Citation Analysis – Robust M--Estimation for Additive Single--Index \\Cointegrating Time Series Models

Robust M--Estimation for Additive Single--Index \\Cointegrating Time Series Models
Chaohua Dong, Jiti Gao, Yundong Tu, Bin Peng
https://arxiv.org/abs/2301.06631

140

Citation mentions

Cited references

Sections

7,140

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	Peter C. B. Phillips	1995	8	5	11.5	0.057	0.957	88%
2	David Pollard	1991	5	4	7.5	0.036	0.928	80%
3	Joon Y. Park and Peter C. B. Phillips	2001	7	3	11.0	0.050	0.894	71%
4	Chaohua Dong and Jiti Gao and Dag Tj\o (self)	2016	13	5	19.0	0.093	0.885	69%
5	Peter C. B. Phillips	1991	4	2	5.0	0.029	0.811	100%
6	Joon Y. Park and Peter C. B. Phillips	1999	4	2	8.0	0.029	0.811	100%
7	Z. Xiao	2009	3	2	6.0	0.021	0.737	100%
8	Joon Y. Park and Peter C. B. Phillips	2000	5	3	5.5	0.036	0.737	40%
9	Ram P Kanwal	1983	7	3	5.5	0.050	0.659	29%
10	Roger Koenker and Gilbert Bassett	1978	2	2	3.0	0.014	0.644	100%
11	R. T. Rockafellar	1970	2	2	3.0	0.014	0.644	100%
12	Jiti Gao and Degui Li and Zhengyan Lin (self)	2009	2	2	3.0	0.014	0.644	100%
13	R R Bahadur	1966	2	2	3.0	0.014	0.644	100%
14	Chaohua Dong and Oliver Linton (self)	2018	2	2	4.0	0.014	0.644	100%
15	Tu, Y. and Liang, H. Y. and Wang, Q.	2022	4	1	8.0	0.029	0.644	100%
16	Francesco Bravo and Degui Li and Dag Tj\o	2021	3	1	3.0	0.021	0.585	100%
17	Welch, I. and A. Goyal	2008	3	1	6.0	0.021	0.585	100%
18	Kasparis, I. and Andreou, E. and Phillips, P.C.B.	2015	3	1	6.0	0.021	0.585	100%
19	Lee, J. H	2016	3	1	6.0	0.021	0.585	100%
20	Chaohua Dong and Jiti Gao and Dag Tj\o (self)	2017	2	2	1.5	0.014	0.511	50%
21	Peter J Huber	1964	2	1	2.0	0.014	0.511	100%
22	Zhidong Bai and C R Rao and Y Wu	1992	2	1	2.0	0.014	0.511	100%
23	Jianqing Fan and Tien-Chung Hu and Young K. Truong	1994	2	1	2.0	0.014	0.511	100%
24	Wenxin Zhou and Koushiki Bose and Jianqing Fan and...	2018	2	1	2.0	0.014	0.511	100%
25	P J Bickel	1974	2	2	2.5	0.014	0.511	50%
26	Gutti J. Badu	1989	2	2	2.5	0.014	0.511	50%
27	Richard A Davies and Keith Knight and Jian Liu	1992	2	2	2.5	0.014	0.511	50%
28	Xuming He and Qiman Shao	2000	2	1	4.0	0.014	0.511	100%
29	Fan, Rui and Lee, Ji Hyung	2019	2	1	4.0	0.014	0.511	100%
30	Lee, J. and Shi, Z. and Gao, Z. (self)	2022	2	1	4.0	0.014	0.511	100%
31	I. M. Gel'fand and G. E. Shilov	1964	6	2	3.5	0.043	0.481	17%
32	G. Cybenko	1989	1	1	1.0	0.007	0.406	100%
33	Xiaohong Chen and Xiaotong Shen	1998	1	1	1.0	0.007	0.406	100%
34	Xiaohong Chen and Halbert White	1999	1	1	1.0	0.007	0.406	100%
35	Xiaohong Chen and Jeffrey Racine and Norman Swanso...	2001	1	1	1.0	0.007	0.406	100%
36	Xiaohong Chen	2007	1	1	1.0	0.007	0.406	100%
37	Michael Kohler and Adam Krzyz\'a	2017	1	1	1.0	0.007	0.406	100%
38	Bendikt Bauer and Michael Kohler	2019	1	1	1.0	0.007	0.406	100%
39	Johannes Schmidt--Hieber	2020	1	1	1.0	0.007	0.406	100%
40	Chaohua Dong and Jiti Gao and Bin Peng (self)	2015	1	1	1.0	0.007	0.406	100%
41	Degui Li and Dag Tj\o	2016	1	1	1.0	0.007	0.406	100%
42	G. Walter and J. Blum	1979	1	1	1.0	0.007	0.406	100%
43	V. Susarla and G. Walter	1981	1	1	1.0	0.007	0.406	100%
44	Keith Knight	1989	1	1	1.0	0.007	0.406	100%
45	Aad W van der Vaart	1996	1	1	1.0	0.007	0.406	100%
46	R D Milne	1980	1	1	2.0	0.007	0.406	100%
47	Elias M Stein and Rami Shakarchi	2003	1	1	2.0	0.007	0.406	100%
48	Charles J Geyer	1994	1	1	2.0	0.007	0.406	100%
49	Jianqing Fan and Qiwei Yao	2003	1	1	2.0	0.007	0.406	100%
50	Xirong Chen and Degui Li and Qi Li and Zheng Li	2019	1	1	2.0	0.007	0.406	100%
51	Qiying Wang and Dongsheng Wu and Ke Zhu	2018	1	1	2.0	0.007	0.406	100%
52	Campbell, John Y and Thompson, Samuel Brodsky	2008	1	1	2.0	0.007	0.406	100%
53	Koo, B. and Anderson, H. M. and Seo, M. H. and Yao...	2020	1	1	2.0	0.007	0.406	100%
54	Campbell, John Y and Yogo, Motohiro	2006	1	1	2.0	0.007	0.406	100%
55	Chaohua Dong and Jiti Gao (self)	2019	3	1	1.5	0.021	0.126	0%
56	Peter C. B. Phillips and Victor Solo	1992	1	1	0.5	0.007	0.087	0%
57	Walter Rudin	2004	1	1	0.5	0.007	0.087	0%
58	Chaohua Dong and Jiti Gao (self)	2018	1	1	0.5	0.007	0.087	0%
59	D. Bosq	1996	1	1	0.5	0.007	0.087	0%

