequency Estimators with an Application to Time Variation in Betas | Journal of Business & Economic Statistics | A | 1 |
| 2020 | High-frequency factor models and regressions | Journal of Econometrics | A | 3 |
| 2017 | Nonparametric Estimation of the Leverage Effect: A Trade-Off Between Robustness and Efficiency | Journal of the American Statistical Association | B | 2 |
| 2011 | Subsampling high frequency data | Journal of Econometrics | A | 1 |
| 2008 | Estimating quadratic variation consistently in the presence of endogenous and diurnal measurement error | Journal of Econometrics | A | 2 |