Citation Analysis – Quantile Autoregression-Based Non-causality Testing

Quantile Autoregression-Based Non-causality Testing
Weifeng Jin
https://arxiv.org/abs/2301.02937

Citation mentions

Cited references

Sections

7,057

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	Fries, S. and Zakoian, J.-M	2019	10	4	19.0	0.185	1.000	100%
2	---	2006	5	4	9.0	0.093	1.000	100%
3	Rosenblatt, M	2000	3	3	6.0	0.056	0.843	100%
4	Hecq, A. and Sun, L	2021	3	2	4.0	0.056	0.737	100%
5	Koenker, R. and Xiao, Z	2002	3	2	6.0	0.056	0.737	100%
6	Breidt, F. J., Davis, R. A., Trindade, A. A. et al	2001	2	2	3.0	0.037	0.644	100%
7	Lanne, M., Meitz, M., Saikkonen, P. et al	2013	2	2	3.0	0.037	0.644	100%
8	Velasco, C. and Lobato, I. N	2018	2	2	3.0	0.037	0.644	100%
9	Escanciano, J. C. and Velasco, C	2010	3	1	6.0	0.056	0.585	100%
10	---	2014	3	1	6.0	0.056	0.585	100%
11	Gourieroux, C. and Zako\"\ian, J.-M	2017	1	1	1.0	0.019	0.406	100%
12	Cavaliere, G., Nielsen, H. B. and Rahbek, A	2020	1	1	1.0	0.019	0.406	100%
13	Lanne, M., Luoto, J. and Saikkonen, P	2012	1	1	1.0	0.019	0.406	100%
14	Hecq, A. and Voisin, E	2021	1	1	1.0	0.019	0.406	100%
15	Lanne, M. and Luoto, J	2013	1	1	1.0	0.019	0.406	100%
16	Alessi, L., Barigozzi, M. and Capasso, M	2011	1	1	1.0	0.019	0.406	100%
17	Breid, F. J., Davis, R. A., Lh, K.-S. and Rosenbla...	1991	1	1	1.0	0.019	0.406	100%
18	Lii, K.-S. and Rosenblatt, M	1992	1	1	1.0	0.019	0.406	100%
19	---	1996	1	1	1.0	0.019	0.406	100%
20	Velasco, C	2022	1	1	1.0	0.019	0.406	100%
21	Jin, W (self)	2021	1	1	1.0	0.019	0.406	100%
22	Brockwell, P. J. and Davis, R. A	2009	1	1	2.0	0.019	0.406	100%
23	Chen, B., Choi, J. and Escanciano, J. C	2017	1	1	2.0	0.019	0.406	100%
24	Angrist, J., Chernozhukov, V. and Fernandez-Val, I	2006	1	1	2.0	0.019	0.406	100%
25	Hall, P. and Sheather, S. J	1988	1	1	2.0	0.019	0.406	100%
26	Escanciano, J. C. and Goh, S.-C	2012	1	1	2.0	0.019	0.406	100%
27	Taylor, S. J	2008	1	1	2.0	0.019	0.406	100%
28	Portnoy, S. and Koenker, R	1989	1	1	2.0	0.019	0.406	100%

Reference

Year

Mentions

Breadth

Sec. Wtd

Composite

Main %

Fries, S. and Zakoian, J.-M

2019

19.0

0.185

1.000

100%

---

2006

9.0

0.093

1.000

100%

Rosenblatt, M

2000

6.0

0.056

0.843

100%

Hecq, A. and Sun, L

2021

4.0

0.056

0.737

100%

Koenker, R. and Xiao, Z

2002

6.0

0.056

0.737

100%

Breidt, F. J., Davis, R. A., Trindade, A. A. et al

2001

3.0

0.037

0.644

100%

Lanne, M., Meitz, M., Saikkonen, P. et al

2013

3.0

0.037

0.644

100%

Velasco, C. and Lobato, I. N

2018

3.0

0.037

0.644

100%

Escanciano, J. C. and Velasco, C

2010

6.0

0.056

0.585

100%

---

2014

6.0

0.056

0.585

100%

Gourieroux, C. and Zako\"\ian, J.-M

2017

1.0

0.019

0.406

100%

Cavaliere, G., Nielsen, H. B. and Rahbek, A

2020

1.0

0.019

0.406

100%

Lanne, M., Luoto, J. and Saikkonen, P

2012

1.0

0.019

0.406

100%

Hecq, A. and Voisin, E

2021

1.0

0.019

0.406

100%

Lanne, M. and Luoto, J

2013

1.0

0.019

0.406

100%

Alessi, L., Barigozzi, M. and Capasso, M

2011

1.0

0.019

0.406

100%

Breid, F. J., Davis, R. A., Lh, K.-S. and Rosenbla...

1991

1.0

0.019

0.406

100%

Lii, K.-S. and Rosenblatt, M

1992

1.0

0.019

0.406

100%

---

1996

1.0

0.019

0.406

100%

Velasco, C

2022

1.0

0.019

0.406

100%

Jin, W (self)

2021

1.0

0.019

0.406

100%

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

2009

2.0

0.019

0.406

100%

Chen, B., Choi, J. and Escanciano, J. C

2017

2.0

0.019

0.406

100%

Angrist, J., Chernozhukov, V. and Fernandez-Val, I

2006

2.0

0.019

0.406

100%

Hall, P. and Sheather, S. J

1988

2.0

0.019

0.406

100%

Escanciano, J. C. and Goh, S.-C

2012

2.0

0.019

0.406

100%

Taylor, S. J

2008

2.0

0.019

0.406

100%

Portnoy, S. and Koenker, R

1989

2.0

0.019

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.