Reference

Year

Mentions

Breadth

Sec. Wtd

Composite

Main %

Peter C. B. Phillips

1995

11.5

0.057

0.957

88%

David Pollard

1991

7.5

0.036

0.928

80%

Joon Y. Park and Peter C. B. Phillips

2001

11.0

0.050

0.894

71%

Chaohua Dong and Jiti Gao and Dag Tj\o (self)

2016

19.0

0.093

0.885

69%

Peter C. B. Phillips

1991

5.0

0.029

0.811

100%

Joon Y. Park and Peter C. B. Phillips

1999

8.0

0.029

0.811

100%

Z. Xiao

2009

6.0

0.021

0.737

100%

Joon Y. Park and Peter C. B. Phillips

2000

5.5

0.036

0.737

40%

Ram P Kanwal

1983

5.5

0.050

0.659

29%

Roger Koenker and Gilbert Bassett

1978

3.0

0.014

0.644

100%

R. T. Rockafellar

1970

3.0

0.014

0.644

100%

Jiti Gao and Degui Li and Zhengyan Lin (self)

2009

3.0

0.014

0.644

100%

R R Bahadur

1966

3.0

0.014

0.644

100%

Chaohua Dong and Oliver Linton (self)

2018

4.0

0.014

0.644

100%

Tu, Y. and Liang, H. Y. and Wang, Q.

