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Citation Analysis

\Large \textbfStructural Break Detection in Quantile Predictive Regression Models with Persistent Covariates
Christis Katsouris
https://arxiv.org/abs/2302.05193
247
Citation mentions
105
Cited references
7
Sections
15,533
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 Katsouris, Christis G. (self) 2021 5 4 8.0 0.020 1.000 100%
2 Andrews, Donald WK 1993 6 5 9.0 0.024 1.000 100%
3 Lee, Ji Hyung 2016 29 14 51.0 0.117 0.988 97%
4 Qu, Zhongjun 2008 19 12 30.0 0.077 0.982 95%
5 Kostakis, Alexandros and Magdalinos, Tassos and St... 2015 10 10 16.5 0.040 0.966 90%
6 Phillips, Peter C. B. and Magdalinos, Tassos 2009 19 11 32.5 0.077 0.964 89%
7 Xiao, Zhijie 2009 6 4 9.5 0.024 0.941 83%
8 Gonzalo, Jesu 2012 4 4 7.0 0.016 0.928 100%
9 Gonzalo, Jesu 2017 4 4 7.0 0.016 0.928 100%
10 Yang, Bingduo and Long, Wei and Peng, Liang and Ca... 2020 4 3 4.0 0.016 0.928 100%
11 Fan, Rui and Lee, Ji Hyung 2019 4 3 6.0 0.016 0.928 100%
12 Galvao, Antonio F and Kato, Kengo and Montes-Rojas... 2014 4 4 6.5 0.016 0.928 100%
13 Goh, S Chuan and Knight, Keith 2009 4 4 8.0 0.016 0.928 100%
14 Phillips, Peter C. B. 1987 3 3 3.5 0.012 0.843 100%
15 Phillips, Peter C. B. 1987 3 3 3.5 0.012 0.843 100%
16 Koenker, Roger and Portnoy, Stephen 1987 3 3 3.5 0.012 0.843 100%
17 Wang, Qiying and Phillips, Peter C. B. 2012 3 3 4.5 0.012 0.843 100%
18 Phillips, Peter C. B. and Lee, Ji Hyung 2016 3 3 6.0 0.012 0.843 100%
19 Leisch, Friedrich and Hornik, Kurt and Kuan, Chung... 2000 3 3 6.0 0.012 0.843 100%
20 Georgiev, Iliyan and Harvey, David I and Leybourne... 2018 4 2 5.0 0.016 0.811 100%
21 Portnoy, Stephen 2012 4 2 6.5 0.016 0.811 100%
22 Bickel, Peter J 1975 3 2 6.0 0.012 0.737 100%
23 Kasparis, Ioannis and Andreou, Elena and Phillips,... 2015 2 2 3.0 0.008 0.644 100%
24 Demetrescu, Matei and Georgiev, Iliyan and Rodrigu... 2020 2 2 3.0 0.008 0.644 100%
25 Georgiev, Iliyan and Demetrescu, Matei and Rodrigu... 2021 2 2 3.0 0.008 0.644 100%
26 Campbell, John Y and Yogo, Motohiro 2006 2 2 3.0 0.008 0.644 100%
27 Aue, Alexander and Cheung, Rex CY and Lee, Thomas ... 2017 2 2 3.0 0.008 0.644 100%
28 Koenker, Roger and Bassett, Gilbert 1978 2 2 1.5 0.008 0.644 100%
29 Billingsley, Patrick 1968 2 2 3.0 0.008 0.644 100%
30 2 2 2.5 0.008 0.644 100%
31 Koenker, Roger and Xiao, Zhijie 2006 2 2 2.5 0.008 0.644 100%
32 Phillips, Peter C. B. 1988 2 2 2.5 0.008 0.644 100%
33 Uematsu, Yoshimasa 2019 2 2 2.5 0.008 0.644 100%
34 Kato, Kengo 2009 2 2 2.5 0.008 0.644 100%
35 Neocleous, Tereza and Portnoy, Stephen 2008 2 2 4.0 0.008 0.644 100%
36 Phillips, Peter C. B. and Lee, Ji Hyung 2013 2 2 4.0 0.008 0.644 100%
37 De Haan, Laurens and Ferreira, Ana 2006 2 2 3.0 0.008 0.644 100%
38 Hoga, Yannick 2017 2 1 1.0 0.008 0.511 100%
39 McCloskey, Adam 2017 2 1 1.0 0.008 0.511 100%
40 Jansson, Michael and Moreira, Marcelo J 2006 1 1 1.0 0.004 0.406 100%
41 Mikusheva, Anna 2007 1 1 1.0 0.004 0.406 100%
42 Phillips, Peter C. B. 2014 1 1 1.0 0.004 0.406 100%
43 Cai, Zongwu and Wang, Yunfei 2014 1 1 1.0 0.004 0.406 100%
44 Ren, Yu and Tu, Yundong and Yi, Yanping 2019 1 1 1.0 0.004 0.406 100%
45 Andersen, Torben G and Varneskov, Rasmus T 2021 1 1 1.0 0.004 0.406 100%
46 Harvey, David I and Leybourne, Stephen J and Taylo... 2021 1 1 1.0 0.004 0.406 100%
47 Dou, Liyu and Mu 2021 1 1 1.0 0.004 0.406 100%
48 Elliott, Graham and Stock, James H 1994 1 1 1.0 0.004 0.406 100%
49 Elliott, Graham 2011 1 1 1.0 0.004 0.406 100%
