Institution: Singapore Management University
Primary Field: Econometrics (weighted toward more recent publications)
Homepage: https://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=1425210
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 | 0.00 | 0.00 | 0.00 | 0.00 | - |
| All Time | 0.00 | 4.04 | 3.03 | 0.00 | 7.06 | 85% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2015 | Linear programming-based estimators in nonnegative autoregression | Journal of Banking & Finance | B | 1 |
| 2013 | Estimation of Time‐varying Adjusted Probability of Informed Trading and Probability of Symmetric Order‐flow Shock | Journal of Applied Econometrics | B | 2 |
| 2012 | Statistical tests for multiple forecast comparison | Journal of Econometrics | A | 2 |
| 2011 | Linear programming-based estimators in simple linear regression | Journal of Econometrics | A | 2 |