Citation Analysis – Estimating Time-Varying Networks for High-Dimensional Time Series

Estimating Time-Varying Networks for High-Dimensional Time Series
Jia Chen, Degui Li, Yuning Li, Oliver Linton
https://arxiv.org/abs/2302.02476

134

Citation mentions

Cited references

Sections

7,246

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	Basu \harvardand\ Michailidis	2015	5	3	9.0	0.037	1.000	100%
2			6	5	9.5	0.045	0.941	83%
3	Barigozzi \harvardand\ Brownlees	2019	4	3	6.0	0.030	0.928	100%
4			9	7	12.5	0.067	0.874	67%
5	Cai, Liu \harvardand\ Luo	2011	5	4	6.0	0.037	0.843	60%
6	Kock \harvardand\ Callot	2015	6	3	6.5	0.045	0.794	50%
7	Miao, Phillips \harvardand\ Su	2022	3	3	3.5	0.022	0.737	67%
8	Ding, Qiu \harvardand\ Chen (self)	2017	3	2	5.0	0.022	0.737	100%
9			3	3	3.5	0.022	0.737	67%
10			3	3	4.5	0.022	0.737	67%
11			2	2	3.0	0.015	0.644	100%
12	Zhou, Lafferty \harvardand\ Wasserman	2010	2	2	3.0	0.015	0.644	100%
13			2	2	3.0	0.015	0.644	100%
14	Han, Lu \harvardand\ Liu	2015	2	2	3.0	0.015	0.644	100%
15			2	2	3.0	0.015	0.644	100%
16			2	2	3.0	0.015	0.644	100%
17			2	2	3.0	0.015	0.644	100%
18	Fan, Ma \harvardand\ Dai	2014	2	2	3.0	0.015	0.644	100%
19			2	2	3.0	0.015	0.644	100%
20	Chamberlain \harvardand\ Rothschild	1983	2	2	3.0	0.015	0.644	100%
21	Fan, Masini \harvardand\ Medeiros	2021	2	2	3.0	0.015	0.644	100%
22	Barigozzi, Cho \harvardand\ Owens	2022	2	2	3.0	0.015	0.644	100%
23	Krampe \harvardand\ Margaritella	2022	2	2	3.0	0.015	0.644	100%
24			2	2	4.0	0.015	0.644	100%
25	Fan, Xue \harvardand\ Zou	2014	3	2	4.5	0.022	0.644	67%
26	McCracken \harvardand\ Ng	2016	3	1	6.0	0.022	0.585	100%
27			2	1	4.0	0.015	0.511	100%
28	Bickel, Ritov \harvardand\ Tsybakov	2009	2	2	2.5	0.015	0.511	50%
29			1	1	1.0	0.007	0.406	100%
30	Burt, Kilduff \harvardand\ Tasselli	2013	1	1	1.0	0.007	0.406	100%
31	Diebold \harvardand\ Ylmaz	2014	1	1	1.0	0.007	0.406	100%
32	Diebold \harvardand\ Ylmaz	2015	1	1	1.0	0.007	0.406	100%
33	Hautsch, Schaumburg \harvardand\ Schienle	2014	1	1	1.0	0.007	0.406	100%
34			1	1	1.0	0.007	0.406	100%
35			1	1	1.0	0.007	0.406	100%
36			1	1	1.0	0.007	0.406	100%
37	Fan, Feng \harvardand\ Wu	2009	1	1	1.0	0.007	0.406	100%
38	Loh \harvardand\ Wainwright	2013	1	1	1.0	0.007	0.406	100%
39	Basu, Shojaie \harvardand\ Michailidis	2015	1	1	1.0	0.007	0.406	100%
40			1	1	1.0	0.007	0.406	100%
41			1	1	1.0	0.007	0.406	100%
42	Davis, Zang \harvardand\ Zheng	2016	1	1	1.0	0.007	0.406	100%
43			1	1	1.0	0.007	0.406	100%
44	Chen, Fan \harvardand\ Zhu (self)	2020	1	1	1.0	0.007	0.406	100%
45	Safikhani \harvardand\ Shojaie	2022	1	1	1.0	0.007	0.406	100%
46			1	1	1.0	0.007	0.406	100%
47	Dahlhaus \harvardand\ Subba Rao	2006	1	1	1.0	0.007	0.406	100%
48	Hafner \harvardand\ Linton (self)	2010	1	1	1.0	0.007	0.406	100%
49			1	1	1.0	0.007	0.406	100%
50			1	1	1.0	0.007	0.406	100%
51			1	1	1.0	0.007	0.406	100%
52	Yan, Gao \harvardand\ Peng	2020	1	1	1.0	0.007	0.406	100%
53			1	1	2.0	0.007	0.406	100%
54			1	1	2.0	0.007	0.406	100%
55			1	1	2.0	0.007	0.406	100%
56			1	1	2.0	0.007	0.406	100%
57			1	1	2.0	0.007	0.406	100%
58			1	1	2.0	0.007	0.406	100%
59			1	1	2.0	0.007	0.406	100%
60	Li, Chen \harvardand\ Gao	2011	1	1	2.0	0.007	0.406	100%
61			1	1	2.0	0.007	0.406	100%
62			1	1	2.0	0.007	0.406	100%
63			1	1	2.0	0.007	0.406	100%
64			1	1	2.0	0.007	0.406	100%
65			1	1	2.0	0.007	0.406	100%
66			1	1	2.0	0.007	0.406	100%
67	Motta, Hafner \harvardand\ von Sachs	2011	1	1	2.0	0.007	0.406	100%
68	Fan, Liao \harvardand\ Mincheva	2013	1	1	2.0	0.007	0.406	100%
69	McCracken \harvardand\ Ng	2020	1	1	2.0	0.007	0.406	100%
70	Jankova \harvardand\ van de Geer	2015	1	1	2.0	0.007	0.406	100%
71			1	1	0.5	0.007	0.087	0%
72			1	1	0.5	0.007	0.087	0%
73			1	1	0.5	0.007	0.087	0%
74			1	1	0.5	0.007	0.087	0%
75			1	1	0.5	0.007	0.087	0%
76			1	1	0.5	0.007	0.087	0%
77			1	1	0.5	0.007	0.087	0%

