Institution: Vrije Universiteit Amsterdam
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 | 3.35 | 1.17 | 0.00 | 7.88 |
| All Time | 0.00 | 3.35 | 1.17 | 0.00 | 7.88 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2021 | Missing observations in observation-driven time series models | Journal of Econometrics | A | 3 |
| 2019 | Accelerating score-driven time series models | Journal of Econometrics | A | 3 |
| 2018 | A dynamic network model of the unsecured interbank lending market | Journal of Economic Dynamics and Control | B | 3 |
| 2018 | Penalized indirect inference | Journal of Econometrics | A | 2 |
| 2016 | In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models | International Journal of Forecasting | B | 4 |
| 2016 | Weighted maximum likelihood for dynamic factor analysis and forecasting with mixed frequency data | Journal of Econometrics | A | 4 |
| 2016 | Spillover dynamics for systemic risk measurement using spatial financial time series models | Journal of Econometrics | A | 4 |