← Back to paper list

Citation Analysis

\textsc\large %A Review of 120-Years of Quasi Maximum Likelihood Estimation of Factor Models for Large Panels: From a Curse to a Blessing of Dimensionality Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models: \\ A Critical Review
Matteo Barigozzi
https://arxiv.org/abs/2303.11777
336
Citation mentions
161
Cited references
15
Sections
11,853
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 Lawley, D. N. and A. E. Maxwell 1971 6 5 11.0 0.018 1.000 100%
2 Bai, J 2003 10 6 16.0 0.030 1.000 100%
3 Anderson, T. W. and H. Rubin 1956 5 4 9.0 0.015 1.000 100%
4 Quah, D. and T. J. Sargent 1993 5 5 9.0 0.015 1.000 100%
5 Barigozzi, M (self) 2022 12 5 24.0 0.036 1.000 100%
6 Breitung, J. and J. Tenhofen 2011 5 4 10.0 0.015 1.000 100%
7 Bai, J. and K. Li 2016 29 12 52.0 0.086 0.988 97%
8 Bai, J. and K. Li 2012 22 8 40.0 0.065 0.985 95%
9 Doz, C., D. Giannone, and L. Reichlin 2012 13 9 21.0 0.039 0.974 92%
10 Barigozzi, M. and M. Luciani (self) 2019 11 6 18.0 0.033 0.935 82%
11 Thomson, G. H 1951 4 3 6.0 0.012 0.928 100%
12 Joreskog, K. G 1969 4 4 7.0 0.012 0.928 100%
13 Sargent, T. J. and C. A. Sims 1977 4 3 6.0 0.012 0.928 100%
14 Stock, J. H. and M. W. Watson 2002a 4 3 6.0 0.012 0.928 100%
15 Forni, M., D. Giannone, M. Lippi, and L. Reichlin 2009 4 3 6.0 0.012 0.928 100%
16 Bartlett, M. S 1937 3 3 5.0 0.009 0.843 100%
17 Bartholomew, D. J., M. Knott, and I. Moustaki 2011 3 3 5.0 0.009 0.843 100%
18 Watson, M. W. and R. F. Engle 1983 3 3 5.0 0.009 0.843 100%
19 Barigozzi, M. and M. Luciani (self) 2023 3 3 5.0 0.009 0.843 100%
20 Fan, J., Y. Liao, and M. Mincheva 2013 3 3 5.0 0.009 0.843 100%
21 Barigozzi, M (self) 2023 5 2 9.0 0.015 0.811 80%
22 Forni, M., M. Hallin, M. Lippi, and L. Reichlin 2000 4 2 5.0 0.012 0.811 100%
23 Chamberlain, G. and M. Rothschild 1983 3 2 4.0 0.009 0.737 100%
24 Amemiya, Y., W. A. Fuller, and S. G. Pantula 1987 3 2 4.0 0.009 0.737 100%
25 Hannan, E. J 1970 3 2 6.0 0.009 0.737 100%
26 Rubin, D. B. and D. T. Thayer 1982 3 2 6.0 0.009 0.737 100%
27 Thomson, G. H 1936 2 2 3.0 0.006 0.644 100%
28 Bartlett, M. S 1938 2 2 3.0 0.006 0.644 100%
29 Geweke, J. F. and K. J. Singleton 1981 2 2 3.0 0.006 0.644 100%
30 Stock, J. H. and M. W. Watson 1989 2 2 3.0 0.006 0.644 100%
31 Stock, J. H. and M. W. Watson 1991 2 2 3.0 0.006 0.644 100%
32 Giannone, D., L. Reichlin, and D. Small 2008 2 2 3.0 0.006 0.644 100%
33 Luciani, M 2015 2 2 3.0 0.006 0.644 100%
34 Anderson, T. W. and Y. Amemiya 1988 2 2 3.0 0.006 0.644 100%
