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Citation Analysis

Inference for Model Misspecification in Interest Rate Term Structure using Functional Principal Component Analysis
Kaiwen Hou
https://arxiv.org/abs/2212.10790
67
Citation mentions
50
Cited references
6
Sections
2,997
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 Song, Zening and Yang, Lijian and Zhang, Yuanyuan 2022 5 3 10.0 0.075 1.000 100%
2 Hu, Grace Xing and Pan, Jun and Wang, Jiang 2013 6 2 7.0 0.090 0.874 100%
3 Nelson, Charles R and Siegel, Andrew F 1987 3 3 5.0 0.045 0.843 100%
4 Gu 2007 2 2 3.0 0.030 0.644 100%
5 Cont, Rama 2005 2 2 3.0 0.030 0.644 100%
6 Yao, Fang and Mu 2005 2 2 4.0 0.030 0.644 100%
7 Diebold, Francis X and Li, Canlin 2006 2 2 4.0 0.030 0.644 100%
8 Diebold, Francis X and Li, Canlin and Yue, Vivian ... 2008 2 2 4.0 0.030 0.644 100%
9 Svensson, Lars EO 1994 2 2 4.0 0.030 0.644 100%
10 Elenev, Vadim and Landvoigt, Tim and Shultz, Patri... 2021 1 1 1.0 0.015 0.406 100%
11 Elenev, Vadim and Landvoigt, Tim and Van Nieuwerbu... 2022 1 1 1.0 0.015 0.406 100%
12 Krishnamurthy, Arvind and Vissing-Jorgensen, Annet... 2011 1 1 1.0 0.015 0.406 100%
13 Woodford, Michael 2012 1 1 1.0 0.015 0.406 100%
14 Koijen, Ralph SJ and Lustig, Hanno and Van Nieuwer... 2017 1 1 1.0 0.015 0.406 100%
15 Chapman, David A and Pearson, Neil D 2001 1 1 1.0 0.015 0.406 100%
16 Litterman, Robert and Scheinkman, Jose 1991 1 1 1.0 0.015 0.406 100%
17 Piazzesi, Monika 2010 1 1 1.0 0.015 0.406 100%
18 Fama, Eugene F and MacBeth, James D 1973 1 1 1.0 0.015 0.406 100%
19 Ang, Andrew and Hodrick, Robert J and Xing, Yuhang... 2006 1 1 1.0 0.015 0.406 100%
20 Lord, Roger and Pelsser, Antoon 2007 1 1 1.0 0.015 0.406 100%
21 Hansen, Lars Peter and Sargent, Thomas J 2001 1 1 1.0 0.015 0.406 100%
22 Hansen, LarsPeter and Sargent, Thomas J 2001 1 1 1.0 0.015 0.406 100%
23 Anderson, Evan and Hansen, Lars Peter and Sargent,... 2000 1 1 1.0 0.015 0.406 100%
24 Hansen, Lars Peter and Sargent, Thomas J and Talla... 1999 1 1 1.0 0.015 0.406 100%
25 Maenhout, Pascal J 2004 1 1 1.0 0.015 0.406 100%
26 Giannoni, Marc P 2002 1 1 1.0 0.015 0.406 100%
27 Hansen, Lars Peter and Sargent, Thomas J 2010 1 1 1.0 0.015 0.406 100%
28 Kasa, Kenneth 2002 1 1 1.0 0.015 0.406 100%
29 Onatski, Alexei and Stock, James H 2002 1 1 1.0 0.015 0.406 100%
30 Woodford, Michael 2010 1 1 1.0 0.015 0.406 100%
31 Brenner, Robin J and Harjes, Richard H and Kroner,... 1996 1 1 1.0 0.015 0.406 100%
32 Johannes, Michael 2004 1 1 1.0 0.015 0.406 100%
33 Liu, Yu and Wang, Hao and Zhang, Lihong 2018 1 1 1.0 0.015 0.406 100%
34 Liu, Yu and Wang, Hao and Wang, Tan and Zhang, Lih... 2022 1 1 1.0 0.015 0.406 100%
35 Zhang, Lihong and Cheng, Bingqian and Wang, Hao 2022 1 1 1.0 0.015 0.406 100%
36 Hall, Peter and Mu 2006 1 1 2.0 0.015 0.406 100%
37 Li, Yehua and Hsing, Tailen 2010 1 1 2.0 0.015 0.406 100%
38 Yao, Fang and Mu 2005 1 1 2.0 0.015 0.406 100%
39 Kosambi, DD 2016 1 1 2.0 0.015 0.406 100%
40 Kusuoka, Shigeo 2000 1 1 2.0 0.015 0.406 100%
41 Jouzdani, Neda Mohammadi and Panaretos, Victor M 2021 1 1 2.0 0.015 0.406 100%
42 Staniswalis, Joan G and Lee, J Jack 1998 1 1 2.0 0.015 0.406 100%
43 Christensen, Jens HE and Diebold, Francis X and Ru... 2011 1 1 2.0 0.015 0.406 100%
44 Fisher, Mark and Nychka, Douglas W and Zervos, Dav... 1995 1 1 2.0 0.015 0.406 100%
45 McCulloch, J Huston 1975 1 1 2.0 0.015 0.406 100%
46 Hou, Kaiwen and Rabusseau, Guillaume (self) 2022 1 1 2.0 0.015 0.406 100%
47 Bodenham, Dean A and Adams, Niall M 2016 1 1 2.0 0.015 0.406 100%
48 Davies, Robert B 1980 1 1 2.0 0.015 0.406 100%
49 Vasicek, Oldrich 1977 1 1 1.0 0.015 0.406 100%
50 Hou, Kaiwen and Li, Bin (self) 2021 1 1 2.0 0.015 0.406 100%
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.