Advanced Search
MyIDEAS: Login

Maxwell Leslie King

Contents:

This is information that was supplied by Maxwell King in registering through RePEc. If you are Maxwell Leslie King , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Maxwell
Middle Name: Leslie
Last Name: King
Suffix:

RePEc Short-ID: pki342

Email: [This author has chosen not to make the email address public]
Homepage:
Postal Address:
Phone:

Affiliation

Department of Econometrics and Business Statistics
Monash Business School
Monash University
Location: Melbourne, Australia
Homepage: http://www.buseco.monash.edu.au/ebs/
Email:
Phone: 03 990 52372
Fax: 03 990 55474
Postal: Room 674, Menzies Building, Wellington Road, Clayton, Victoria, 3168
Handle: RePEc:edi:dxmonau (more details at EDIRC)

Works

as in new window

Working papers

  1. Xibin Zhang & Maxwell L. King & Han Lin Shang, 2013. "Bayesian bandwidth selection for a nonparametric regession model with mixed types of regressors," Monash Econometrics and Business Statistics Working Papers 13/13, Monash University, Department of Econometrics and Business Statistics.
  2. Xibin Zhang & Maxwell L. King & Han Lin Shang, 2013. "A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density," Monash Econometrics and Business Statistics Working Papers 20/13, Monash University, Department of Econometrics and Business Statistics.
  3. Xibin Zhang & Maxwell L. King, 2013. "Gaussian kernel GARCH models," Monash Econometrics and Business Statistics Working Papers 19/13, Monash University, Department of Econometrics and Business Statistics.
  4. Jiti Gao & Maxwell King, 2012. "An Improved Nonparametric Unit-Root Test," Monash Econometrics and Business Statistics Working Papers 16/12, Monash University, Department of Econometrics and Business Statistics.
  5. Xibin Zhang & Maxwell L. King, 2011. "Bayesian semiparametric GARCH models," Monash Econometrics and Business Statistics Working Papers 24/11, Monash University, Department of Econometrics and Business Statistics.
  6. Xibin Zhang & Maxwell L. King & Han Lin Shang, 2011. "Bayesian estimation of bandwidths for a nonparametric regression model with a flexible error density," Monash Econometrics and Business Statistics Working Papers 10/11, Monash University, Department of Econometrics and Business Statistics.
  7. Jiti Gao & Maxwell King, 2011. "A New Test in Parametric Linear Models against Nonparametric Autoregressive Errors," Monash Econometrics and Business Statistics Working Papers 20/11, Monash University, Department of Econometrics and Business Statistics.
  8. Maxwell L. King & Xibin Zhang & Muhammad Akram, 2011. "A New Procedure For Multiple Testing Of Econometric Models," Monash Econometrics and Business Statistics Working Papers 7/11, Monash University, Department of Econometrics and Business Statistics.
  9. Jiti Gao & Maxwell King & Zudi Lu & Dag Tjøstheim, 2009. "Nonparametric Specification Testing for Nonlinear Time Series with Nonstationarity," School of Economics Working Papers 2009-03, University of Adelaide, School of Economics.
  10. Xibin Zhang & Robert D. Brooks & Maxwell L. King, 2007. "A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation," Monash Econometrics and Business Statistics Working Papers 11/07, Monash University, Department of Econometrics and Business Statistics.
  11. Jahar L. Bhowmik & Maxwell L. King, 2005. "Parameter Estimation in Semi-Linear Models Using a Maximal Invariant Likelihood Function," Monash Econometrics and Business Statistics Working Papers 18/05, Monash University, Department of Econometrics and Business Statistics.
  12. Jahar L. Bhowmik & Maxwell L. King, 2005. "Deriving Tests of the Semi-Linear Regression Model Using the Density Function of a Maximal Invariant," Monash Econometrics and Business Statistics Working Papers 19/05, Monash University, Department of Econometrics and Business Statistics.
  13. Baki Billah & Maxwell L King & Ralph D Snyder & Anne B Koehler, 2005. "Exponential Smoothing Model Selection for Forecasting," Monash Econometrics and Business Statistics Working Papers 6/05, Monash University, Department of Econometrics and Business Statistics.
  14. Maxwell L. King & Jahar L. Bhowmik, 2004. "Maximal Invariant Likelihood Based Testing of Semi-Linear Models," Econometric Society 2004 Australasian Meetings 245, Econometric Society.
  15. Xibin Zhang & Maxwell L. King & Rob J. Hyndman, 2004. "Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC," Monash Econometrics and Business Statistics Working Papers 9/04, Monash University, Department of Econometrics and Business Statistics.
  16. Jiti Gao & Maxwell King, 2004. "Model Specification Testing in Nonparametric and Semiparametric Time Series Econometric Models," Econometric Society 2004 North American Winter Meetings 225, Econometric Society.
  17. Xibin Zhang & Maxwell L. King, 2004. "Box-Cox Stochastic Volatility Models with Heavy-Tails and Correlated Errors," Monash Econometrics and Business Statistics Working Papers 26/04, Monash University, Department of Econometrics and Business Statistics.