35 Tipping, M. E. and C. M. Bishop 1999 2 2 3.0 0.006 0.644 100%
36 Hotelling, H 1933 2 2 3.0 0.006 0.644 100%
37 Bai, J. and S. Ng 2002 2 2 4.0 0.006 0.644 100%
38 Trapani, L 2018 2 2 4.0 0.006 0.644 100%
39 Doz, C., D. Giannone, and L. Reichlin 2011 2 2 4.0 0.006 0.644 100%
40 Mardia, K., J. Kent, and J. Bibby 1979 2 2 4.0 0.006 0.644 100%
41 Ng, C. T., C. Y. Yau, and N. H. Chan 2015 2 2 4.0 0.006 0.644 100%
42 Andrews, D. W 1991 2 2 4.0 0.006 0.644 100%
43 Shumway, R. H. and D. S. Stoffer 1982 2 2 4.0 0.006 0.644 100%
44 Harvey, A. C 1990 2 2 4.0 0.006 0.644 100%
45 Ba\'nbura, M. and M. Modugno 2014 2 2 4.0 0.006 0.644 100%
46 Reis, R. and M. W. Watson 2010 2 2 4.0 0.006 0.644 100%
47 Lawley, D. N 1940 2 1 2.0 0.006 0.511 100%
48 Dempster, A. P., N. M. Laird, and D. B. Rubin 1977 2 1 4.0 0.006 0.511 100%
49 Sundberg, R 1976 2 1 4.0 0.006 0.511 100%
50 Wu, J. C. F 1983 2 1 4.0 0.006 0.511 100%
51 Durbin, J. and S. J. Koopman 2012 2 2 2.5 0.006 0.511 50%
52 Anderson, T. W 2003 2 1 4.0 0.006 0.511 100%
53 Bai, J. and Y. Liao 2016 2 1 4.0 0.006 0.511 100%
54 Spearman, C 1904 1 1 1.0 0.003 0.406 100%
55 Moustaki, I. and M. Knott 2000 1 1 1.0 0.003 0.406 100%
56 Joreskog, K. G. and I. Moustaki 2001 1 1 1.0 0.003 0.406 100%
57 Connor, G., R. A. Korajczyk, and O. Linton 2006 1 1 1.0 0.003 0.406 100%
58 Ait-Sahalia, Y. and D. Xiu 2017 1 1 1.0 0.003 0.406 100%
59 Kim, D. and J. Fan 2019 1 1 1.0 0.003 0.406 100%
60 Barigozzi, M. and M. Hallin (self) 2020 1 1 1.0 0.003 0.406 100%
61 Stock, J. H. and M. W. Watson 2002b 1 1 1.0 0.003 0.406 100%
62 De Mol, C., D. Giannone, and L. Reichlin 2008 1 1 1.0 0.003 0.406 100%
63 Bernanke, B. S., J. Boivin, and P. S. Eliasz 2005 1 1 1.0 0.003 0.406 100%
64 Forni, M. and L. Gambetti 2010 1 1 1.0 0.003 0.406 100%
65 Barigozzi, M., A. M. Conti, and M. Luciani (self) 2014 1 1 1.0 0.003 0.406 100%
66 Forni, M., L. Gambetti, M. Lippi, and L. Sala 2014 1 1 1.0 0.003 0.406 100%
67 Marcellino, M. and V. Sivec 2016 1 1 1.0 0.003 0.406 100%
68 Barigozzi, M., M. Lippi, and M. Luciani (self) 2021 1 1 1.0 0.003 0.406 100%
69 Stone, R 1945 1 1 1.0 0.003 0.406 100%
70 Barigozzi, M. and A. Moneta (self) 2016 1 1 1.0 0.003 0.406 100%
71 Barigozzi, M. and M. Hallin (self) 2024 1 1 1.0 0.003 0.406 100%
72 Scherrer, W. and M. Deistler 1998 1 1 1.0 0.003 0.406 100%
73 Forni, M. and M. Lippi 2001 1 1 1.0 0.003 0.406 100%
74 Hallin, M. and M. Lippi 2013 1 1 1.0 0.003 0.406 100%
75 Chamberlain, G 1983 1 1 1.0 0.003 0.406 100%
76 Geweke, J 1977 1 1 1.0 0.003 0.406 100%
77 Zaffaroni, P 2019 1 1 1.0 0.003 0.406 100%
