Citation Analysis

\textsc\large Asymptotic equivalence of Principal Components \linebreak and Quasi Maximum Likelihood estimators \linebreak in Large Approximate Factor Models
Matteo Barigozzi
https://arxiv.org/abs/2307.09864
125
Citation mentions
42
Cited references
12
Sections
9,643
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 18 5 32.0 0.144 1.000 100%
2 Bai, Jushan and Li, Kunpeng 2012 15 9 28.0 0.120 1.000 100%
3 Bai, Jushan and Li, Kunpeng 2016 32 9 58.0 0.256 1.000 100%
4 Lawley, D. N. and Maxwell, A. E. 1971 5 5 9.0 0.040 1.000 100%
5 Merikoski, Jorma K and Kumar, Ravinder 2004 4 3 8.0 0.032 0.928 100%
6 Tipping, Michael E and Bishop, Christopher M 1999 3 3 5.0 0.024 0.843 100%
7 Doz, Catherine and Giannone, Domenico and Reichlin... 2012 3 2 5.0 0.024 0.737 100%
8 Bernanke, Ben S. and Boivin, Jean and Eliasz, Piot... 2005 2 2 3.0 0.016 0.644 100%
9 Barigozzi, Matteo (self) 2024 2 2 3.0 0.016 0.644 100%
10 Trapani, Lorenzo 2018 2 2 4.0 0.016 0.644 100%
11 Rubin, Donald B and Thayer, Dorothy T 1982 2 2 4.0 0.016 0.644 100%
12 Anderson, Theodore W and Rubin, Herman 1956 2 2 4.0 0.016 0.644 100%
13 Zadrozny, P. A. 2023 2 2 4.0 0.016 0.644 100%
14 Breitung, Jo 2011 2 2 4.0 0.016 0.644 100%
15 Wu, J. C. F. 1983 2 2 4.0 0.016 0.644 100%
16 Yu, Yi and Wang, Tengyao and Samworth, Richard J 2015 2 2 4.0 0.016 0.644 100%
17 Bai, Jushan and Ng, Serena 2013 2 1 4.0 0.016 0.511 100%
18 Connor, Gregory and Korajczyk, Robert A and Linton... 2006 1 1 1.0 0.008 0.406 100%
19 Ait-Sahalia, Yacine and Xiu, Dacheng 2017 1 1 1.0 0.008 0.406 100%
20 Kim, Donggyu and Fan, Jianqing 2019 1 1 1.0 0.008 0.406 100%
21 Forni, Mario and Hallin, Marc and Lippi, Marco and... 2005 1 1 1.0 0.008 0.406 100%
22 De Mol, Christine and Giannone, Domenico and Reich... 2008 1 1 1.0 0.008 0.406 100%
23 Giannone, Domenico and Reichlin, Lucrezia and Smal... 2008 1 1 1.0 0.008 0.406 100%
24 Forni, Mario and Hallin, Marc and Lippi, Marco and... 2000 1 1 1.0 0.008 0.406 100%
25 Lam, Clifford and Yao, Qiwei 2012 1 1 1.0 0.008 0.406 100%
26 Stock, James H. and Watson, Mark W. 2002 1 1 1.0 0.008 0.406 100%
27 Fan, Jianqing and Liao, Yuan and Mincheva, Martina 2013 1 1 1.0 0.008 0.406 100%
28 1 1 1.0 0.008 0.406 100%
29 Delle Chiaie, Simona and Ferrara, Laurent and Gian... 2021 1 1 1.0 0.008 0.406 100%
30 Hannan, Edward James 1970 1 1 2.0 0.008 0.406 100%
31 Bai, Jushan and Ng, Serena 2002 1 1 2.0 0.008 0.406 100%
32 Onatski, Alexei 2010 1 1 2.0 0.008 0.406 100%
33 Mardia, KV and Kent, JT and Bibby, JM 1979 1 1 2.0 0.008 0.406 100%
34 Jolliffe, Ian T 2002 1 1 2.0 0.008 0.406 100%
35 Bai, Jushan and Liao, Yuan 2016 1 1 2.0 0.008 0.406 100%
36 Amemiya, Yasuo and Fuller, Wayne A and Pantula, Sa... 1987 1 1 2.0 0.008 0.406 100%
37 Anderson, Theodore W and Amemiya, Yasuo 1988 1 1 2.0 0.008 0.406 100%
38 Choi, In 2012 1 1 2.0 0.008 0.406 100%
39 Doz, Catherine and Giannone, Domenico and Reichlin... 2011 1 1 2.0 0.008 0.406 100%
40 Ruiz, E. and Poncela, P. 2022 1 1 2.0 0.008 0.406 100%
41 Fortin, Alain-Philippe and Gagliardini, Patrick an... 2023 1 1 2.0 0.008 0.406 100%
42 Barigozzi, Matteo and Luciani, Matteo (self) 2024 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.