Citation Analysis

\Large \textbfPredictability Tests Robust against Parameter Instability
Christis Katsouris
https://arxiv.org/abs/2307.15151
120
Citation mentions
60
Cited references
10
Sections
8,571
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 2012 5 4 8.0 0.042 1.000 100%
2 Kasparis, Ioannis and Andreou, Elena and Phillips,... 2015 6 5 11.0 0.050 1.000 100%
3 Phillips, Peter CB and Lee, Ji Hyung 2016 5 4 9.0 0.042 1.000 100%
4 Andrews, Donald WK 1993 14 11 23.0 0.117 0.950 86%
5 Phillips, Peter CB and Lee, Ji Hyung 2013 4 3 7.0 0.033 0.928 100%
6 Georgiev, Iliyan and Harvey, David I and Leybourne... 2018 4 3 4.5 0.033 0.843 75%
7 Kostakis, Alexandros and Magdalinos, Tassos and St... 2015 4 4 5.5 0.033 0.843 75%
8 Hansen, Bruce E 2000 4 3 5.5 0.033 0.843 75%
9 Phillips, Peter CB and Magdalinos, Tassos 2009 11 5 11.5 0.092 0.769 45%
10 Gonzalo, Jesu 2017 3 2 4.0 0.025 0.737 100%
11 Welch, Ivo and Goyal, Amit 2008 3 2 6.0 0.025 0.737 100%
12 Chinco, Alexander M and Clark-Joseph, Adam D and Y... 2019 2 2 3.0 0.017 0.644 100%
13 Phillips, Peter CB 1987 2 2 4.0 0.017 0.644 100%
14 Newey, W and West, K 1987 2 2 4.0 0.017 0.644 100%
15 Kostakis, Alexandros and Magdalinos, Tassos and St... 2018 2 2 4.0 0.017 0.644 100%
16 Demetrescu, Matei and Georgiev, Iliyan and Rodrigu... 2020 3 1 3.0 0.025 0.585 100%
17 Pitarakis, Jean-Yves 2017 2 1 2.0 0.017 0.511 100%
18 Paye, Bradley S and Timmermann, Allan 2006 2 1 2.0 0.017 0.511 100%
19 Pesaran, M Hashem and Timmermann, Allan 1995 1 1 1.0 0.008 0.406 100%
20 Rossi, Barbara and Inoue, Atsushi 2012 1 1 1.0 0.008 0.406 100%
21 Inoue, Atsushi and Jin, Lu and Rossi, Barbara 2017 1 1 1.0 0.008 0.406 100%
22 Stambaugh, Robert F 1999 1 1 1.0 0.008 0.406 100%
23 Marriott, FHC and Pope, JA 1954 1 1 1.0 0.008 0.406 100%
24 Kendall, Maurice G 1954 1 1 1.0 0.008 0.406 100%
25 Amihud, Yakov and Hurvich, Clifford M 2004 1 1 1.0 0.008 0.406 100%
26 Cavanagh, Christopher L and Elliott, Graham and St... 1995 1 1 1.0 0.008 0.406 100%
27 Campbell, John Y and Yogo, Motohiro 2006 1 1 1.0 0.008 0.406 100%
28 Jansson, Michael and Moreira, Marcelo J 2006 1 1 1.0 0.008 0.406 100%
29 Elliott, Graham 2011 1 1 1.0 0.008 0.406 100%
30 Page, Ewan S 1954 1 1 1.0 0.008 0.406 100%
31 Chu, Chia-Shang James and Hornik, Kurt and Kuan, C... 1995 1 1 1.0 0.008 0.406 100%
32 Chu, Chia-Shang James and Stinchcombe, Maxwell and... 1996 1 1 1.0 0.008 0.406 100%
33 Chow, Gregory C 1960 1 1 1.0 0.008 0.406 100%
34 Hawkins, DL 1987 1 1 1.0 0.008 0.406 100%
35 Ploberger, Werner and Kra 1990 1 1 1.0 0.008 0.406 100%
36 Farmer, Leland and Schmidt, Lawrence and Timmerman... 2019 1 1 1.0 0.008 0.406 100%
37 Bai, Jushan and Perron, Pierre 1998 1 1 1.0 0.008 0.406 100%
38 Magdalinos, Tassos and Phillips, Peter CB 2009 1 1 1.0 0.008 0.406 100%
39 Cai, Zongwu and Wang, Yunfei and Wang, Yonggang 2015 1 1 1.0 0.008 0.406 100%
40 Georgiev, Iliyan and Harvey, David I and Leybourne... 2019 1 1 1.0 0.008 0.406 100%
41 Boldea, Otilia and Cornea-Madeira, Adriana and Hal... 2019 1 1 1.0 0.008 0.406 100%
42 Davidson, James and Monticini, Andrea 2010 1 1 1.0 0.008 0.406 100%
43 Hansen, Bruce E 2000 1 1 1.0 0.008 0.406 100%
44 Magdalinos, Tassos 2020 1 1 1.0 0.008 0.406 100%
45 Gungor, Sermin and Luger, Richard 2020 1 1 1.0 0.008 0.406 100%
46 Yang, Bingduo and Long, Wei and Peng, Liang and Ca... 2020 1 1 1.0 0.008 0.406 100%
47 Pang, Tianxiao and Du, Lingjie and Chong, Terence ... 2020 1 1 1.0 0.008 0.406 100%
48 Phillips, Peter CB and Durlauf, Steven N 1986 1 1 2.0 0.008 0.406 100%
49 Phillips, Peter CB 1988 1 1 2.0 0.008 0.406 100%
50 White, Halbert 2001 1 1 2.0 0.008 0.406 100%
51 Phillips, Peter CB and Solo, Victor 1992 1 1 2.0 0.008 0.406 100%
52 Andrews, Donald WK 1991 1 1 2.0 0.008 0.406 100%
53 Pitarakis, Jean-Yves 2008 1 1 2.0 0.008 0.406 100%
54 Estrella, Arturo 2003 1 1 2.0 0.008 0.406 100%
55 Anatolyev, Stanislav and Kosenok, Grigory 2012 1 1 2.0 0.008 0.406 100%
56 Hansen, Bruce E 1997 1 1 2.0 0.008 0.406 100%
57 Atanasov, Victoria and M\o 2020 1 1 2.0 0.008 0.406 100%
58 Vasilopoulos, Kostas and Pavlidis, Efthymios 2019 1 1 0.5 0.008 0.087 0%
59 Xu, Ke-Li 2020 1 1 0.5 0.008 0.087 0%
60 Bai, Jushan and Perron, Pierre 2003 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.