Mathematics

Field
Subfield
Domain
OpenAlex	C33923547

Smeal faculty

• Qian Chen - score 9.0
• Arnold F. Shapiro - score 4.5
• John C. Liechty - score 2.4
• Heather Scholz Lutz - score 2.2
• Duncan K. Fong - score 1.9
• Dennis P. Sheehan - score 1.5
• Charles Whiteman - score 1.2
• Russell R. Barton - score 0.9
• Min Ding - score 0.9
• Johanna Amaya - score 0.7
• James McKeown - score 0.7
• Stefan M. Lewellen - score 0.5
• Saurabh Bansal - score 0.5
• Gary L. Lilien - score 0.5
• Orie E. Barron - score 0.4
• Liang Peng - score 0.3
• Charles Cao - score 0.3
• Aydin Alptekinoglu - score 0.3
• Timothy T. Simin - score 0.3
• Nan Zhu - score 0.2
• Rashmi Sharma - score 0.2
• Sotires Pagiavlas - score 0.1
• Tendai Masaya - score 0.1
• J. Andrew Petersen - score 0.1
• Kimberly Cornaggia - score 0.0

Papers

• The power problems of unit root test in time series with autoregressive errors (1992) - cites 414
• Differential Interpretations and Trading Volume (1999) - cites 233
• The Time-Series Properties of Annual Earnings (1977) - cites 219
• Evaluating and extending the Lee–Carter model for mortality forecasting: Bootstrap confidence interval (2005) - cites 215
• Bias and Systematic Change in the Parameter Estimates of Macro-Level Diffusion Models (1997) - cites 213
• Some Single-Valued Neutrosophic Dombi Weighted Aggregation Operators for Multiple Attribute Decision-Making (2017) - cites 156
• Simulation metamodels (1998) - cites 145
• Bayesian correlation estimation (2004) - cites 111
• Fuzzy random variables (2008) - cites 104
• The Informational Content of an Open Limit Order Book (2004) - cites 95
• Simulation metamodels (2002) - cites 90
• Metamodeling of Combined Discrete/Continuous Responses (2001) - cites 69
• Linear Rational Expectations Models (1983) - cites 65
• Can product returns make you money (2010) - cites 62
• Fuzzy formulation of the Lee–Carter model for mortality forecasting (2006) - cites 49
• The case for trend‐stationarity is stronger than we thought (1991) - cites 48
• The Block Pricing Puzzle (2001) - cites 45
• Spurious Regressions in Financial Economics? (2002) - cites 45
• Uniform and Bootstrap Resampling of Empirical Distributions (2005) - cites 43
• Constraints on Large-Block Shareholders (1998) - cites 41
• The Cross Section of Bank Value (2017) - cites 40
• Fuzzy Regression Models (2005) - cites 40
• Modeling future lifetime as a fuzzy random variable (2013) - cites 38
• A Bayesian multidimensional scaling procedure for the spatial analysis of revealed choice data (1998) - cites 35
• Markov chain Monte Carlo methods for switching diffusion models (2001) - cites 33
• Closed-Form Asymptotics and Numerical Approximations of 1D Parabolic Equations with Applications to Option Pricing (2011) - cites 32
• Detecting fuzzy relationships in regression models: The case of insurer solvency surveillance in Germany (2010) - cites 27
• Sampling Moments of Moments Associated with Univariate Distributions (1971) - cites 20
• The Shadow Prior (2009) - cites 18
• Financial Effects of Remote Product Delivery: Evidence from Hospitals (2024) - cites 18