Institution: Helsingin Yliopisto
Primary Field: Econometrics (weighted toward more recent publications)
Homepage: http://blogs.helsinki.fi/meitz/
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 | 2.02 | 0.00 | 0.00 | 2.02 | 57% |
| Last 10 Years | 0.00 | 4.71 | 0.00 | 0.00 | 4.71 | 70% |
| All Time | 0.00 | 4.71 | 4.04 | 0.00 | 8.75 | 87% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2021 | Testing for observation-dependent regime switching in mixture autoregressive models | Journal of Econometrics | A | 2 |
| 2017 | Identification and estimation of non-Gaussian structural vector autoregressions | Journal of Econometrics | A | 3 |
| 2016 | Gaussian mixture vector autoregression | Journal of Econometrics | A | 3 |
| 2011 | PARAMETER ESTIMATION IN NONLINEAR AR–GARCH MODELS | Econometric Theory | B | 2 |
| 2008 | ERGODICITY, MIXING, AND EXISTENCE OF MOMENTS OF A CLASS OF MARKOV MODELS WITH APPLICATIONS TO GARCH AND ACD MODELS | Econometric Theory | B | 2 |
| 2006 | A NECESSARY AND SUFFICIENT CONDITION FOR THE STRICT STATIONARITY OF A FAMILY OF GARCH PROCESSES | Econometric Theory | B | 1 |