  18. Xibin Zhang & Maxwell L. King, 2003. "Estimation of Asymmetric Box-Cox Stochastic Volatility Models Using MCMC Simulation," Monash Econometrics and Business Statistics Working Papers 10/03, Monash University, Department of Econometrics and Business Statistics.
  19. Gao, Jiti & King, Maxwell, 2003. "Estimation and model specification testing in nonparametric and semiparametric econometric models," MPRA Paper 11989, University Library of Munich, Germany, revised Feb 2006.
  20. Xibin Zhang & Maxwell L. King, 2002. "Influence Diagnostics in GARCH Processes," Monash Econometrics and Business Statistics Working Papers 19/02, Monash University, Department of Econometrics and Business Statistics.
  21. Rob J Hyndman & Maxwell L. King & Ivet Pitrun & Baki Billah, 2002. "Local Linear Forecasts Using Cubic Smoothing Splines," Monash Econometrics and Business Statistics Working Papers 10/02, Monash University, Department of Econometrics and Business Statistics.
  22. Podivinsky, Jan M. & King, Maxwell L., 2000. "The exact power envelope of tests for a unit root," Discussion Paper Series In Economics And Econometrics 0026, Economics Division, School of Social Sciences, University of Southampton.
  23. Anthony W. Hughes & Maxwell L. King & Kwek Kian Teng, 1999. "Selecting the Order of an ARCH Model," School of Economics Working Papers 1999-01, University of Adelaide, School of Economics.
  24. Hossain, M.Z. & King, M.L., 1998. "Model Selection when a Key Parameter Is Constrained to Be in an Interval," Monash Econometrics and Business Statistics Working Papers 15/98, Monash University, Department of Econometrics and Business Statistics.
  25. Laskar, M.R. & King, M.L., 1998. "Modified Likelihood and Related Methods for Handling Nuisance Parameters in the Linear Regression Model," Monash Econometrics and Business Statistics Working Papers 5/98, Monash University, Department of Econometrics and Business Statistics.
  26. Laskar, M.R. & King, M.L., 1998. "Comparisons of Estimators and Tests Based on Modified Likelihood And Message Length Functions," Monash Econometrics and Business Statistics Working Papers 6/98, Monash University, Department of Econometrics and Business Statistics.
  27. Laskar, M.R. & King, M.L., 1996. "Estimation of Regression Disturbances Based on Minimum Message Length," Monash Econometrics and Business Statistics Working Papers 6/96, Monash University, Department of Econometrics and Business Statistics.
  28. King, M.L. & Forbes, C.S. & Morgan, A., 1996. "Improved Small Sample Midel selection Procedures," Monash Econometrics and Business Statistics Working Papers 18/96, Monash University, Department of Econometrics and Business Statistics.
  29. Atukorala, R. & King, M.L., 1996. "A Comparison of the Accuracy of Asymptotic Approximations in the Dynamic Regression Model Using Kullback-Leibler Information," Monash Econometrics and Business Statistics Working Papers 8/96, Monash University, Department of Econometrics and Business Statistics.
  30. Wu, P. & King, M.L., 1995. "Small-Sample Power of Tests for Inequality Restrictions: The Case of Quarter Independant Errors," Monash Econometrics and Business Statistics Working Papers 7/95, Monash University, Department of Econometrics and Business Statistics.
  31. King, M.L. & Harris, D.C., 1995. "The Applications of the Durbin-Watson Test to the Dynamic Regression Model Under Normal and Non-Normal Errors," Monash Econometrics and Business Statistics Working Papers 6/95, Monash University, Department of Econometrics and Business Statistics.
  32. Forbes, C.S. & King, M.L. & Morgan, A., 1995. "A Small Sample Variable Selection Procedure," Monash Econometrics and Business Statistics Working Papers 15/95, Monash University, Department of Econometrics and Business Statistics.
  33. Ara, I. & King, M.L., 1995. "Marginal Likelihood Based Tests of a Subvector of the Parameter Vector of Linear Regression Disturbances," Monash Econometrics and Business Statistics Working Papers 12/95, Monash University, Department of Econometrics and Business Statistics.
  34. Wu, P.X. & King, M.L., 1994. "One Sided Hypothesis Testing in Econometrics: A Survey," Monash Econometrics and Business Statistics Working Papers 6/94, Monash University, Department of Econometrics and Business Statistics.
  35. Brooks, R.D. & King, M.L., 1994. "Hypothesis Testing of Varying Coefficient Regression Models: Procedures and Applications," Monash Econometrics and Business Statistics Working Papers 5/94, Monash University, Department of Econometrics and Business Statistics.
  36. Rahman, S. & King, M.L., 1994. "A Comparison of Marginal Likelihood Based and Approximate Point Optimal Tests for Random Regression Coefficient in the Presence of Autocorrelation," Monash Econometrics and Business Statistics Working Papers 4/94, Monash University, Department of Econometrics and Business Statistics.
  37. Dufour, J.M. & King, M.L., 1989. "Optimal Invariant Tests for the Autocorrelation Coefficient in Linear Regressions with Stationary and Nonstationary Ar(1) Errors," Cahiers de recherche 8921, Universite de Montreal, Departement de sciences economiques.
  38. Hall, V.B. & King, M. L., 1975. "Inflationary Expectations In New Zealand, A Preliminary Study," Working Papers 4, University of Sydney, School of Economics.

