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Citation Analysis

\textsc\large Principal Component Analysis \\ \vskip .3cm for High-Dimensional Approximate Factor Models in Time Series:\\ Assumptions, Asymptotic Theory, and Identification
Matteo Barigozzi
https://arxiv.org/abs/2211.01921
212
Citation mentions
80
Cited references
17
Sections
16,011
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 Bai, J. and S. Ng 2020 6 3 12.0 0.028 1.000 100%
2 Bai, J 2003 51 9 91.0 0.241 0.973 92%
3 Mardia, K., J. Kent, and J. Bibby 1979 4 3 7.0 0.019 0.928 100%
4 Fan, J., Y. Liao, and M. Mincheva 2013 7 4 10.0 0.033 0.894 71%
5 Forni, M., D. Giannone, M. Lippi, and L. Reichlin 2009 4 4 5.5 0.019 0.843 75%
6 Yu, Y., T. Wang, and R. J. Samworth 2015 11 9 13.5 0.052 0.817 55%
7 Chamberlain, G. and M. Rothschild 1983 4 2 6.0 0.019 0.811 100%
8 Bai, J. and S. Ng 2013 4 2 7.0 0.019 0.811 100%
9 Barigozzi, M. and M. Hallin (self) 2025 3 2 5.0 0.014 0.737 100%
10 Stock, J. H. and M. W. Watson 2002a 3 3 3.5 0.014 0.737 67%
11 Bai, J. and S. Ng 2004 3 2 5.0 0.014 0.737 100%
12 Forni, M., M. Hallin, M. Lippi, and P. Zaffaroni 2017 5 3 4.5 0.024 0.737 40%
13 Hotelling, H 1933 3 2 6.0 0.014 0.737 100%
14 Lawley, D. N. and A. E. Maxwell 1971 3 2 6.0 0.014 0.737 100%
15 Bai, J. and S. Ng 2002 3 2 6.0 0.014 0.737 100%
16 Merikoski, J. K. and R. Kumar 2004 8 5 7.5 0.038 0.721 38%
17 Gersing, P., M. Barigozzi, C. Rust, and M. Deistle... (self) 2023 2 2 3.0 0.009 0.644 100%
18 Barigozzi, M., H. Cho, and P. Fryzlewicz (self) 2018 2 2 3.0 0.009 0.644 100%
19 Massacci, D 2017 2 2 3.0 0.009 0.644 100%
20 Barigozzi, M. and D. Massacci (self) 2025 2 2 3.0 0.009 0.644 100%
21 Jolliffe, I. T 2002 2 2 4.0 0.009 0.644 100%
22 Alessi, L., M. Barigozzi, and M. Capasso (self) 2010 2 2 4.0 0.009 0.644 100%
23 Bai, J. and K. Li 2012 4 1 8.0 0.019 0.644 100%
24 Anderson, T. W. and H. Rubin 1956 3 1 6.0 0.014 0.585 100%
25 Anderson, T. W 2003 3 1 6.0 0.014 0.585 100%
26 Wu, W. B 2005 3 2 3.0 0.014 0.511 33%
27 Bradley, R. C 2005 2 2 2.5 0.009 0.511 50%
28 Ibragimov, I. A 1962 2 2 2.5 0.009 0.511 50%
29 Amemiya, Y., W. A. Fuller, and S. G. Pantula 1987 2 1 4.0 0.009 0.511 100%
30 Bai, J. and K. Li 2016 2 1 4.0 0.009 0.511 100%
31 Onatski, A 2012 2 2 2.5 0.009 0.511 50%
32 Gersing, P 2024a 2 1 4.0 0.009 0.511 100%
33 Stock, J. H. and M. W. Watson 2002b 1 1 1.0 0.005 0.406 100%
34 Urga, G. and F. Wang 2024 1 1 1.0 0.005 0.406 100%
35 Bai, J 2004 1 1 1.0 0.005 0.406 100%
36 Onatski, A. and C. Wang 2019 1 1 1.0 0.005 0.406 100%
37 Barigozzi, M., M. Lippi, and M. Luciani (self) 2021 1 1 1.0 0.005 0.406 100%
38 Barigozzi, M. and L. Trapani (self) 2022 1 1 1.0 0.005 0.406 100%
