Mathematics

Field
Subfield
Domain
OpenAlex	C33923547

Smeal faculty

• Arnold F. Shapiro - score 5.0
• Dennis P. Sheehan - score 3.7
• Zhongyi Yuan - score 2.5
• John C. Liechty - score 2.4
• Duncan K. Fong - score 1.9
• Heather Scholz Lutz - score 1.7
• Charles Whiteman - score 1.7
• Joel M. Vanden - score 1.4
• Travis Lesser - score 1.3
• Russell R. Barton - score 0.9
• Zhenzhen Yan - score 0.9
• Anh Le - score 0.8
• James McKeown - score 0.7
• Aydin Alptekinoglu - score 0.6
• Gary L. Lilien - score 0.6
• Orie E. Barron - score 0.6
• Stefan M. Lewellen - score 0.5
• Saurabh Bansal - score 0.5
• Charles Cao - score 0.3
• Timothy T. Simin - score 0.3
• Edward T. Reutzel - score 0.2
• Min Ding - score 0.2
• Eric P. Smith - score 0.2
• Nan Zhu - score 0.2
• Rui Zhong - score 0.1
• Sotires Pagiavlas - score 0.1
• Tendai Masaya - score 0.1
• J. Andrew Petersen - score 0.1
• Kimberly Cornaggia - score 0.0

Papers

• ABELL F. Dereck, Defining The Business. The Starting Point of Strategic Planning . USA, Prentice Hall, Englewood Cliffs, New Jersey, 1980. (1996) - cites 575
• The power problems of unit root test in time series with autoregressive errors (1992) - cites 418
• Differential Interpretations and Trading Volume (1999) - cites 228
• The Time-Series Properties of Annual Earnings (1977) - cites 216
• Bias and Systematic Change in the Parameter Estimates of Macro-Level Diffusion Models (1997) - cites 213
• Evaluating and extending the Lee–Carter model for mortality forecasting: Bootstrap confidence interval (2005) - cites 207
• Forecasting Using Relative Entropy (2005) - cites 155
• Simulation metamodels (1998) - cites 139
• Fuzzy random variables (2008) - cites 107
• Bayesian correlation estimation (2004) - cites 105
• Randomly weighted sums of subexponential random variables with application to capital allocation (2014) - cites 101
• Simulation metamodels (2002) - cites 90
• The Informational Content of an Open Limit Order Book (2004) - cites 85
• Linear Rational Expectations Models (1983) - cites 74
• Metamodeling of Combined Discrete/Continuous Responses (2001) - cites 73
• Can product returns make you money (2010) - cites 62
• An application of fuzzy random variables to control charts (2010) - cites 61
• NON-COMPENSATORY (AND COMPENSATORY) MODELS OF CONSIDERATION-SET DECISIONS (2009) - cites 60
• Discrete-Time Dynamic Term Structure Models with Generalized Market Prices of Risk (2006) - cites 55
• Constraints on Large-Block Shareholders (1998) - cites 54
• Fuzzy formulation of the Lee–Carter model for mortality forecasting (2006) - cites 49
• The Block Pricing Puzzle (2001) - cites 47
• The case for trend‐stationarity is stronger than we thought (1991) - cites 47
• Spurious Regressions in Financial Economics? (2002) - cites 45
• Fuzzy Regression Models (2005) - cites 44
• Uniform and Bootstrap Resampling of Empirical Distributions (2005) - cites 43
• Modeling future lifetime as a fuzzy random variable (2013) - cites 40
• The Cross Section of Bank Value (2017) - cites 39
• Asymptotic Analysis of the Loss Given Default in the Presence of Multivariate Regular Variation (2013) - cites 35
• A Bayesian multidimensional scaling procedure for the spatial analysis of revealed choice data (1998) - cites 35