Articles

  1. Zhang, Xibin & King, Maxwell L. & Shang, Han Lin, 2014. "A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density," Computational Statistics & Data Analysis, Elsevier, vol. 78(C), pages 218-234.
  2. Zhang, Xibin & Brooks, Robert D. & King, Maxwell L., 2009. "A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation," Journal of Econometrics, Elsevier, vol. 153(1), pages 21-32, November.
  3. Gao, Jiti & King, Maxwell & Lu, Zudi & Tjøstheim, Dag, 2009. "Nonparametric Specification Testing For Nonlinear Time Series With Nonstationarity," Econometric Theory, Cambridge University Press, vol. 25(06), pages 1869-1892, December.
  4. Zhang, Xibin & King, Maxwell L., 2008. "Box-Cox stochastic volatility models with heavy-tails and correlated errors," Journal of Empirical Finance, Elsevier, vol. 15(3), pages 549-566, June.
  5. Jahar Bhowmik & Maxwell King, 2007. "Maximal invariant likelihood based testing of semi-linear models," Statistical Papers, Springer, vol. 48(3), pages 357-383, September.
  6. Sriananthakumar, Sivagowry & King, Maxwell L., 2006. "A new approximate point optimal test of a composite null hypothesis," Journal of Econometrics, Elsevier, vol. 130(1), pages 101-122, January.
  7. Zhang, Xibin & King, Maxwell L. & Hyndman, Rob J., 2006. "A Bayesian approach to bandwidth selection for multivariate kernel density estimation," Computational Statistics & Data Analysis, Elsevier, vol. 50(11), pages 3009-3031, July.
  8. Billah, Baki & King, Maxwell L. & Snyder, Ralph D. & Koehler, Anne B., 2006. "Exponential smoothing model selection for forecasting," International Journal of Forecasting, Elsevier, vol. 22(2), pages 239-247.
  9. Begum, Nelufa & King, Maxwell L., 2005. "Most mean powerful test of a composite null against a composite alternative," Computational Statistics & Data Analysis, Elsevier, vol. 49(4), pages 1079-1104, June.
  10. Xibin Zhang & Maxwell L. King, 2005. "Influence Diagnostics in Generalized Autoregressive Conditional Heteroscedasticity Processes," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 118-129, January.
  11. Hughes, Anthony W. & King, Maxwell L. & Kwek, Kian Teng, 2004. "Selecting the order of an ARCH model," Economics Letters, Elsevier, vol. 83(2), pages 269-275, May.
  12. Lu, Zeng-Hua & King, Maxwell L., 2004. "A Wald-type test of quadratic parametric restrictions," Economics Letters, Elsevier, vol. 83(3), pages 359-364, June.
  13. Gao, Jiti & King, Maxwell, 2004. "Adaptive Testing In Continuous-Time Diffusion Models," Econometric Theory, Cambridge University Press, vol. 20(05), pages 844-882, October.
  14. Zeng-Hua Lu & Maxwell King, 2002. "Improving The Numerical Technique For Computing The Accumulated Distribution Of A Quadratic Form In Normal Variables," Econometric Reviews, Taylor & Francis Journals, vol. 21(2), pages 149-165.
  15. Goh, Kim-Leng & King, Maxwell L, 1999. " A Correction for Local Biasedness of the Wald and Null Wald Tests," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 61(3), pages 435-50, August.
  16. Kulendran, N. & King, Maxwell L., 1997. "Forecasting international quarterly tourist flows using error-correction and time-series models," International Journal of Forecasting, Elsevier, vol. 13(3), pages 319-327, September.
  17. Laskar, Mizan R. & King, Maxwell L., 1997. "Modified Wald test for regression disturbances," Economics Letters, Elsevier, vol. 56(1), pages 5-11, September.
  18. Maxwell King & Ping Wu, 1997. "Locally optimal one-sided tests for multiparameter hypotheses," Econometric Reviews, Taylor & Francis Journals, vol. 16(2), pages 131-156.
