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Mattias Villani

Global rank #5859 93%

Institution: Statistiska institutionen, Stockholms universitet

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: http://mattiasvillani.com

First Publication: 2001

Most Recent: 2023

RePEc ID: pvi83 ↗

Publication Scores

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 0.67 0.00 0.67
Last 10 Years 0.00 0.00 1.17 0.00 1.17
All Time 0.00 4.86 7.61 0.00 17.83

Publication Statistics

Raw Publications 14
Coauthorship-Adjusted Count 13.53

Publications (14)

Year Article Journal Tier Authors
2023 Bayesian optimization of hyperparameters from noisy marginal likelihood estimates Journal of Applied Econometrics B 3
2019 Speeding Up MCMC by Efficient Data Subsampling Journal of the American Statistical Association B 4
2014 Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios Journal of Financial and Quantitative Analysis B 4
2012 Generalized smooth finite mixtures Journal of Econometrics A 3
2011 Bayesian Inference in Structural Second-Price Common Value Auctions Journal of Business & Economic Statistics A 2
2010 Forecasting macroeconomic time series with locally adaptive signal extraction International Journal of Forecasting B 2
2009 Regression density estimation using smooth adaptive Gaussian mixtures Journal of Econometrics A 3
2008 Evaluating an estimated new Keynesian small open economy model Journal of Economic Dynamics and Control B 4
2007 Bayesian estimation of an open economy DSGE model with incomplete pass-through Journal of International Economics A 4
2007 Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks International Journal of Central Banking B 5
2006 Bayesian point estimation of the cointegration space Journal of Econometrics A 1
2005 BAYESIAN REFERENCE ANALYSIS OF COINTEGRATION Econometric Theory B 1
2001 A distance measure between cointegration spaces Economics Letters C 2
2001 Bayesian prediction with cointegrated vector autoregressions International Journal of Forecasting B 1