Institution: University of Melbourne
Primary Field: Econometrics (weighted toward more recent publications)
Homepage: https://wenyingyao.github.io/
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 | 1.01 | 0.67 | 0.00 | 2.68 |
| Last 10 Years | 0.00 | 2.51 | 1.17 | 0.00 | 6.54 |
| All Time | 0.00 | 2.51 | 1.17 | 0.00 | 6.54 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2024 | Tests for Jumps in Yield Spreads | Journal of Business & Economic Statistics | A | 2 |
| 2021 | Forecasting the volatility of asset returns: The informational gains from option prices | International Journal of Forecasting | B | 3 |
| 2020 | High-dimensional predictive regression in the presence of cointegration | Journal of Econometrics | A | 4 |
| 2017 | On weak identification in structural VARMA models | Economics Letters | C | 3 |
| 2017 | Vector Autoregressions and Macroeconomic Modeling: An Error Taxonomy | Journal of Business & Economic Statistics | A | 2 |
| 2016 | Determination of Long‐run and Short‐run Dynamics in EC‐VARMA Models via Canonical Correlations | Journal of Applied Econometrics | B | 4 |