Citation Analysis

Testing for Stationary or Persistent Coefficient Randomness in Predictive Regressions
Mikihito Nishi
https://arxiv.org/abs/2309.04926
75
Citation mentions
29
Cited references
12
Sections
5,941
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 Georgiev, Iliyan and Harvey, David I. and Leybourn... 2018 10 5 18.0 0.133 1.000 100%
2 Andrews, Donald W. K. and Guggenberger, Patrik 2009 6 5 11.0 0.080 1.000 100%
3 Nyblom, Jukka 1989 11 4 14.0 0.147 0.935 82%
4 Devpura, Neluka and Narayan, Paresh Kumar and Shar... 2018 10 2 15.0 0.133 0.874 100%
5 Lin, Chien-Fu Jeff and Tera 1999 5 2 9.0 0.067 0.874 100%
6 Hansen, Bruce E. 1992 3 3 6.0 0.040 0.843 100%
7 Nishi, Mikihito (self) 2023 4 2 7.0 0.053 0.811 100%
8 Fu, Zhonghao and Hong, Yongmiao and Su, Liangjun a... 2023 2 2 3.0 0.027 0.644 100%
9 Romano, Joseph P. and Wolf, Michael 2001 2 2 4.0 0.027 0.644 100%
10 Rahman, Md Lutfur and Shamsuddin, Abul and Lee, Do... 2019 2 1 2.0 0.027 0.511 100%
11 Chen, Bin and Hong, Yongmiao 2012 2 1 4.0 0.027 0.511 100%
12 Guidolin, Massimo and McMillan, David G. and Wohar... 2013 1 1 1.0 0.013 0.406 100%
13 Hammami, Yacine and Zhu, Jie 2020 1 1 1.0 0.013 0.406 100%
14 Swamy, P. A. V. B. and Tinsley, P. A. 1980 1 1 1.0 0.013 0.406 100%
15 Chiang, Thomas C. and Kahl, Douglas R. 1991 1 1 1.0 0.013 0.406 100%
16 Lee, Chien-Chiang and Chang, An-Hsing 2013 1 1 1.0 0.013 0.406 100%
17 Campbell, John Y. and Yogo, Motohiro 2006 1 1 2.0 0.013 0.406 100%
18 Andrews, Donald W. K. 1993 1 1 2.0 0.013 0.406 100%
19 Hansen, Bruce E. 2002 1 1 2.0 0.013 0.406 100%
20 Perron, Pierre and Yamamoto, Yohei 2016 1 1 2.0 0.013 0.406 100%
21 Choi, In 2005 1 1 2.0 0.013 0.406 100%
22 Jach, Agnieszka and McElroy, Tucker and Politis, D... 2012 1 1 2.0 0.013 0.406 100%
23 Nishi, Mikihito and Kurozumi, Eiji (self) 2024 1 1 2.0 0.013 0.406 100%
24 Liang, Hanying and Phillips, Peter C. B. and Wang,... 2016 1 1 2.0 0.013 0.406 100%
25 Phillips, Peter C. B. 1995 1 1 2.0 0.013 0.406 100%
26 Phillips, Peter C. B. and Magdalinos, Tassos 2009 1 1 1.0 0.013 0.406 100%
27 Kostakis, Alexandros and Magdalinos, Tassos and St... 2015 1 1 1.0 0.013 0.406 100%
28 Phillips, Peter C. B. and Lee, Ji Hyung 2016 1 1 1.0 0.013 0.406 100%
29 Hansen, Bruce E. 1992 1 1 2.0 0.013 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.