Citation Analysis

sparseDFM: An R Package to Estimate Dynamic Factor Models with Sparse Loadings
Luke Mosley, Tak-Shing Chan, Alex Gibberd
https://arxiv.org/abs/2303.14125
133
Citation mentions
51
Cited references
9
Sections
10,707
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 Bai, Jushan and Ng, Serena 2002 7 5 14.0 0.053 1.000 100%
2 Stock, James H and Watson, Mark W 2002 6 4 10.5 0.045 0.941 83%
3 Giannone, Domenico and Reichlin, Lucrezia and Smal... 2008 8 4 13.0 0.060 0.909 75%
4 Ba\'n 2014 16 7 26.0 0.120 0.909 75%
5 Mosley, Luke and Chan, Tak-Shing and Gibberd, Alex (self) 2023 13 4 18.5 0.098 0.851 62%
6 Shumway, Robert H and Stoffer, David S 1982 12 7 13.5 0.090 0.747 42%
7 Koopman, Siem Jan and Durbin, James 2000 13 7 14.0 0.098 0.727 38%
8 Doz, Catherine and Giannone, Domenico and Reichlin... 2011 3 2 4.5 0.023 0.644 67%
9 Doz, Catherine and Giannone, Domenico and Reichlin... 2012 3 1 6.0 0.023 0.585 100%
10 Banbura, Marta and Giannone, Domenico and Reichlin... 2010 3 2 3.0 0.023 0.511 33%
11 Bai, Jushan 2003 2 1 4.0 0.015 0.511 100%
12 Doz, Catherine and Fuleky, Peter 2020 2 1 4.0 0.015 0.511 100%
13 Boyd, Stephen and Parikh, Neal and Chu, Eric and P... 2011 2 2 2.5 0.015 0.511 50%
14 Onatski, Alexei 2009 1 1 2.0 0.008 0.406 100%
15 Ahn, Seung C and Horenstein, Alex R 2013 1 1 2.0 0.008 0.406 100%
16 Watson, Mark W and Engle, Robert F 1983 1 1 2.0 0.008 0.406 100%
17 Barigozzi, Matteo and Luciani, Matteo 2019 1 1 2.0 0.008 0.406 100%
18 Hadley Wickham and Jim Hester and Winston Chang an... 2022 1 1 2.0 0.008 0.406 100%
19 Ba\'n 2013 1 1 2.0 0.008 0.406 100%
20 Dirk Eddelbuettel and Conrad Sanderson 2014 1 1 2.0 0.008 0.406 100%
21 De Jong, Piet and Mackinnon, Murray J 1988 2 2 1.0 0.015 0.139 0%
22 Harvey, Andrew C 1990 3 1 1.5 0.023 0.126 0%
23 Durbin, James and Koopman, Siem Jan 2012 3 1 1.5 0.023 0.126 0%
24 Geweke, John 1977 1 1 0.5 0.008 0.087 0%
25 Sargent, Thomas J and Sims, Christopher A and othe... 1977 1 1 0.5 0.008 0.087 0%
26 Foroni, Claudia and Marcellino, Massimiliano 2014 1 1 0.5 0.008 0.087 0%
27 Mariano, Roberto S and Murasawa, Yasutomo 2010 1 1 0.5 0.008 0.087 0%
28 Grassi, Stefano and Proietti, Tommaso and Frale, C... 2015 1 1 0.5 0.008 0.087 0%
29 Harvey, Andrew 1996 1 1 0.5 0.008 0.087 0%
30 Luciani, Matteo 2015 1 1 0.5 0.008 0.087 0%
31 Molenaar, Peter 1985 1 1 0.5 0.008 0.087 0%
32 Fisher, Aaron J 2015 1 1 0.5 0.008 0.087 0%
33 Wu, HC and Chan, SC and Tsui, KM and Hou, Yunhe (self) 2013 1 1 0.5 0.008 0.087 0%
34 Lee, Duehee and Baldick, Ross 2016 1 1 0.5 0.008 0.087 0%
35 Stock, James H and Watson, Mark 2011 1 1 0.5 0.008 0.087 0%
36 Poncela, Pilar and Ruiz, Esther and Miranda, Karen 2021 1 1 0.5 0.008 0.087 0%
37 Kose, M Ayhan and Otrok, Christopher and Whiteman,... 2008 1 1 0.5 0.008 0.087 0%
38 Forni, Mario and Gambetti, Luca 2021 1 1 0.5 0.008 0.087 0%
39 Kaiser, Henry F 1958 1 1 0.5 0.008 0.087 0%
40 Carroll, John B 1953 1 1 0.5 0.008 0.087 0%
41 Jennrich, Robert I and Sampson, PF 1966 1 1 0.5 0.008 0.087 0%
42 Rohe, Karl and Zeng, Muzhe 2020 1 1 0.5 0.008 0.087 0%
43 Andreou, Elena and Gagliardini, Patrick and Ghysel... 2019 1 1 0.5 0.008 0.087 0%
44 Zou, Hui and Hastie, Trevor and Tibshirani, Robert 2006 1 1 0.5 0.008 0.087 0%
45 Croux, Christophe and Exterkate, Peter 2011 1 1 0.5 0.008 0.087 0%
46 Kristensen, Johannes Tang 2017 1 1 0.5 0.008 0.087 0%
47 Despois, Thomas and Doz, Catherine 2022 1 1 0.5 0.008 0.087 0%
48 Holmes, Elizabeth E and Ward, Eric J and Kellie, W... 2012 1 1 0.5 0.008 0.087 0%
49 De Valk, Serge and de Mattos, Daiane and Ferreira,... 2019 1 1 0.5 0.008 0.087 0%
50 Hopp, Daniel 2021 1 1 0.5 0.008 0.087 0%
51 Sebastian Krantz and Rytis Bagdziunas 2022 1 1 0.5 0.008 0.087 0%
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.