Reference

Year

Mentions

Breadth

Sec. Wtd

Composite

Main %

Basu \harvardand\ Michailidis

2015

9.0

0.037

1.000

100%

9.5

0.045

0.941

83%

Barigozzi \harvardand\ Brownlees

2019

6.0

0.030

0.928

100%

12.5

0.067

0.874

67%

Cai, Liu \harvardand\ Luo

2011

6.0

0.037

0.843

60%

Kock \harvardand\ Callot

2015

6.5

0.045

0.794

50%

Miao, Phillips \harvardand\ Su

2022

3.5

0.022

0.737

67%

Ding, Qiu \harvardand\ Chen (self)

2017

5.0

0.022

0.737

100%

3.5

0.022

0.737

67%

4.5

0.022

0.737

67%

3.0

0.015

0.644

100%

Zhou, Lafferty \harvardand\ Wasserman

2010

3.0

0.015

0.644

100%

3.0

0.015

0.644

100%

Han, Lu \harvardand\ Liu

2015

3.0

0.015

0.644

100%

3.0

0.015

0.644

100%

3.0

0.015

0.644

100%

3.0

0.015

0.644

100%

Fan, Ma \harvardand\ Dai

2014

3.0

0.015

0.644

100%

3.0

0.015

0.644

100%

Chamberlain \harvardand\ Rothschild

1983

3.0

0.015

0.644

100%

Fan, Masini \harvardand\ Medeiros

2021

3.0

0.015

0.644

100%

Barigozzi, Cho \harvardand\ Owens

2022

3.0

0.015

0.644

100%

Krampe \harvardand\ Margaritella

2022

3.0

0.015

0.644

100%

4.0

0.015

0.644

100%

Fan, Xue \harvardand\ Zou

2014

4.5

0.022

0.644

67%

McCracken \harvardand\ Ng

2016

6.0

0.022

0.585

100%

4.0

0.015

0.511

100%

Bickel, Ritov \harvardand\ Tsybakov

2009

2.5

0.015

0.511

50%

1.0

0.007

0.406

100%

Burt, Kilduff \harvardand\ Tasselli

2013

1.0

0.007

0.406

100%

Diebold \harvardand\ Ylmaz

2014

1.0

0.007

0.406

100%

Diebold \harvardand\ Ylmaz

2015

1.0

0.007

0.406

100%

Hautsch, Schaumburg \harvardand\ Schienle

2014

1.0

0.007

0.406

100%

1.0

0.007

0.406

100%

1.0

0.007

0.406

100%

1.0

0.007

0.406

100%

Fan, Feng \harvardand\ Wu

2009

1.0

0.007

0.406

100%

Loh \harvardand\ Wainwright

2013

1.0

0.007

0.406

100%

Basu, Shojaie \harvardand\ Michailidis

2015

1.0

0.007

0.406

100%

1.0

0.007

0.406

100%

1.0

0.007

0.406

100%

Davis, Zang \harvardand\ Zheng

2016

1.0

0.007

0.406

100%

1.0

0.007

0.406

100%

Chen, Fan \harvardand\ Zhu (self)

2020

1.0

0.007

0.406

100%

Safikhani \harvardand\ Shojaie

2022

1.0

0.007

0.406

100%

1.0

0.007

0.406

100%

Dahlhaus \harvardand\ Subba Rao

2006

1.0

0.007

0.406

100%

Hafner \harvardand\ Linton (self)

2010

1.0

0.007

0.406

100%

1.0

0.007

0.406

100%

1.0

0.007

0.406

100%

1.0

0.007

0.406

100%

Yan, Gao \harvardand\ Peng

2020

1.0

0.007

0.406

100%

2.0

0.007

0.406

100%

2.0

0.007

0.406

100%

2.0

0.007

0.406

100%

2.0

0.007

0.406

100%

2.0

0.007

0.406

100%

2.0

0.007

0.406

100%

2.0

0.007

0.406

100%

Li, Chen \harvardand\ Gao

2011

2.0

0.007

0.406

100%

2.0

0.007

0.406

100%

2.0

0.007

0.406

100%

2.0

0.007

0.406

100%

2.0

0.007

0.406

100%

2.0

0.007

0.406

100%

2.0

0.007

0.406

100%

Motta, Hafner \harvardand\ von Sachs

2011

2.0

0.007

0.406

100%

Fan, Liao \harvardand\ Mincheva

2013

2.0

0.007

0.406

100%

McCracken \harvardand\ Ng

2020

2.0

0.007

0.406

100%

Jankova \harvardand\ van de Geer

2015

2.0

0.007

0.406

100%

0.5

0.007

0.087

0.5

0.007

0.087

0.5

0.007

0.087

0.5

0.007

0.087

0.5

0.007

0.087

0.5

0.007

0.087

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.