Citation Analysis – The Local to Unity Dynamic Tobit Model

The Local to Unity Dynamic Tobit Model
Anna Bykhovskaya, James A. Duffy
https://arxiv.org/abs/2210.02599

101

Citation mentions

Cited references

Sections

9,959

Words (approx)

References by Citation Intensity

Ordered by composite index (descending). Higher values indicate more intensive citation.

#	Reference	Year	Mentions	Breadth	Sec. Wtd	Share	Composite	Main %
1	de Jong, R. and Herrera, A. M.	2011	7	3	10.0	0.069	1.000	100%
2	---	2005	5	4	8.0	0.050	1.000	100%
3	Bykhovskaya, A. (self)	2023	13	6	19.5	0.129	0.974	92%
4	Cavaliere, G.	2004	4	3	4.5	0.040	0.843	75%
5	--- and Xu, F.	2014	3	3	5.0	0.030	0.843	100%
6	Duffy, J. A., Mavroeidis, S. and Wycherley, S. (self)	2022	4	2	7.0	0.040	0.811	100%
7	Liu, W., Ling, S. and Shao, Q.-M.	2011	3	2	5.0	0.030	0.737	100%
8	Andrews, D. W. K. and Chen, H. Y.	1994	2	2	3.0	0.020	0.644	100%
9	Mikusheva, A.	2007	2	2	2.0	0.020	0.644	100%
10	---, Tj\ostheim, D. and Yin, J.	2013	2	2	3.0	0.020	0.644	100%
11	Liebscher, E.	2005	2	2	3.0	0.020	0.644	100%
12	Saikkonen, P.	2008	2	2	3.0	0.020	0.644	100%
13	Liang, H., Phillips, P. C. B., Wang, H. and Wang, ...	2016	3	3	3.0	0.030	0.585	33%
14	Mavroeidis, S.	2021	2	1	2.0	0.020	0.511	100%
15	Hahn, J. and Kuersteiner, G.	2010	2	1	2.0	0.020	0.511	100%
16	Michel, J. and de Jong, R.	2018	2	1	2.0	0.020	0.511	100%
17	Jungers, R.	2009	2	2	2.5	0.020	0.511	50%
18	Hertrich, M.	2022	2	1	4.0	0.020	0.511	100%
19	Moran, P. A. P.	1953	1	1	1.0	0.010	0.406	100%
20	Fan, J. and Yao, Q.	2003	1	1	1.0	0.010	0.406	100%
21	Gao, J.	2007	1	1	1.0	0.010	0.406	100%
22	Chan, K.-S. (ed.)	2009	1	1	1.0	0.010	0.406	100%
23	Terasvirta, T., Tj\ostheim, D. and Granger, C. W. ...	2010	1	1	1.0	0.010	0.406	100%
24	Tobin, J.	1958	1	1	1.0	0.010	0.406	100%
25	Maddala, G. S.	1983	1	1	1.0	0.010	0.406	100%
26	Wei, S. X.	1999	1	1	1.0	0.010	0.406	100%
27	Demiralp, S. and Jord\`a, O.	2002	1	1	1.0	0.010	0.406	100%
28	Dong, D., Schmit, T. M. and Kaiser, H.	2012	1	1	1.0	0.010	0.406	100%
29	Liu, L., Moon, H. R. and Schorfheide, F.	2019	1	1	1.0	0.010	0.406	100%
30	Brezigar-Masten, A., Masten, I. and Volk, M.	2021	1	1	1.0	0.010	0.406	100%
31	Aruoba, S. B., Mlikota, M., Schorfheide, F. and Vi...	2022	1	1	1.0	0.010	0.406	100%
32	Hamori, S. and Tokihisa, A.	1997	1	1	1.0	0.010	0.406	100%
33	Kim, T.-H., Leybourne, S. and Newbold, P.	2002	1	1	1.0	0.010	0.406	100%
34	Wang, C.-H. and De Jong, R. M.	2013	1	1	1.0	0.010	0.406	100%
35	Revuz, D. and Yor, M.	1999	1	1	2.0	0.010	0.406	100%
36	Chan, N. H. and Wei, C. Z.	1987	1	1	2.0	0.010	0.406	100%
37	---		1	1	2.0	0.010	0.406	100%
38	Karatzas, I. and Shreve, S.	2012	1	1	2.0	0.010	0.406	100%
39	Peligrad, M. and Utev, S.	2005	1	1	2.0	0.010	0.406	100%
40	Parrilo, P. A. and Jadbabaie, A.	2008	1	1	2.0	0.010	0.406	100%
41	Hamilton, J. D.	1994	1	1	2.0	0.010	0.406	100%
42	Hansen, B. E.	1999	1	1	2.0	0.010	0.406	100%
43	Kilian, L. and Lutkepohl, H.	2017	1	1	2.0	0.010	0.406	100%
44	Dickey, D. A. and Fuller, W. A.	1979	1	1	2.0	0.010	0.406	100%
45	Baillie, R. T. and Bollerslev, T.	1989	1	1	2.0	0.010	0.406	100%
46	Sarno, L. and Valente, G.	2006	1	1	2.0	0.010	0.406	100%
47	Hong, S. H. and Phillips, P. C. B.	2010	1	1	2.0	0.010	0.406	100%
48	Rossi, B.	2013	1	1	2.0	0.010	0.406	100%
49	Engel, C.	2014	1	1	2.0	0.010	0.406	100%
50	Jordan, T. J.	2016	1	1	2.0	0.010	0.406	100%
51	von Schweinitz, G., Tonzer, L. and Buchholz, M.	2021	1	1	2.0	0.010	0.406	100%
52	Giraitis, L. and Phillips, P. C. B.	2006	1	1	1.0	0.010	0.406	100%
53	---	2012	1	1	1.0	0.010	0.406	100%
54	--- and Phillips, P. C. B.	2018	1	1	1.0	0.010	0.406	100%
55	Phillips, P. C. B.		1	1	0.5	0.010	0.087	0%
56	Brockwell, P. J. and Davis, R. A.	1991	1	1	0.5	0.010	0.087	0%
57	--- and Solo, V.	1992	1	1	0.5	0.010	0.087	0%

Reference

Year

Mentions

Breadth

Sec. Wtd

Composite

Main %

de Jong, R. and Herrera, A. M.

