Institution: Universidade de Lisboa
Primary Field: Econometrics (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 | 3.36 | 2.02 | 0.00 | 5.38 | 73% |
| All Time | 0.00 | 3.36 | 3.03 | 0.50 | 6.90 | 85% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2020 | Dynamic Vector Mode Regression | Journal of Business & Economic Statistics | A | 3 |
| 2018 | A GENERAL CLASS OF NON-NESTED TEST STATISTICS FOR MODELS DEFINED THROUGH MOMENT RESTRICTIONS | Econometric Theory | B | 1 |
| 2017 | Tests of additional conditional moment restrictions | Journal of Econometrics | A | 2 |
| 2012 | A cautionary note on tests of overidentifying restrictions | Economics Letters | C | 2 |
| 2011 | GEL METHODS FOR NONSMOOTH MOMENT INDICATORS | Econometric Theory | B | 2 |