Institution: Unknown
Primary Field: General (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 | 0.00 | 0.00 | 0.00 | 0.00 | - |
| Last 10 Years | 0.00 | 0.00 | 0.00 | 0.50 | 0.50 | 12% |
| All Time | 0.00 | 0.00 | 2.02 | 1.51 | 3.53 | 78% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2018 | Estimating ‘gamma’ for tail-hedge discount rates when project returns are cointegrated with GDP | Applied Economics | C | 2 |
| 2008 | Bootstrap methods for autocorrelation test with uncorrelated but not independent errors | Economic Modeling | C | 2 |
| 2005 | The effect of the GARCH(1, 1) on autocorrelation tests in dynamic systems of equations | Applied Economics | C | 2 |
| 1998 | Size and Power of the Error Correction Model Cointegration Test. A Bootstrap Approach | Oxford Bulletin of Economics and Statistics | B | 2 |
| 1998 | Size and Power of the Error Correction Model Cointegration Test. A Bootstrap Approach. | Oxford Bulletin of Economics and Statistics | B | 2 |