78 Onatski, A 2012 1 1 2.0 0.003 0.406 100%
79 Uematsu, Y. and T. Yamagata 2021 1 1 2.0 0.003 0.406 100%
80 Bai, J. and S. Ng 2021 1 1 2.0 0.003 0.406 100%
81 Freyaldenhoven, S 2022 1 1 2.0 0.003 0.406 100%
82 Ibragimov, I. A 1962 1 1 2.0 0.003 0.406 100%
83 Bolthausen, E 1982 1 1 2.0 0.003 0.406 100%
84 Austern, M. and P. Orbanz 2022 1 1 2.0 0.003 0.406 100%
85 Bolthausen, E 1984 1 1 2.0 0.003 0.406 100%
86 Alessi, L., M. Barigozzi, and M. Capasso (self) 2010 1 1 2.0 0.003 0.406 100%
87 Onatski, A 2010 1 1 2.0 0.003 0.406 100%
88 Ahn, S. C. and A. R. Horenstein 2013 1 1 2.0 0.003 0.406 100%
89 Bai, J. and S. Ng 2013 1 1 2.0 0.003 0.406 100%
90 Li, K., Q. Li, and L. Lu 2018 1 1 2.0 0.003 0.406 100%
91 Anderson, B. D. O. and J. B. Moore 1979 1 1 2.0 0.003 0.406 100%
92 Anderson, B. D. O. and M. Deistler 2008 1 1 2.0 0.003 0.406 100%
93 Akaike, H 1974 1 1 2.0 0.003 0.406 100%
94 Stock, J. H. and M. W. Watson 2016 1 1 2.0 0.003 0.406 100%
95 Pearson, K 1901 1 1 2.0 0.003 0.406 100%
96 Jolliffe, I. T 2002 1 1 2.0 0.003 0.406 100%
97 Bai, J. and S. Ng 2020 1 1 2.0 0.003 0.406 100%
98 Dunsmuir, W 1979 1 1 2.0 0.003 0.406 100%
99 Zhang, D. and W. B. Wu 2021 1 1 2.0 0.003 0.406 100%
100 Gao, Z., J. Guo, and Y. Ma 2021 1 1 2.0 0.003 0.406 100%
101 Sundberg, R. and U. Feldmann 2016 1 1 2.0 0.003 0.406 100%
102 White, H 1980 1 1 2.0 0.003 0.406 100%
103 Newey, W. K. and K. D. West 1987 1 1 2.0 0.003 0.406 100%
104 Scott, J. T 1966 1 1 2.0 0.003 0.406 100%
105 Choi, I 2012 1 1 2.0 0.003 0.406 100%
106 Hannan, E. J. and M. Deistler 2012 1 1 2.0 0.003 0.406 100%
107 Jungbacker, B. and S. J. Koopman 2015 1 1 2.0 0.003 0.406 100%
108 Sundberg, R 1974 1 1 2.0 0.003 0.406 100%
109 Sundberg, R 2019 1 1 2.0 0.003 0.406 100%
110 Harvey, A. C. and S. Peters 1990 1 1 2.0 0.003 0.406 100%
111 Ghahramani, Z. and G. Hinton 1996 1 1 2.0 0.003 0.406 100%
112 Ruud, P. A 1991 1 1 2.0 0.003 0.406 100%
113 Meng, X.-L. and D. B. Rubin 1994 1 1 2.0 0.003 0.406 100%
114 McLachlan, G. and T. Krishnan 2007 1 1 2.0 0.003 0.406 100%
115 van der Vaart, A. W 2000 1 1 2.0 0.003 0.406 100%
116 Lehmann, E. L. and G. Casella 2006 1 1 2.0 0.003 0.406 100%
117 Wiener, N 1949 1 1 2.0 0.003 0.406 100%
118 Kolmogorov, A. N 1941 1 1 2.0 0.003 0.406 100%
119 D'Agostino, A. and D. Giannone 2012 1 1 2.0 0.003 0.406 100%
120 Kalman, R. E 1960 1 1 2.0 0.003 0.406 100%
121 Rauch, H 1963 1 1 2.0 0.003 0.406 100%
122 De Jong, P 1989 1 1 2.0 0.003 0.406 100%
123 Duncan, D. B. and S. D. Horn 1972 1 1 2.0 0.003 0.406 100%