  19. Rahman, Shahidur & King, Maxwell L., 1997. "Marginal-likelihood score-based tests of regression disturbances in the presence of nuisance parameters," Journal of Econometrics, Elsevier, vol. 82(1), pages 81-106.
  20. Goh, Kim-Leng & King, Maxwell L., 1996. "Modified Wald tests for non-linear restrictions: A cautionary tale," Economics Letters, Elsevier, vol. 53(2), pages 133-138, November.
  21. Ping, Wu & King, Maxwell L., 1996. "Small-sample power of tests for inequality restrictions: The case of quarter-dependent regression errors," Economics Letters, Elsevier, vol. 52(2), pages 121-127, August.
  22. Baillie, Richard T. & King, Maxwell L., 1996. "Editors' introduction: Fractional differencing and long memory processes," Journal of Econometrics, Elsevier, vol. 73(1), pages 1-3, July.
  23. Granger, Clive W. J. & King, Maxwell L. & White, Halbert, 1995. "Comments on testing economic theories and the use of model selection criteria," Journal of Econometrics, Elsevier, vol. 67(1), pages 173-187, May.
  24. Lee, John H H & King, Maxwell L, 1994. "Correction [A Locally Most Mean Powerful Based Score Test for ARCH and GARCH Regression Disturbances]," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(1), pages 139, January.
  25. Rahman, Shahidur & King, Maxwell L, 1993. "Testing for ARMA (1, 1) Disturbances in the Linear Regression Model," Australian Economic Papers, Wiley Blackwell, vol. 32(61), pages 284-98, December.
  26. Silvapulle, Paramsothy & King, Maxwell L., 1993. "Nonnested testing for autocorrelation in the linear regression model," Journal of Econometrics, Elsevier, vol. 58(3), pages 295-314, August.
  27. Lee, John H H & King, Maxwell L, 1993. "A Locally Most Mean Powerful Based Score Test for ARCH and GARCH Regression Disturbances," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(1), pages 17-27, January.
  28. King, Maxwell L & Shively, Thomas S, 1993. "Locally Optimal Testing When a Nuisance Parameter Is Present Only under the Alternative," The Review of Economics and Statistics, MIT Press, vol. 75(1), pages 1-7, February.
  29. Silvapulle, Paramsothy & King, Maxwell L, 1991. "Testing Moving Average against Autoregressive Disturbances in the Linear-Regression Model," Journal of Business & Economic Statistics, American Statistical Association, vol. 9(3), pages 329-35, July.
  30. Dufour, Jean-Marie & King, Maxwell L., 1991. "Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors," Journal of Econometrics, Elsevier, vol. 47(1), pages 115-143, January.
  31. Hillier, Grant H. & King, Maxwell L., 1991. "Editors' introduction: 40 years of diagnostic testing," Journal of Econometrics, Elsevier, vol. 47(1), pages 1-4, January.
  32. Grose, Simone D. & King, Maxwell L., 1991. "The locally unbiased two-sided Durbin--Watson test," Economics Letters, Elsevier, vol. 35(4), pages 401-407, April.
  33. King, Maxwell L. & Wu, Ping X., 1991. "Small-disturbance asymptotics and the Durbin-Watson and related tests in the dynamic regression model," Journal of Econometrics, Elsevier, vol. 47(1), pages 145-152, January.
  34. King, Maxwell L & Edwards, P M, 1989. "Transformations for an Exact Goodness-of-Fit Test of Structural Change in the Linear Regression Model," Empirical Economics, Springer, vol. 14(2), pages 113-21.
  35. King, Maxwell L., 1989. "Testing for fourth-order autocorrelation in regression disturbances when first-order autocorrrelation is present," Journal of Econometrics, Elsevier, vol. 41(3), pages 285-301, July.
  36. King, Maxwell L. & Evans, Merran A., 1988. "Locally Optimal Properties of the Durbin-Watson Test," Econometric Theory, Cambridge University Press, vol. 4(03), pages 509-516, December.
  37. Evans, Merran A. & King, Maxwell L., 1988. "A further class of tests for heteroscedasticity," Journal of Econometrics, Elsevier, vol. 37(2), pages 265-276, February.
