Citation Analysis – \bf Testing for sparse idiosyncratic components in factor-augmented regression models

\bf Testing for sparse idiosyncratic components in factor-augmented regression models
Jad Beyhum, Jonas Striaukas
https://arxiv.org/abs/2307.13364

116

Citation mentions

Cited references

Sections

6,067

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	Fan, Jianqing and Lou, Zhipeng and Yu, Mengxin	2024	9	3	11.0	0.078	1.000	100%
2	Fan, Jianqing and Masini, Ricardo P and Medeiros, ...	2023	18	4	28.0	0.155	1.000	100%
3	Bai, Jushan and Ng, Serena	2006	8	3	11.5	0.069	0.957	88%
4	Lederer, Johannes and Vogt, Michael	2021	11	6	15.0	0.095	0.935	82%
5	Ahn, Seung C and Horenstein, Alex R	2013	4	4	8.0	0.034	0.928	100%
6	Kolesa	2023	5	2	5.0	0.043	0.874	100%
7	Stock, James H and Watson, Mark W	2002	6	2	5.5	0.052	0.822	83%
8	Giannone, Domenico and Lenza, Michele and Primicer...	2021	3	2	3.0	0.026	0.737	100%
9	Gon\cc	2014	3	2	5.0	0.026	0.737	100%
10	McCracken, Michael W and Ng, Serena	2016	3	2	6.0	0.026	0.737	100%
11	Dong, Xi and Li, Yan and Rapach, David E and Zhou,...	2022	3	2	6.0	0.026	0.737	100%
12	Corradi, Valentina and Swanson, Norman R	2014	2	2	3.0	0.017	0.644	100%
13	Bai, Jushan and Ng, Serena	2002	2	2	4.0	0.017	0.644	100%
14	Onatski, Alexei	2010	2	2	4.0	0.017	0.644	100%
15	Bai, Jushan and Ng, Serena	2019	2	2	4.0	0.017	0.644	100%
16	Fan, Jianqing and Guo, Jianhua and Zheng, Shurong	2022	2	2	4.0	0.017	0.644	100%
17	Fan, Jianqing and Masini, Ricardo and Medeiros, Ma...	2022	2	1	2.0	0.017	0.511	100%
18	Tibshirani, Robert	1996	1	1	1.0	0.009	0.406	100%
19	Bickel, Peter J and Ritov, Ya’acov and Tsybakov, A...	2009	1	1	1.0	0.009	0.406	100%
20	Hansen, Christian and Liao, Yuan	2019	1	1	1.0	0.009	0.406	100%
21	Vogt, Michael and Walsh, Christopher and Linton, O...	2022	1	1	1.0	0.009	0.406	100%
22	Beyhum, Jad and Striaukas, Jonas (self)	2023	1	1	1.0	0.009	0.406	100%
23	Barigozzi, Matteo and Cho, Haeran and Owens, Dom	2024	1	1	1.0	0.009	0.406	100%
24	Fosten, Jack	2017	1	1	1.0	0.009	0.406	100%
25	Fosten, Jack	2017	1	1	1.0	0.009	0.406	100%
26	Zhang, Cun-Hui and Zhang, Stephanie S	2014	1	1	1.0	0.009	0.406	100%
27	Sara van de Geer and Peter Bu	2014	1	1	1.0	0.009	0.406	100%
28	Fan, Jianqing and Liao, Yuan and Yao, Jiawei	2015	1	1	1.0	0.009	0.406	100%
29	Zhu, Yinchu and Bradic, Jelena	2018	1	1	1.0	0.009	0.406	100%
30	Chernozhukov, Victor and Chetverikov, Denis and Ka...	2019	1	1	1.0	0.009	0.406	100%
31	He, Yi and Jaidee, Sombut and Gao, Jiti	2023	1	1	1.0	0.009	0.406	100%
32	Gon\cc	2020	1	1	1.0	0.009	0.406	100%
33	Breitung, Jo	2011	1	1	1.0	0.009	0.406	100%
34	Chen, Liang and Dolado, Juan J and Gonzalo, Jesu	2014	1	1	1.0	0.009	0.406	100%
35	Han, Xu and Inoue, Atsushi	2015	1	1	1.0	0.009	0.406	100%
36	Yamamoto, Yohei and Tanaka, Shinya	2015	1	1	1.0	0.009	0.406	100%
37	Su, Liangjun and Wang, Xia	2017	1	1	1.0	0.009	0.406	100%
38	Su, Liangjun and Wang, Xia	2020	1	1	1.0	0.009	0.406	100%
39	Baltagi, Badi H and Kao, Chihwa and Wang, Fa	2021	1	1	1.0	0.009	0.406	100%
40	Xu, Wen	2022	1	1	1.0	0.009	0.406	100%
41	Fu, Zhonghao and Hong, Yongmiao and Wang, Xia	2023	1	1	1.0	0.009	0.406	100%
42	Friedman, Jerome and Hastie, Trevor and Ho	2007	1	1	2.0	0.009	0.406	100%
43	Beyhum, Jad and Gautier, Eric (self)	2023	1	1	2.0	0.009	0.406	100%
44	Bai, Jushan	2003	1	1	2.0	0.009	0.406	100%
45	Fan, Jianqing and Liao, Yuan and Mincheva, Martina	2013	1	1	2.0	0.009	0.406	100%
46	Babii, Andrii and Ghysels, Eric and Striaukas, Jon... (self)	2024	1	1	2.0	0.009	0.406	100%
47	Moon, Hyungsik Roger and Weidner, Martin	2015	1	1	2.0	0.009	0.406	100%
48	Jensen, Theis Ingerslev and Kelly, Bryan and Peder...	2023	1	1	2.0	0.009	0.406	100%

Reference

Year

Mentions

Breadth

Sec. Wtd

Composite

Main %

Fan, Jianqing and Lou, Zhipeng and Yu, Mengxin

2024

11.0

0.078

1.000

100%

Fan, Jianqing and Masini, Ricardo P and Medeiros, ...