124 Delle Monache, D. and I. Petrella 2019 1 1 2.0 0.003 0.406 100%
125 Ruiz, E. and P. Poncela 2022 1 1 2.0 0.003 0.406 100%
126 Poncela, P. and E. Ruiz 2015 1 1 2.0 0.003 0.406 100%
127 Fiorentini, G., A. Galesi, and E. Sentana 2018 1 1 2.0 0.003 0.406 100%
128 Lawley, D. N 1942 1 1 2.0 0.003 0.406 100%
129 Solari, M. E 1969 1 1 2.0 0.003 0.406 100%
130 Young, G 1940 1 1 2.0 0.003 0.406 100%
131 Whittle, P 1952 1 1 2.0 0.003 0.406 100%
132 Terada, Y 2014 1 1 2.0 0.003 0.406 100%
133 Zadrozny, P. A 2023 1 1 2.0 0.003 0.406 100%
134 Neyman, J 1979 1 1 2.0 0.003 0.406 100%
135 Chernozhukov, V., D. Chetverikov, M. Demirer, E. D... 2018 1 1 2.0 0.003 0.406 100%
136 Cochrane, D. and G. H. Orcutt 1949 1 1 2.0 0.003 0.406 100%
137 Meng, X.-L. and D. B. Rubin 1993 1 1 2.0 0.003 0.406 100%
138 Wang, S., H. Yang, and C. Yao 2019 1 1 2.0 0.003 0.406 100%
139 Poignard, B. and Y. Terada 2020 1 1 2.0 0.003 0.406 100%
140 Lin, J. and G. Michailidis 2020 1 1 2.0 0.003 0.406 100%
141 Barigozzi, M. and C. Lissona (self) 2024 1 1 2.0 0.003 0.406 100%
142 Bai, J. and S. Ng 2006 1 1 2.0 0.003 0.406 100%
143 Giannone, D., L. Reichlin, and L. Sala 2006 1 1 2.0 0.003 0.406 100%
144 Giannone, D., M. Lenza, and L. Reichlin 2019 1 1 2.0 0.003 0.406 100%
145 Ba\'nbura, M., D. Giannone, and M. Lenza 2015 1 1 2.0 0.003 0.406 100%
146 Giannone, D., L. Reichlin, and L. Sala 2005 1 1 2.0 0.003 0.406 100%
147 Giannone, D., F. Monti, and L. Reichlin 2016 1 1 2.0 0.003 0.406 100%
148 Ba\'nbura, M., D. Giannone, M. Modugno, and L. Rei... 2013 1 1 2.0 0.003 0.406 100%
149 Modugno, M 2013 1 1 2.0 0.003 0.406 100%
150 Mariano, R. S. and Y. Murasawa 2003 1 1 2.0 0.003 0.406 100%
151 Jungbacker, B., S. J. Koopman, and M. Van der Wel 2011 1 1 2.0 0.003 0.406 100%
152 Koopman, S. J. and M. van der Wel 2013 1 1 2.0 0.003 0.406 100%
153 Jungbacker, B., S. J. Koopman, and M. Van der Wel 2014 1 1 2.0 0.003 0.406 100%
154 Coroneo, L., D. Giannone, and M. Modugno 2016 1 1 2.0 0.003 0.406 100%
155 Altavilla, C., R. Giacomini, and G. Ragusa 2017 1 1 2.0 0.003 0.406 100%
156 Delle Chiaie, S., L. Ferrara, and D. Giannone 2021 1 1 2.0 0.003 0.406 100%
157 Barigozzi, M., A. Cuzzola, M. Grazzi, and D. Mosch... (self) 2021 1 1 2.0 0.003 0.406 100%
158 Ng, S. and S. Scanlan 2024 1 1 2.0 0.003 0.406 100%
159 Juvenal, L. and I. Petrella 2015 1 1 2.0 0.003 0.406 100%
160 Linton, O. B., H. Tang, and J. Wu 2022 1 1 2.0 0.003 0.406 100%
161 Barigozzi, M. and F. Pellegrino (self) 2023 1 1 2.0 0.003 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.