  38. King, Maxwell L & McAleer, Michael, 1987. "Further Results on Testing AR (1) against MA (1) Disturbances in the Linear Regression Model," Review of Economic Studies, Wiley Blackwell, vol. 54(4), pages 649-63, October.
  39. King, Maxwell L, 1987. "An Alternative Test for Regression Coefficient Stability [Testing for Regression Coefficient Stability with a Stationary AR(1) Alternative]," The Review of Economics and Statistics, MIT Press, vol. 69(2), pages 379-81, May.
  40. King, Maxwell L. & Smith, Murray D., 1986. "Joint one-sided tests of linear regression coefficients," Journal of Econometrics, Elsevier, vol. 32(3), pages 367-383, August.
  41. King, Maxwell L., 1985. "A Point Optimal Test for Moving Average Regression Disturbances," Econometric Theory, Cambridge University Press, vol. 1(02), pages 211-222, August.
  42. Evans, Merran A. & King, Maxwell L., 1985. "A point optimal test for heteroscedastic disturbances," Journal of Econometrics, Elsevier, vol. 27(2), pages 163-178, February.
  43. King, Maxwell L., 1985. "A point optimal test for autoregressive disturbances," Journal of Econometrics, Elsevier, vol. 27(1), pages 21-37, January.
  44. King, Maxwell L. & Evans, Merran A., 1985. "The Durbin-Watson test and cross-sectional data," Economics Letters, Elsevier, vol. 18(1), pages 31-34.
  45. King, Maxwell L. & Evans, Merran A., 1984. "A joint test for serial correlation and heteroscedasticity," Economics Letters, Elsevier, vol. 16(3-4), pages 297-302.
  46. King, M.L. & Giles, D.E.A., 1984. "Autocorrelation pre-testing in the linear model: Estimation, testing and prediction," Journal of Econometrics, Elsevier, vol. 25(1-2), pages 35-48.
  47. King, Maxwell L., 1984. "A new test for fourth-order autoregressive disturbances," Journal of Econometrics, Elsevier, vol. 24(3), pages 269-277, March.
  48. King, Maxwell L., 1983. "The Durbin-Watson test for serial correlation : Bounds for regressions using monthly data," Journal of Econometrics, Elsevier, vol. 21(3), pages 357-366, April.
  49. King, Maxwell L., 1983. "Testing for autoregressive against moving average errors in the linear regression model," Journal of Econometrics, Elsevier, vol. 21(1), pages 35-51, January.
  50. King, Maxwell L, 1982. "Testing for a Serially Correlated Component in Regression Disturbances," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 23(3), pages 577-82, October.
  51. King, M L, 1981. "The Durbin-Watson Bounds Test and Regressions without an Intercept," Australian Economic Papers, Wiley Blackwell, vol. 20(36), pages 161-70, June.
  52. King, M. L., 1981. "The alternative Durbin-Watson test : An assessment of Durbin and Watson's choice of test statistic," Journal of Econometrics, Elsevier, vol. 17(1), pages 51-66, September.
  53. King, Maxwell L, 1981. "The Durbin-Watson Test for Serial Correlation: Bounds for Regressions with Trend and/or Seasonal Dummy Variables," Econometrica, Econometric Society, vol. 49(6), pages 1571-81, November.
  54. King, Maxwell L, 1981. "A Note on Szroeter's Bounds Test," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 43(3), pages 315-21, August.
  55. Giles, D. E. A. & King, M. L., 1978. "Fourth-order autocorrelation : Further significance points for the Wallis test," Journal of Econometrics, Elsevier, vol. 8(2), pages 255-259, October.
  56. King, M L & Giles, D E A, 1978. "A Comparison of Some Tests for Fourth-Order Autocorrelation," Australian Economic Papers, Wiley Blackwell, vol. 17(31), pages 323-33, December.
  57. King, M L & Giles, D E A, 1977. "A Note on Wallis' Bounds Test and Negative Autocorrelation," Econometrica, Econometric Society, vol. 45(4), pages 1023-26, May.

