Institution: Maastricht University
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 | 1.84 | 0.00 | 3.18 |
| Last 10 Years | 0.00 | 2.01 | 2.85 | 0.00 | 6.87 |
| All Time | 0.00 | 2.01 | 2.85 | 0.00 | 6.87 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2024 | Local projection inference in high dimensions | The Econometrics Journal | B | 3 |
| 2023 | Lasso inference for high-dimensional time series | Journal of Econometrics | A | 3 |
| 2023 | Sparse Identification and Estimation of Large-Scale Vector AutoRegressive Moving Averages | Journal of the American Statistical Association | B | 4 |
| 2021 | Multivariate volatility forecasts for stock market indices | International Journal of Forecasting | B | 3 |
| 2020 | Volatility spillovers in commodity markets: A large t-vector autoregressive approach | Energy Economics | A | 3 |
| 2016 | Commodity dynamics: A sparse multi-class approach | Energy Economics | A | 3 |
| 2016 | Forecasting using sparse cointegration | International Journal of Forecasting | B | 2 |