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Citation Analysis

\Large \textbfEstimation and Inference in Threshold Predictive Regression Models with Locally Explosive Processes
Christis Katsouris
https://arxiv.org/abs/2305.00860
127
Citation mentions
78
Cited references
8
Sections
4,207
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 Gonzalo, Jesu 2017 4 4 7.0 0.031 0.928 100%
2 Kostakis, Alexandros and Magdalinos, Tassos and St... 2015 4 4 7.0 0.031 0.928 100%
3 Lieberman, Offer and Phillips, Peter CB 2020 9 4 10.0 0.071 0.920 78%
4 Gonzalo, Jesu 2012 12 6 18.0 0.094 0.909 75%
5 Caner, Mehmet and Hansen, Bruce E 2001 3 3 5.0 0.024 0.843 100%
6 Hansen, Bruce E 1996 3 2 4.0 0.024 0.737 100%
7 Chen, Haiqiang 2015 4 3 4.0 0.031 0.737 50%
8 Phillips, Peter CB and Magdalinos, Tassos 2009 3 2 4.0 0.024 0.737 100%
9 Magdalinos, Tassos and Phillips, Peter CB 2009 3 2 3.0 0.024 0.644 67%
10 Lieberman, Offer and Phillips, Peter 2018 2 2 3.0 0.016 0.644 100%
11 Hansen, Bruce E 2000 2 2 3.0 0.016 0.644 100%
12 Gonzalo, Jesu 2002 2 2 3.0 0.016 0.644 100%
13 Pitarakis, Jean-Yves 2008 2 2 3.0 0.016 0.644 100%
14 Chiou, Yan-Yu and Chen, Mei-Yuan and Chen, Jau-er 2018 2 2 3.0 0.016 0.644 100%
15 Demetrescu, Matei and Georgiev, Iliyan and Rodrigu... 2020 2 2 3.0 0.016 0.644 100%
16 Hatchondo, Juan Carlos and Martinez, Leonardo and ... 2016 2 2 3.0 0.016 0.644 100%
17 Davies, Robert B 1977 2 2 3.0 0.016 0.644 100%
18 3 1 3.0 0.024 0.585 100%
19 Lieberman, Offer and Phillips, Peter CB 2017 2 1 2.0 0.016 0.511 100%
20 2 1 2.0 0.016 0.511 100%
21 Bykhovskaya, Anna and Phillips, Peter CB 2020 2 1 2.0 0.016 0.511 100%
22 1 1 1.0 0.008 0.406 100%
23 1 1 1.0 0.008 0.406 100%
24 Pesaran, M Hashem and Timmermann, Allan 1995 1 1 1.0 0.008 0.406 100%
25 Stambaugh, Robert F 1999 1 1 1.0 0.008 0.406 100%
26 Galvao, Antonio F and Montes-Rojas, Gabriel and Ol... 2011 1 1 1.0 0.008 0.406 100%
27 Galvao, Antonio F and Kato, Kengo and Montes-Rojas... 2014 1 1 1.0 0.008 0.406 100%
28 Kourtellos, Andros and Stengos, Thanasis and Tan, ... 2014 1 1 1.0 0.008 0.406 100%
29 Kourtellos, Andros and Stengos, Thanasis and Sun, ... 2017 1 1 1.0 0.008 0.406 100%
30 Gonzalo, Jesus and Pitarakis, Jean-Yves 2006 1 1 1.0 0.008 0.406 100%
31 Phillips, Peter CB and Magdalinos, Tassos 2007 1 1 1.0 0.008 0.406 100%
32 Nielsen, Bent 2010 1 1 1.0 0.008 0.406 100%
33 Guo, Gangzheng and Sun, Yixiao and Wang, Shaoping 2019 1 1 1.0 0.008 0.406 100%
34 Pedersen, Thomas Quistgaard and Schu 2020 1 1 1.0 0.008 0.406 100%
35 Duffy, James A and Kasparis, Ioannis 2021 1 1 1.0 0.008 0.406 100%
36 Phillips, Peter CB and Wu, Yangru and Yu, Jun 2011 1 1 1.0 0.008 0.406 100%
37 Phillips, Peter CB and Yu, Jun 2011 1 1 1.0 0.008 0.406 100%