NEP Fields

18 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CMP: Computational Economics (2) 2003-05-29 2004-12-12
  2. NEP-ECM: Econometrics (17) 2002-12-18 2003-05-29 2004-05-02 2004-10-30 2004-10-30 2004-12-12 2005-04-16 2005-07-25 2005-07-25 2007-08-18 2011-06-18 2011-09-05 2011-10-01 2011-11-21 2012-09-09 2013-11-16 2013-11-16. Author is listed
  3. NEP-ETS: Econometric Time Series (11) 2002-12-17 2003-05-29 2004-05-02 2004-10-30 2004-12-12 2005-04-16 2011-06-18 2011-10-01 2011-11-21 2012-09-09 2013-11-16. Author is listed
  4. NEP-FIN: Finance (2) 2004-12-12 2004-12-15
  5. NEP-FOR: Forecasting (5) 2011-09-05 2011-11-21 2013-06-30 2013-11-16 2013-11-16. Author is listed
  6. NEP-ORE: Operations Research (2) 2011-09-05 2011-11-21
  7. NEP-RMG: Risk Management (4) 2003-05-29 2011-09-05 2011-11-21 2013-11-16

Statistics

This author is among the top 5% authors according to these criteria:
  1. Number of Works
  2. Number of Distinct Works
  3. Number of Distinct Works, Weighted by Simple Impact Factor
  4. Number of Distinct Works, Weighted by Recursive Impact Factor
  5. Number of Distinct Works, Weighted by Number of Authors
  6. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  7. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  8. Number of Journal Pages
  9. Number of Journal Pages, Weighted by Simple Impact Factor
  10. Number of Journal Pages, Weighted by Recursive Impact Factor
  11. Number of Journal Pages, Weighted by Number of Authors
  12. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  13. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  14. Closeness measure in co-authorship network
  15. Betweenness measure in co-authorship network
  16. Strength of students

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Maxwell King should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.