50 Pitarakis, Jean-Yves 2017 1 1 1.0 0.004 0.406 100%
51 Phillips, Peter C. B. and Magdalinos, Tassos 2007 1 1 1.0 0.004 0.406 100%
52 Cai, Zongwu and Wang, Yunfei and Wang, Yonggang 2015 1 1 1.0 0.004 0.406 100%
53 Phillips, Peter C. B. and Perron, Pierre 1988 1 1 1.0 0.004 0.406 100%
54 Kiefer, J 1967 1 1 1.0 0.004 0.406 100%
55 Portnoy, Stephen 1991 1 1 1.0 0.004 0.406 100%
56 Wellner, Jon A Wellner and van der Vaart, Aad W 2007 1 1 1.0 0.004 0.406 100%
57 Caner, Mehmet and Hansen, Bruce E 2001 1 1 1.0 0.004 0.406 100%
58 Koenker, Roger and Bassett, Gilbert 1982 1 1 0.5 0.004 0.406 100%
59 Knight, Keith 1989 1 1 0.5 0.004 0.406 100%
60 Koul, Hira L and Saleh, AK Md E 1995 1 1 0.5 0.004 0.406 100%
61 Su, Liangjun and Xiao, Zhijie 2008 1 1 0.5 0.004 0.406 100%
62 Furno, Marilena 2014 1 1 0.5 0.004 0.406 100%
63 Chow, Gregory C 1960 1 1 0.5 0.004 0.406 100%
64 Hoga, Yannick 2018 1 1 0.5 0.004 0.406 100%
65 Koenker, Roger and Hallock, Kevin F 2001 1 1 0.5 0.004 0.406 100%
66 Chernozhukov, Victor 2005 1 1 0.5 0.004 0.406 100%
67 Escanciano, Juan Carlos and Goh, SC 2018 1 1 0.5 0.004 0.406 100%
68 1 1 0.5 0.004 0.406 100%
69 Stock, James H 1994 1 1 0.5 0.004 0.406 100%
70 Davidson, James 2000 1 1 0.5 0.004 0.406 100%
71 Galvao, Antonio and Montes-Rojas, Gabriel and Olmo... 2011 1 1 0.5 0.004 0.406 100%
72 Cho, Jin Seo and Kim, Tae-hwan and Shin, Yongcheol 2015 1 1 0.5 0.004 0.406 100%
73 Li, Haiqi and Zheng, Chaowen and Guo, Yu 2016 1 1 0.5 0.004 0.406 100%
74 Davies, Robert B 1977 1 1 0.5 0.004 0.406 100%
75 Hansen, Bruce E 1996 1 1 0.5 0.004 0.406 100%
76 Andrews, Donald WK and Ploberger, Werner 1994 1 1 0.5 0.004 0.406 100%
77 Pitarakis, Jean-Yves 2004 1 1 0.5 0.004 0.406 100%
78 Elliott, Graham and Mu 2015 1 1 0.5 0.004 0.406 100%
79 Qu, Zhongjun and Yoon, Jungmo 2015 1 1 0.5 0.004 0.406 100%
80 Phillips, Peter C. B. and Solo, Victor 1992 1 1 2.0 0.004 0.406 100%
81 Perron, Pierre 1991 1 1 2.0 0.004 0.406 100%
82 Magdalinos, Tassos and Phillips, Peter C. B. 2009 1 1 2.0 0.004 0.406 100%
83 Pollard, David 1991 1 1 2.0 0.004 0.406 100%
84 Zhou, Kenneth Q and Portnoy, Stephen L 1998 1 1 2.0 0.004 0.406 100%
85 Koenker, Roger and Machado, Jose AF 1999 1 1 2.0 0.004 0.406 100%
86 Koltchinskii, Vladimir I 1997 1 1 2.0 0.004 0.406 100%
87 Van Der Vaart, Aad W and Wellner, Jon A. 1996 1 1 2.0 0.004 0.406 100%
88 Bai, Jushan 1996 1 1 2.0 0.004 0.406 100%
89 Kuan, Chung-Ming and Chen, Mei-Yuan 1994 1 1 2.0 0.004 0.406 100%
90 Chu, Chia-Shang James and Stinchcombe, Maxwell and... 1996 1 1 2.0 0.004 0.406 100%
91 Re 1982 1 1 2.0 0.004 0.406 100%
92 Kulperger, Reg and Yu, Hao and others 2005 1 1 2.0 0.004 0.406 100%
93 Shao, Xiaofeng 2010 1 1 2.0 0.004 0.406 100%
94 Newey, Whitney K 1991 1 1 2.0 0.004 0.406 100%
95 Hanson, Bruce E 2002 1 1 2.0 0.004 0.406 100%
96 Seo, Byeongseon 1998 1 1 2.0 0.004 0.406 100%
97 Hansen, Bruce E 2000 1 1 2.0 0.004 0.406 100%
98 Banerjee, Anindya and Dolado, Juan J and Galbraith... 1993 1 1 2.0 0.004 0.406 100%
99 Paye, Bradley S 2012 1 1 2.0 0.004 0.406 100%
100 Atanasov, Victoria and M\o 2020 1 1 2.0 0.004 0.406 100%
101 Canarella, Giorgio and Miller, Stephen and Pollard... 2012 1 1 2.0 0.004 0.406 100%
102 Pitarakis, Jean-Yves 2014 1 1 1.0 0.004 0.406 100%
103 Kwiatkowski, Denis and Phillips, Peter C. B. and S... 1992 1 1 1.0 0.004 0.406 100%
104 Phillips, Peter C. B. and Park, Joon Y 1988 1 1 1.0 0.004 0.406 100%
105 Qu, Zhongjun and Perron, Pierre 2007 1 1 1.0 0.004 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.