Institution: Durham University
Primary Field: Econometrics (weighted toward more recent publications)
Homepage: https://www.dur.ac.uk/business/research/economics/profle/index.php?mode=staff&id=2947
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 | 0.34 | 0.34 | 6% |
| Last 10 Years | 0.00 | 0.00 | 0.67 | 0.34 | 1.01 | 29% |
| All Time | 0.00 | 8.07 | 2.69 | 0.67 | 11.44 | 89% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2023 | Cross‐country disparities in skill premium and skill acquisition | Economic Inquiry | C | 3 |
| 2020 | Probabilistic forecasting of bubbles and flash crashes | The Econometrics Journal | B | 3 |
| 2011 | Informed momentum trading versus uninformed "naive" investors strategies | Journal of Banking & Finance | B | 2 |
| 2007 | The power of autocorrelation tests near the unit root in models with possibly mis-specified linear restrictions | Economics Letters | C | 3 |
| 2007 | A method of estimating the average derivative | Journal of Econometrics | A | 1 |
| 2004 | Does a sudden death liven up the game? Rules, incentives, and strategy in football | Economic Theory | B | 2 |
| 2000 | On the sensitivity of the usual t- and F-tests to covariance misspecification | Journal of Econometrics | A | 2 |
| 1999 | The sensitivity of OLS when the variance matrix is (partially) unknown | Journal of Econometrics | A | 2 |