Institution: Jönköping Universitet
Primary Field: General (weighted toward more recent publications)
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 | 0.00 | 0.00 | 0.00 | 0.00 |
| Last 10 Years | 0.00 | 0.00 | 0.00 | 0.00 | 0.25 |
| All Time | 0.00 | 0.00 | 0.00 | 0.00 | 3.52 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2017 | A wavelet-based panel unit-root test in the presence of an unknown structural break and cross-sectional dependency, with an application of purchasing power parity theory in developing countries | Applied Economics | C | 4 |
| 2015 | The efficiency of the Scandinavian banking sector - a wavelet quantile regression analysis | Applied Economics | C | 4 |
| 2014 | Testing for nonlinear panel unit roots under cross-sectional dependency — With an application to the PPP hypothesis | Economic Modeling | C | 2 |
| 2013 | Asymmetric quantile analysis of the Swedish mortgage price discovery process | Applied Economics | C | 3 |
| 2013 | Testing for panel unit roots in the presence of spatial dependency | Applied Economics | C | 3 |
| 2012 | On ridge estimators for the negative binomial regression model | Economic Modeling | C | 1 |
| 2012 | On Liu estimators for the logit regression model | Economic Modeling | C | 3 |
| 2011 | A Poisson ridge regression estimator | Economic Modeling | C | 2 |