2022

8.0

0.029

0.644

100%

Francesco Bravo and Degui Li and Dag Tj\o

2021

3.0

0.021

0.585

100%

Welch, I. and A. Goyal

2008

6.0

0.021

0.585

100%

Kasparis, I. and Andreou, E. and Phillips, P.C.B.

2015

6.0

0.021

0.585

100%

Lee, J. H

2016

6.0

0.021

0.585

100%

Chaohua Dong and Jiti Gao and Dag Tj\o (self)

2017

1.5

0.014

0.511

50%

Peter J Huber

1964

2.0

0.014

0.511

100%

Zhidong Bai and C R Rao and Y Wu

1992

2.0

0.014

0.511

100%

Jianqing Fan and Tien-Chung Hu and Young K. Truong

1994

2.0

0.014

0.511

100%

Wenxin Zhou and Koushiki Bose and Jianqing Fan and...

2018

2.0

0.014

0.511

100%

P J Bickel

1974

2.5

0.014

0.511

50%

Gutti J. Badu

1989

2.5

0.014

0.511

50%

Richard A Davies and Keith Knight and Jian Liu

1992

2.5

0.014

0.511

50%

Xuming He and Qiman Shao

2000

4.0

0.014

0.511

100%

Fan, Rui and Lee, Ji Hyung

2019

4.0

0.014

0.511

100%

Lee, J. and Shi, Z. and Gao, Z. (self)

2022

4.0

0.014

0.511

100%

I. M. Gel'fand and G. E. Shilov

1964

3.5

0.043

0.481

17%

G. Cybenko

1989

1.0

0.007

0.406

100%

Xiaohong Chen and Xiaotong Shen

1998

1.0

0.007

0.406

100%

Xiaohong Chen and Halbert White

1999

1.0

0.007

0.406

100%

Xiaohong Chen and Jeffrey Racine and Norman Swanso...

2001

1.0

0.007

0.406

100%

Xiaohong Chen

2007

1.0

0.007

0.406

100%

Michael Kohler and Adam Krzyz\'a

2017

1.0

0.007

0.406

100%

Bendikt Bauer and Michael Kohler

2019

1.0

0.007

0.406

100%

Johannes Schmidt--Hieber

2020

1.0

0.007

0.406

100%

Chaohua Dong and Jiti Gao and Bin Peng (self)

2015

1.0

0.007

0.406

100%

Degui Li and Dag Tj\o

2016

1.0

0.007

0.406

100%

G. Walter and J. Blum

1979

1.0

0.007

0.406

100%

V. Susarla and G. Walter

1981

1.0

0.007

0.406

100%

Keith Knight

1989

1.0

0.007

0.406

100%

Aad W van der Vaart

1996

1.0

0.007

0.406

100%

R D Milne

1980

2.0

0.007

0.406

100%

Elias M Stein and Rami Shakarchi

2003

2.0

0.007

0.406

100%

Charles J Geyer

1994

2.0

0.007

0.406

100%

Jianqing Fan and Qiwei Yao

2003

2.0

0.007

0.406

100%

Xirong Chen and Degui Li and Qi Li and Zheng Li

2019

2.0

0.007

0.406

100%

Qiying Wang and Dongsheng Wu and Ke Zhu

2018

2.0

0.007

0.406

100%

Campbell, John Y and Thompson, Samuel Brodsky

2008

2.0

0.007

0.406

100%

Koo, B. and Anderson, H. M. and Seo, M. H. and Yao...

2020

2.0

0.007

0.406

100%

Campbell, John Y and Yogo, Motohiro

2006

2.0

0.007

0.406

100%

Chaohua Dong and Jiti Gao (self)

2019

1.5

0.021

0.126

Peter C. B. Phillips and Victor Solo

1992

0.5

0.007

0.087

Walter Rudin

2004

0.5

0.007

0.087

Chaohua Dong and Jiti Gao (self)

2018

0.5

0.007

0.087

D. Bosq

1996

0.5

0.007

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.