39 Motta, G., C. M. Hafner, and R. von Sachs 2011 1 1 1.0 0.005 0.406 100%
40 Bates, B. J., M. Plagborg-M\oller, J. H. Stock, an... 2013 1 1 1.0 0.005 0.406 100%
41 Pelger, M. and R. Xiong 2022 1 1 1.0 0.005 0.406 100%
42 Mikkelsen, J. G., E. Hillebrand, and G. Urga 2018 1 1 1.0 0.005 0.406 100%
43 Forni, M., M. Hallin, M. Lippi, and L. Reichlin 2000 1 1 1.0 0.005 0.406 100%
44 Forni, M., M. Hallin, M. Lippi, and L. Reichlin 2005 1 1 1.0 0.005 0.406 100%
45 Yu, L., Y. He, X. Kong, and X. Zhang 2022 1 1 1.0 0.005 0.406 100%
46 Chang, J., J. He, L. Yang, and Q. Yao 2023 1 1 1.0 0.005 0.406 100%
47 Chen, E. Y. and J. Fan 2023 1 1 1.0 0.005 0.406 100%
48 Chen, W. and C. Lam 2024 1 1 1.0 0.005 0.406 100%
49 Barigozzi, M., H. Cho, and H. Maeng (self) 2025 1 1 1.0 0.005 0.406 100%
50 Barigozzi, M., Y. He, L. Li, and L. Trapani (self) 2026 1 1 1.0 0.005 0.406 100%
51 Lam, C. and Q. Yao 2012 1 1 1.0 0.005 0.406 100%
52 Zhang, R., P. M. Robinson, and Q. Yao 2019 1 1 1.0 0.005 0.406 100%
53 Chen, E. Y., R. S. Tsay, and R. Chen 2020 1 1 1.0 0.005 0.406 100%
54 Chen, R., D. Yang, and C.-H. Zhang 2022 1 1 1.0 0.005 0.406 100%
55 Anderson, T. W 1963 1 1 1.0 0.005 0.406 100%
56 Bai, J. and P. Wang 2015 1 1 1.0 0.005 0.406 100%
57 Pearson, K 1901 1 1 2.0 0.005 0.406 100%
58 Eckart, C. and G. Young 1936 1 1 2.0 0.005 0.406 100%
59 Duan, J., J. Bai, and X. Han 2022 1 1 2.0 0.005 0.406 100%
60 Ahn, S. C. and A. R. Horenstein 2013 1 1 2.0 0.005 0.406 100%
61 Bolthausen, E 1982 1 1 2.0 0.005 0.406 100%
62 Kuersteiner, G. M. and I. Prucha 2013 1 1 2.0 0.005 0.406 100%
63 Austern, M. and P. Orbanz 2022 1 1 2.0 0.005 0.406 100%
64 Bolthausen, E 1984 1 1 2.0 0.005 0.406 100%
65 Bai, J. and S. Ng 2006 1 1 2.0 0.005 0.406 100%
66 Pantula, S. G. and W. A. Fuller 1986 1 1 2.0 0.005 0.406 100%
67 Rubin, D. B. and D. T. Thayer 1982 1 1 2.0 0.005 0.406 100%
68 Freyaldenhoven, S 2022 1 1 2.0 0.005 0.406 100%
69 Gersing, P 2024b 1 1 2.0 0.005 0.406 100%
70 Zhang, D. and W. B. Wu 2021 3 3 1.5 0.014 0.182 0%
71 Barigozzi, M., H. Cho, and D. Owens (self) 2024 3 2 1.5 0.014 0.159 0%
72 White, H 2001 2 1 1.0 0.009 0.110 0%
73 Hallin, M 2022 1 1 0.5 0.005 0.087 0%
74 Hannan, E. J 1970 1 1 0.5 0.005 0.087 0%
75 Kuchibhotla, A. K. and A. Chakrabortty 2022 1 1 0.5 0.005 0.087 0%
76 Rosenblatt, M 1972 1 1 0.5 0.005 0.087 0%
77 Stout, W. F 1974 1 1 0.5 0.005 0.087 0%
78 Pham, T. D. and L. T. Tran 1985 1 1 0.5 0.005 0.087 0%
79 Francq, C. and J.-M. Zako\"\ian 2006 1 1 0.5 0.005 0.087 0%
80 Fan, J., Y. Liao, and M. Mincheva 2011 1 1 0.5 0.005 0.087 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.

Citation intensity data generated from LaTeX source analysis.