2023

28.0

0.155

1.000

100%

Bai, Jushan and Ng, Serena

2006

11.5

0.069

0.957

88%

Lederer, Johannes and Vogt, Michael

2021

15.0

0.095

0.935

82%

Ahn, Seung C and Horenstein, Alex R

2013

8.0

0.034

0.928

100%

Kolesa

2023

5.0

0.043

0.874

100%

Stock, James H and Watson, Mark W

2002

5.5

0.052

0.822

83%

Giannone, Domenico and Lenza, Michele and Primicer...

2021

3.0

0.026

0.737

100%

Gon\cc

2014

5.0

0.026

0.737

100%

McCracken, Michael W and Ng, Serena

2016

6.0

0.026

0.737

100%

Dong, Xi and Li, Yan and Rapach, David E and Zhou,...

2022

6.0

0.026

0.737

100%

Corradi, Valentina and Swanson, Norman R

2014

3.0

0.017

0.644

100%

Bai, Jushan and Ng, Serena

2002

4.0

0.017

0.644

100%

Onatski, Alexei

2010

4.0

0.017

0.644

100%

Bai, Jushan and Ng, Serena

2019

4.0

0.017

0.644

100%

Fan, Jianqing and Guo, Jianhua and Zheng, Shurong

2022

4.0

0.017

0.644

100%

Fan, Jianqing and Masini, Ricardo and Medeiros, Ma...

2022

2.0

0.017

0.511

100%

Tibshirani, Robert

1996

1.0

0.009

0.406

100%

Bickel, Peter J and Ritov, Ya’acov and Tsybakov, A...

2009

1.0

0.009

0.406

100%

Hansen, Christian and Liao, Yuan

2019

1.0

0.009

0.406

100%

Vogt, Michael and Walsh, Christopher and Linton, O...

2022

1.0

0.009

0.406

100%

Beyhum, Jad and Striaukas, Jonas (self)

2023

1.0

0.009

0.406

100%

Barigozzi, Matteo and Cho, Haeran and Owens, Dom

2024

1.0

0.009

0.406

100%

Fosten, Jack

2017

1.0

0.009

0.406

100%

Fosten, Jack

2017

1.0

0.009

0.406

100%

Zhang, Cun-Hui and Zhang, Stephanie S

2014

1.0

0.009

0.406

100%

Sara van de Geer and Peter Bu

2014

1.0

0.009

0.406

100%

Fan, Jianqing and Liao, Yuan and Yao, Jiawei

2015

1.0

0.009

0.406

100%

Zhu, Yinchu and Bradic, Jelena

2018

1.0

0.009

0.406

100%

Chernozhukov, Victor and Chetverikov, Denis and Ka...

2019

1.0

0.009

0.406

100%

He, Yi and Jaidee, Sombut and Gao, Jiti

2023

1.0

0.009

0.406

100%

Gon\cc

2020

1.0

0.009

0.406

100%

Breitung, Jo

2011

1.0

0.009

0.406

100%

Chen, Liang and Dolado, Juan J and Gonzalo, Jesu

2014

1.0

0.009

0.406

100%

Han, Xu and Inoue, Atsushi

2015

1.0

0.009

0.406

100%

Yamamoto, Yohei and Tanaka, Shinya

2015

1.0

0.009

0.406

100%

Su, Liangjun and Wang, Xia

2017

1.0

0.009

0.406

100%

Su, Liangjun and Wang, Xia

2020

1.0

0.009

0.406

100%

Baltagi, Badi H and Kao, Chihwa and Wang, Fa

2021

1.0

0.009

0.406

100%

Xu, Wen

2022

1.0

0.009

0.406

100%

Fu, Zhonghao and Hong, Yongmiao and Wang, Xia

2023

1.0

0.009

0.406

100%

Friedman, Jerome and Hastie, Trevor and Ho

2007

2.0

0.009

0.406

100%

Beyhum, Jad and Gautier, Eric (self)

2023

2.0

0.009

0.406

100%

Bai, Jushan

2003

2.0

0.009

0.406

100%

Fan, Jianqing and Liao, Yuan and Mincheva, Martina

2013

2.0

0.009

0.406

100%

Babii, Andrii and Ghysels, Eric and Striaukas, Jon... (self)

2024

2.0

0.009

0.406

100%

Moon, Hyungsik Roger and Weidner, Martin

2015

2.0

0.009

0.406

100%

Jensen, Theis Ingerslev and Kelly, Bryan and Peder...

2023

2.0

0.009

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.