Citation Analysis

%\Large On the Relationship Between Static and Dynamic Factor Models for High-Dimensional Time Series Data %
Philipp Gersing, Matteo Barigozzi, Christoph Rust, Manfred Deistler
https://arxiv.org/abs/2307.10067
219
Citation mentions
59
Cited references
18
Sections
21,110
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 Forni, Mario and Hallin, Marc and Lippi, Marco and... 2000 14 9 27.0 0.064 1.000 100%
2 Forni, Mario and Hallin, Marc and Lippi, Marco and... 2015 5 4 9.0 0.023 1.000 100%
3 Forni, Mario and Giannone, Domenico and Lippi, Mar... 2009 6 5 11.0 0.027 1.000 100%
4 Bai, Jushan and Ng, Serena 2023 5 3 10.0 0.023 1.000 100%
5 Bai, Jushan 2003 9 6 15.5 0.041 0.962 89%
6 James H. Stock and Mark W. Watson 8 6 12.5 0.037 0.957 88%
7 Onatski, Alexei 2012 8 6 13.5 0.037 0.957 88%
8 James H Stock and Mark W Watson 7 5 11.5 0.032 0.950 86%
9 McCracken, Michael W and Ng, Serena 2016 4 3 6.0 0.018 0.928 100%
10 Barigozzi, Matteo and Hallin, Marc and Luciani, Ma... (self) 2024 5 4 7.5 0.023 0.928 80%
11 Doz, Catherine and Giannone, Domenico and Reichlin... 2011 4 4 7.0 0.018 0.928 100%
12 Bai, Jushan and Ng, Serena 2002 5 4 8.5 0.023 0.928 80%
13 Forni, Mario and Hallin, Marc and Lippi, Marco and... 2017 19 9 31.0 0.087 0.924 79%
14 Chamberlain, Gary 1983 4 4 5.5 0.018 0.843 75%
15 Bai, Jushan and Ng, Serena 2007 3 3 5.0 0.014 0.843 100%
16 Stock, James H and Watson, Mark W 2016 3 3 5.0 0.014 0.843 100%
17 Forni, Mario and Giovannelli, Alessandro and Lippi... 2018 3 3 5.0 0.014 0.843 100%
18 Forni, Mario and Hallin, Marc and Lippi, Marco and... 2005 3 3 6.0 0.014 0.843 100%
19 Forni, Mario and Lippi, Marco 2001 23 6 27.0 0.105 0.782 48%
20 Chamberlain, Gary and Rothschild, M 1983 7 4 7.0 0.032 0.754 43%
21 Barigozzi, Matteo and Cho, Haeran and Owens, Dom (self) 2024 12 3 12.5 0.055 0.747 42%
22 Gersing, Philipp (self) 2024 3 2 6.0 0.014 0.737 100%
23 Forni, Mario and Gambetti, Luca and Lippi, Marco a... 2023 3 2 6.0 0.014 0.737 100%
24 Bernanke, Ben S and Boivin, Jean and Eliasz, Piotr 2005 2 2 3.0 0.009 0.644 100%
25 Freyaldenhoven, Simon 2022 2 2 4.0 0.009 0.644 100%
26 Stock, James H. and Watson, Mark W. 2011 2 2 4.0 0.009 0.644 100%
27 Doz, Catherine and Giannone, Domenico and Reichlin... 2012 2 2 4.0 0.009 0.644 100%
28 Diebold, Francis X and Mariano, Roberto S 1995 4 1 8.0 0.018 0.644 100%
29 Lippi, Marco 2021 2 2 2.5 0.009 0.511 50%
30 Ait-Sahalia, Yacine and Xiu, Dacheng 2017 1 1 1.0 0.005 0.406 100%
31 Barigozzi, Matteo and Hallin, Marc (self) 2017 1 1 1.0 0.005 0.406 100%
32 Fan, Jianqing and Liao, Yuan and Mincheva, Martina 2013 1 1 2.0 0.005 0.406 100%
33 De Mol, Christine and Giannone, Domenico and Reich... 2008 1 1 2.0 0.005 0.406 100%
34 Lam, Clifford and Yao, Qiwei 2012 1 1 2.0 0.005 0.406 100%
35 Uematsu, Yoshimasa and Yamagata, Takashi 2022 1 1 2.0 0.005 0.406 100%
36 Fan, Jianqing and Yan, Yuling and Zheng, Yuheng 2024 1 1 2.0 0.005 0.406 100%
37 Stock, James H and Watson, Mark W 2005 1 1 2.0 0.005 0.406 100%
38 D’Agostino, Antonello and Giannone, Domenico 2012 1 1 2.0 0.005 0.406 100%
39 Bai, Jushan and Ng, Serena 2013 1 1 2.0 0.005 0.406 100%
40 Bai, Jushan and Ng, Serena 2008 1 1 2.0 0.005 0.406 100%
41 Gersing, Philipp (self) 2024 1 1 2.0 0.005 0.406 100%
42 Hallin, Marc and Lippi, Marco 2013 1 1 2.0 0.005 0.406 100%
43 Forni, Mario and Lippi, Marco 2024 1 1 2.0 0.005 0.406 100%
44 Bai, Jushan and Ng, Serena 2006 1 1 2.0 0.005 0.406 100%
45 Anderson, Brian DO and Deistler, Manfred and Lippi... (self) 2022 1 1 2.0 0.005 0.406 100%
46 Hallin, Marc and Li\vs 2011 1 1 2.0 0.005 0.406 100%
47 Forni, Mario and Hallin, Marc and Lippi, Marco and... 2004 1 1 2.0 0.005 0.406 100%
48 Barigozzi, Matteo and Hallin, Marc (self) 2025 1 1 2.0 0.005 0.406 100%
49 Anderson, Brian DO and Deistler, Manfred (self) 2008 1 1 2.0 0.005 0.406 100%
50 Hallin, Marc and Li\vs 2007 1 1 2.0 0.005 0.406 100%
51 Alessi, Lucia and Barigozzi, Matteo and Capasso, M... (self) 2010 1 1 2.0 0.005 0.406 100%
52 Merikoski, Jorma K and Kumar, Ravinder 2004 3 2 1.5 0.014 0.159 0%
53 Gersing, Philipp (self) 2023 6 1 3.0 0.027 0.149 0%
54 Yu, Yi and Wang, Tengyao and Samworth, Richard J 2015 4 1 2.0 0.018 0.139 0%
55 2 1 2.0 0.009 0.110 0%
56 Zhang, Danna and Wu, Wei Biao 2021 2 1 1.0 0.009 0.110 0%
57 Wu, Wei Biao and Zaffaroni, Paolo 2018 1 1 0.5 0.005 0.087 0%
58 Brockwell, Peter J and Davis, Richard A 2009 1 1 0.5 0.005 0.087 0%
59 Hannan, Edward James 1970 1 1 0.5 0.005 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.