Institution: Tallinna Tehnikaülikool
Primary Field: Econometrics (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 | 0.50 | 0.00 | 0.50 |
| Last 10 Years | 0.00 | 0.00 | 1.51 | 0.00 | 2.01 |
| All Time | 0.00 | 0.00 | 2.51 | 0.00 | 3.02 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2021 | Testing identification via heteroskedasticity in structural vector autoregressive models | The Econometrics Journal | B | 4 |
| 2017 | Structural vector autoregressions with smooth transition in variances | Journal of Economic Dynamics and Control | B | 2 |
| 2016 | On the long-run neutrality of demand shocks | Economics Letters | C | 2 |
| 2014 | DISENTANGLING DEMAND AND SUPPLY SHOCKS IN THE CRUDE OIL MARKET: HOW TO CHECK SIGN RESTRICTIONS IN STRUCTURAL VARS | Journal of Applied Econometrics | B | 2 |