Citation Analysis

High-Dimensional Conditionally Gaussian State Space Models with Missing Data
Joshua C. C. Chan, Aubrey Poon, Dan Zhu
https://arxiv.org/abs/2302.03172
106
Citation mentions
57
Cited references
8
Sections
7,003
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 Schorfheide and Song 2015 10 5 19.0 0.094 1.000 100%
2 Carter and Kohn 1994 7 3 14.0 0.066 1.000 100%
3 Durbin and Koopman 2002 8 3 16.0 0.075 1.000 100%
4 McCracken and Ng 2016 5 2 9.0 0.047 0.874 100%
5 Chan (self) 2020 3 3 5.0 0.028 0.843 100%
6 Carriero, Clark, Marcellino, and Mertens 2022 3 3 5.0 0.028 0.843 100%
7 Lewis, Mertens, Stock, and Trivedi 2022 4 2 8.0 0.038 0.811 100%
8 Aruoba, Diebold, and Scotti 2009 3 2 5.0 0.028 0.737 100%
9 Antolin-Diaz, Drechsel, and Petrella 2021 3 2 5.0 0.028 0.737 100%
10 Chan and Jeliazkov (self) 2009 3 2 4.0 0.028 0.737 100%
11 Carriero, Clark, and Marcellino 2016 3 2 6.0 0.028 0.737 100%
12 Mariano and Murasawa 2003 3 2 6.0 0.028 0.737 100%
13 Mariano and Murasawa 2010 3 2 6.0 0.028 0.737 100%
14 Stock and Watson 2016 2 2 3.0 0.019 0.644 100%
15 Cogley and Sargent 2005 2 2 4.0 0.019 0.644 100%
16 Cross and Poon (self) 2016 2 1 2.0 0.019 0.511 100%
17 Rue and Held 2005 2 1 4.0 0.019 0.511 100%
18 Ba\'nbura, Giannone, and Reichlin 2010 1 1 1.0 0.009 0.406 100%
19 Koop 2013 1 1 1.0 0.009 0.406 100%
20 Clark 2011 1 1 1.0 0.009 0.406 100%
21 D'Agostino, Gambetti, and Giannone 2013 1 1 1.0 0.009 0.406 100%
22 Kastner and Huber 2020 1 1 1.0 0.009 0.406 100%
23 McCausland, Miller, and Pelletier 2011 1 1 1.0 0.009 0.406 100%
24 Rue 2001 1 1 1.0 0.009 0.406 100%
25 Chib and Jeliazkov 2006 1 1 1.0 0.009 0.406 100%
26 Chib, Greenberg, and Jeliazkov 2009 1 1 1.0 0.009 0.406 100%
27 Chan, Koop, and Potter (self) 2013 1 1 1.0 0.009 0.406 100%
28 Chan (self) 2017 1 1 1.0 0.009 0.406 100%
29 Hou 2020 1 1 1.0 0.009 0.406 100%
30 Fu 2020 1 1 1.0 0.009 0.406 100%
31 Pettenuzzo, Sabbatucci, and Timmermann 2023 1 1 1.0 0.009 0.406 100%
32 Grant and Chan (self) 2017 1 1 1.0 0.009 0.406 100%
33 Grant and Chan (self) 2017 1 1 1.0 0.009 0.406 100%
34 Cross, Hou, and Poon (self) 2019 1 1 1.0 0.009 0.406 100%
35 Chan (self) 2013 1 1 1.0 0.009 0.406 100%
36 Chan, Eisenstat, and Koop (self) 2016 1 1 1.0 0.009 0.406 100%
37 Dimitrakopoulos and Kolossiatis 2020 1 1 1.0 0.009 0.406 100%
38 Zhang, Chan, and Cross (self) 2020 1 1 1.0 0.009 0.406 100%
39 Kaufmann and Schumacher 2019 1 1 1.0 0.009 0.406 100%
40 Beyeler and Kaufmann 2021 1 1 1.0 0.009 0.406 100%
41 Eckert, Kronenberg, Mikosch, and Neuwirth 2020 1 1 1.0 0.009 0.406 100%
42 Hauber and Schumacher 2021 1 1 1.0 0.009 0.406 100%
43 Primiceri 2005 1 1 2.0 0.009 0.406 100%
44 Kastner 2019 1 1 2.0 0.009 0.406 100%
45 Cong, Chen, and Zhou 2017 1 1 2.0 0.009 0.406 100%
46 Brave, Butters, and Justiniano 2019 1 1 2.0 0.009 0.406 100%
47 Koop, McIntyre, Mitchell, and Poon (self) 2020 1 1 2.0 0.009 0.406 100%
48 Koop, McIntyre, Mitchell, and Poon (self) 2022 1 1 2.0 0.009 0.406 100%
49 Hartwig 2021 1 1 2.0 0.009 0.406 100%
50 Lenza and Primiceri 2022 1 1 2.0 0.009 0.406 100%
51 Carriero, Clark, and Marcellino 2019 1 1 2.0 0.009 0.406 100%
52 Doan, Litterman, and Sims 1984 1 1 2.0 0.009 0.406 100%
53 Litterman 1986 1 1 2.0 0.009 0.406 100%
54 Carriero, Chan, Clark, and Marcellino (self) 2022 1 1 2.0 0.009 0.406 100%
55 Bai and Ng 2002 1 1 2.0 0.009 0.406 100%
56 Chan (self) 2022 1 1 2.0 0.009 0.406 100%
57 Jaroci\'nski 2015 1 1 2.0 0.009 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.