38 Farmer, Leland and Schmidt, Lawrence and Timmerman... 2019 1 1 1.0 0.008 0.406 100%
39 Georgiev, Iliyan and Demetrescu, Matei and Rodrigu... 2021 1 1 1.0 0.008 0.406 100%
40 Maasoumi, Esfandiar and Racine, Jeff 2002 1 1 1.0 0.008 0.406 100%
41 Michaelides, Panayotis G and Tsionas, Efthymios G ... 2016 1 1 1.0 0.008 0.406 100%
42 Tsay, Ruey S 1989 1 1 1.0 0.008 0.406 100%
43 Tsay, Ruey S 1998 1 1 1.0 0.008 0.406 100%
44 Staiger, Douglas and Stock, James H 1997 1 1 1.0 0.008 0.406 100%
45 Lux, Thomas 1995 1 1 1.0 0.008 0.406 100%
46 Brunnermeier, Markus K 2009 1 1 1.0 0.008 0.406 100%
47 Kapetanios, George and Mitchell, James and Shin, Y... 2014 1 1 1.0 0.008 0.406 100%
48 Bohn, Henning 1998 1 1 1.0 0.008 0.406 100%
49 Horva 2020 1 1 1.0 0.008 0.406 100%
50 Davies, Robert B 1987 1 1 1.0 0.008 0.406 100%
51 Andrews, Donald WK 1993 1 1 1.0 0.008 0.406 100%
52 Andrews, Donald WK and Ploberger, Werner 1994 1 1 1.0 0.008 0.406 100%
53 Phillips, Peter CB 1987 1 1 2.0 0.008 0.406 100%
54 Phillips, Peter CB 1987 1 1 2.0 0.008 0.406 100%
55 Phillips, Peter CB and Perron, Pierre 1988 1 1 2.0 0.008 0.406 100%
56 Phillips, Peter CB and Solo, Victor 1992 1 1 2.0 0.008 0.406 100%
57 Billingsley, Patrick 1968 1 1 2.0 0.008 0.406 100%
58 Hall, Peter and Heyde, Christopher C 1981 1 1 2.0 0.008 0.406 100%
59 Chan, Kung-Sik 1993 1 1 2.0 0.008 0.406 100%
60 Khoshnevisan, Davar and Lewis, Thomas M 1996 1 1 2.0 0.008 0.406 100%
61 Terasvirta, Timo and Tjostheim, Dag and Granger, C... 2010 1 1 2.0 0.008 0.406 100%
62 Tong, Howell and Lim, Keng S 1980 1 1 2.0 0.008 0.406 100%
63 Perron, Pierre 1989 1 1 2.0 0.008 0.406 100%
64 DeJong, David N and Whiteman, Charles H 1991 1 1 2.0 0.008 0.406 100%
65 Stein, Elias M and Stein, Jeremy C 1991 1 1 2.0 0.008 0.406 100%
66 Menzly, Lior and Santos, Tano and Veronesi, Pietro 2004 1 1 2.0 0.008 0.406 100%
67 Timmermann, Allan G 1993 1 1 2.0 0.008 0.406 100%
68 Campbell, John Y and Yogo, Motohiro 2006 1 1 2.0 0.008 0.406 100%
69 Kasparis, Ioannis and Andreou, Elena and Phillips,... 2015 1 1 2.0 0.008 0.406 100%
70 Cho, Jin Seo and White, Halbert 2007 1 1 2.0 0.008 0.406 100%
71 Atanasov, Victoria and M\o 2020 1 1 2.0 0.008 0.406 100%
72 Baker, Scott R and Bloom, Nicholas and Davis, Stev... 2016 1 1 2.0 0.008 0.406 100%
73 Dicks, David L and Fulghieri, Paolo 2019 1 1 2.0 0.008 0.406 100%
74 Bloom, Nicholas 2014 1 1 2.0 0.008 0.406 100%
75 Gonzalo, Jesus and Wolf, Michael 2005 1 1 2.0 0.008 0.406 100%
76 Luukkonen, Ritva and Saikkonen, Pentti and Tera 1988 1 1 2.0 0.008 0.406 100%
77 Emiliano Da Silva Neto, Anibal and Gonzalo, Jesus ... 2021 1 1 2.0 0.008 0.406 100%
78 Pitarakis, Jean-Yves 2020 1 1 2.0 0.008 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.