2011

10.0

0.069

1.000

100%

---

2005

8.0

0.050

1.000

100%

Bykhovskaya, A. (self)

2023

19.5

0.129

0.974

92%

Cavaliere, G.

2004

4.5

0.040

0.843

75%

--- and Xu, F.

2014

5.0

0.030

0.843

100%

Duffy, J. A., Mavroeidis, S. and Wycherley, S. (self)

2022

7.0

0.040

0.811

100%

Liu, W., Ling, S. and Shao, Q.-M.

2011

5.0

0.030

0.737

100%

Andrews, D. W. K. and Chen, H. Y.

1994

3.0

0.020

0.644

100%

Mikusheva, A.

2007

2.0

0.020

0.644

100%

---, Tj\ostheim, D. and Yin, J.

2013

3.0

0.020

0.644

100%

Liebscher, E.

2005

3.0

0.020

0.644

100%

Saikkonen, P.

2008

3.0

0.020

0.644

100%

Liang, H., Phillips, P. C. B., Wang, H. and Wang, ...

2016

3.0

0.030

0.585

33%

Mavroeidis, S.

2021

2.0

0.020

0.511

100%

Hahn, J. and Kuersteiner, G.

2010

2.0

0.020

0.511

100%

Michel, J. and de Jong, R.

2018

2.0

0.020

0.511

100%

Jungers, R.

2009

2.5

0.020

0.511

50%

Hertrich, M.

2022

4.0

0.020

0.511

100%

Moran, P. A. P.

1953

1.0

0.010

0.406

100%

Fan, J. and Yao, Q.

2003

1.0

0.010

0.406

100%

Gao, J.

2007

1.0

0.010

0.406

100%

Chan, K.-S. (ed.)

2009

1.0

0.010

0.406

100%

Terasvirta, T., Tj\ostheim, D. and Granger, C. W. ...

2010

1.0

0.010

0.406

100%

Tobin, J.

1958

1.0

0.010

0.406

100%

Maddala, G. S.

1983

1.0

0.010

0.406

100%

Wei, S. X.

1999

1.0

0.010

0.406

100%

Demiralp, S. and Jord\`a, O.

2002

1.0

0.010

0.406

100%

Dong, D., Schmit, T. M. and Kaiser, H.

2012

1.0

0.010

0.406

100%

Liu, L., Moon, H. R. and Schorfheide, F.

2019

1.0

0.010

0.406

100%

Brezigar-Masten, A., Masten, I. and Volk, M.

2021

1.0

0.010

0.406

100%

Aruoba, S. B., Mlikota, M., Schorfheide, F. and Vi...

2022

1.0

0.010

0.406

100%

Hamori, S. and Tokihisa, A.

1997

1.0

0.010

0.406

100%

Kim, T.-H., Leybourne, S. and Newbold, P.

2002

1.0

0.010

0.406

100%

Wang, C.-H. and De Jong, R. M.

2013

1.0

0.010

0.406

100%

Revuz, D. and Yor, M.

1999

2.0

0.010

0.406

100%

Chan, N. H. and Wei, C. Z.

1987

2.0

0.010

0.406

100%

---

2.0

0.010

0.406

100%

Karatzas, I. and Shreve, S.

2012

2.0

0.010

0.406

100%

Peligrad, M. and Utev, S.

2005

2.0

0.010

0.406

100%

Parrilo, P. A. and Jadbabaie, A.

2008

2.0

0.010

0.406

100%

Hamilton, J. D.

1994

2.0

0.010

0.406

100%

Hansen, B. E.

1999

2.0

0.010

0.406

100%

Kilian, L. and Lutkepohl, H.

2017

2.0

0.010

0.406

100%

Dickey, D. A. and Fuller, W. A.

1979

2.0

0.010

0.406

100%

Baillie, R. T. and Bollerslev, T.

1989

2.0

0.010

0.406

100%

Sarno, L. and Valente, G.

2006

2.0

0.010

0.406

100%

Hong, S. H. and Phillips, P. C. B.

2010

2.0

0.010

0.406

100%

Rossi, B.

2013

2.0

0.010

0.406

100%

Engel, C.

2014

2.0

0.010

0.406

100%

Jordan, T. J.

2016

2.0

0.010

0.406

100%

von Schweinitz, G., Tonzer, L. and Buchholz, M.

2021

2.0

0.010

0.406

100%

Giraitis, L. and Phillips, P. C. B.

2006

1.0

0.010

0.406

100%

---

2012

1.0

0.010

0.406

100%

--- and Phillips, P. C. B.

2018

1.0

0.010

0.406

100%

Phillips, P. C. B.

0.5

0.010

0.087

Brockwell, P. J. and Davis, R. A.

1991

0.5

0.010

0.087

--- and Solo, V.

1992

0.5

0.010

0.087

Measures: Mentions = total in-text citations; Breadth = distinct sections; Sec. Wtd = section-weighted count (body ×2, lit review/appendix ×0.5); Share = mentions / total citations in paper; Composite = geometric mean of normalised count, breadth, and main-text ratio; Main % = fraction of mentions in main text (excl. appendix). (self) = self-citation.