Citation Analysis

Allowing for weak identification when testing GARCH-X type models
Philipp Ketz
https://arxiv.org/abs/2210.11398

Citation mentions

Cited references

Sections

3,651

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	Andrews, D. W. K	2001	8	3	8.5	0.364	0.721	38%
2	Andrews, D. W. K. and X. Cheng	2012	2	2	2.0	0.091	0.511	50%
3	Pedersen, R. S. and A. Rahbek	2019	2	2	2.0	0.091	0.511	50%
4	Leeb, H. and B. M. Potscher	2005	1	1	1.0	0.045	0.406	100%
5	Leeb, H. and B. M. Potscher	2008	1	1	1.0	0.045	0.406	100%
6	Cox, G	2022	1	1	1.0	0.045	0.406	100%
7	Ketz, P (self)	2018	1	1	2.0	0.045	0.406	100%
8	Andrews, D. W. K. and P. Guggenberger	2010	1	1	2.0	0.045	0.406	100%
9	Andrews, D. W. K	1999	1	1	2.0	0.045	0.406	100%
10	Kopylev, L. and B. Sinha	2011	1	1	2.0	0.045	0.406	100%
11	Mikosch, T. and C. Starica	2000	1	1	2.0	0.045	0.406	100%
12	Hansen, B. E	1996	2	2	1.0	0.091	0.139	0%

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.