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Citation Analysis

Inference in Non-stationary High-Dimensional VARs
Alain Hecq, Luca Margaritella, Stephan Smeekes
https://arxiv.org/abs/2302.01434
80
Citation mentions
46
Cited references
10
Sections
9,415
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 Toda, H. Y. and Yamamoto, T 1995 5 4 8.0 0.062 1.000 100%
2 Belloni, A., Chernozhukov, V., and Hansen, C 2014 4 3 7.0 0.050 0.928 100%
3 Hecq, A., Margaritella, L., and Smeekes, S (self) 2021 3 2 4.0 0.037 0.737 100%
4 Dolado, J. J. and Lutkepohl, H 1996 3 2 5.0 0.037 0.737 100%
5 Sims, C. A., Stock, J. H., Watson, M. W., et al 1990 2 2 3.0 0.025 0.644 100%
6 Tibshirani, R 1996 2 2 3.0 0.025 0.644 100%
7 Smeekes, S. and Wijler, E (self) 2020 2 2 3.0 0.025 0.644 100%
8 Smeekes, S. and Wilms, I (self) 2023 2 2 3.0 0.025 0.644 100%
9 Smeekes, S. and Wijler, E (self) 2021 4 1 8.0 0.050 0.644 100%
10 Adamek, R., Smeekes, S., and Wilms, I (self) 2023 4 1 8.0 0.050 0.644 100%
11 Hamilton, J. D 1994 2 2 4.0 0.025 0.644 100%
12 Mei, Z. and Shi, Z 2022 3 1 6.0 0.037 0.585 100%
13 Wijler, E 2022 3 1 6.0 0.037 0.585 100%
14 Baker, S. R., Bloom, N., and Davis, S. J 2016 3 1 6.0 0.037 0.585 100%
15 Granger, C. W 1969 2 1 2.0 0.025 0.511 100%
16 Masini, R. P., Medeiros, M. C., and Mendes, E. F 2022 2 1 4.0 0.025 0.511 100%
17 Cubadda, G., Hecq, A., and Palm, F. C (self) 2009 2 1 4.0 0.025 0.511 100%
18 Ludvigson, S. C., Ma, S., and Ng, S 2021 2 1 4.0 0.025 0.511 100%
19 Bloom, N 2009 2 1 4.0 0.025 0.511 100%
20 McCracken, M. W. and Ng, S 2016 2 1 4.0 0.025 0.511 100%
21 Stock, J. H. and Watson, M. W 1989 1 1 1.0 0.013 0.406 100%
22 Miao, K., Phillips, P. C., and Su, L 2023 1 1 1.0 0.013 0.406 100%
23 Billio, M., Getmansky, M., Lo, A. W., and Pelizzon... 2012 1 1 1.0 0.013 0.406 100%
24 Stern, D. I. and Kaufmann, R. K 2014 1 1 1.0 0.013 0.406 100%
25 Seth, A. K., Barrett, A. B., and Barnett, L 2015 1 1 1.0 0.013 0.406 100%
26 Friston, K., Moran, R., and Seth, A. K 2013 1 1 1.0 0.013 0.406 100%
27 Granger, C. W 1980 1 1 1.0 0.013 0.406 100%
28 Dickey, D. A. and Fuller, W. A 1979 1 1 1.0 0.013 0.406 100%
29 Cochrane, J. H 1991 1 1 1.0 0.013 0.406 100%
30 Inoue, A. and Kilian, L 2020 1 1 1.0 0.013 0.406 100%
31 Montiel Olea, J. L. and Plagborg-M\oller, M 2021 1 1 1.0 0.013 0.406 100%
32 Chang, M. C. and Dickey, D. A 1994 1 1 2.0 0.013 0.406 100%
33 Fuller, W. A 2009 1 1 2.0 0.013 0.406 100%
34 Leeb, H. and Potscher, B. M 2005 1 1 2.0 0.013 0.406 100%
35 Kiviet, J. F 1986 1 1 2.0 0.013 0.406 100%
36 Lutkepohl, H 2005 1 1 2.0 0.013 0.406 100%
37 Zhang, R., Robinson, P., and Yao, Q 2019 1 1 2.0 0.013 0.406 100%
38 Wooldridge, J. M 1987 1 1 2.0 0.013 0.406 100%
39 Kock, A. B. and Callot, L 2015 1 1 2.0 0.013 0.406 100%
40 Zellner, A. and Palm, F. C 1974 1 1 2.0 0.013 0.406 100%
41 Johansen, S 1995 1 1 2.0 0.013 0.406 100%
42 Johansen, S 1992 1 1 2.0 0.013 0.406 100%
43 Phillips, P. C. and Durlauf, S. N 1986 1 1 2.0 0.013 0.406 100%
44 Park, J. Y. and Phillips, P. C 1988 1 1 2.0 0.013 0.406 100%
45 Phillips, P. C. and Solo, V 1992 1 1 2.0 0.013 0.406 100%
46 Phillips, P. C. and Hansen, B. E 1990 1 1 2.0 0.013 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.