Institution: London School of Economics (LSE)
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 | 0.67 | 0.00 | 0.00 | 1.34 |
| Last 10 Years | 0.00 | 0.67 | 0.00 | 0.00 | 1.34 |
| All Time | 0.00 | 4.02 | 0.00 | 0.00 | 8.04 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2024 | On the Least Squares Estimation of Multiple-Threshold-Variable Autoregressive Models | Journal of Business & Economic Statistics | A | 3 |
| 2015 | Frontiers in Time Series and Financial Econometrics: An overview | Journal of Econometrics | A | 3 |
| 2015 | Threshold models in time series analysis—Some reflections | Journal of Econometrics | A | 1 |
| 2008 | Estimation and tests for power-transformed and threshold GARCH models | Journal of Econometrics | A | 3 |