Institution: University of Macau
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 | 1.01 | 0.00 | 0.00 | 2.01 |
| Last 10 Years | 0.00 | 1.01 | 0.67 | 0.00 | 2.68 |
| All Time | 0.00 | 4.02 | 0.67 | 0.00 | 8.71 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2022 | Adaptive Testing for Cointegration With Nonstationary Volatility | Journal of Business & Economic Statistics | A | 2 |
| 2020 | SIGN-BASED UNIT ROOT TESTS FOR EXPLOSIVE FINANCIAL BUBBLES IN THE PRESENCE OF DETERMINISTICALLY TIME-VARYING VOLATILITY | Econometric Theory | B | 3 |
| 2015 | Nonparametric specification tests for stochastic volatility models based on volatility density | Journal of Econometrics | A | 1 |
| 2014 | Estimating spot volatility with high-frequency financial data | Journal of Econometrics | A | 2 |