Citation Analysis – Spectral identification and estimation of mixed causal-noncausal invertible-noninvertible models

Spectral identification and estimation of mixed causal-noncausal invertible-noninvertible models
Alain Hecq, Daniel Velasquez-Gaviria
https://arxiv.org/abs/2310.19543

Citation mentions

Cited references

Sections

8,724

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	Hecq, Alain and Lieb, Lenard and Telg, Sean (self)	2016	6	5	10.0	0.067	1.000	100%
2	Hecq, Alain and Velasquez-Gaviria, Daniel (self)	2022	6	5	10.0	0.067	1.000	100%
3	Velasco, Carlos and Lobato, Ignacio N	2018	8	4	14.0	0.089	1.000	100%
4	Lanne, Markku and Saikkonen, Pentti	2011	4	3	6.0	0.044	0.928	100%
5	Brockwell, Peter J and Davis, Richard A	1987	3	3	5.0	0.033	0.843	100%
6	Lii, Keh-Shin and Rosenblatt, Murray	1996	3	2	4.0	0.033	0.737	100%
7	Dalla, Violetta and Giraitis, Liudas and Phillips,...	2020	3	2	5.0	0.033	0.737	100%
8	Wu, Rongning and Davis, Richard A	2010	2	2	3.0	0.022	0.644	100%
9	Gourie	2013	2	2	3.0	0.022	0.644	100%
10	Lii, Keh-Shin and Rosenblatt, Murray	1992	2	2	3.0	0.022	0.644	100%
11	Meitz, Mika and Saikkonen, Pentti	2013	2	2	3.0	0.022	0.644	100%
12	Lobato, Ignacio N and Velasco, Carlos	2022	2	2	3.0	0.022	0.644	100%
13	Gospodinov, Nikolay and Ng, Serena	2015	2	2	3.0	0.022	0.644	100%
14	Lii, KS and Rosenblatt, M	1982	2	1	2.0	0.022	0.511	100%
15	Brillinger, David R	1975	2	1	4.0	0.022	0.511	100%
16	Rosenblatt, Murray	1965	2	1	4.0	0.022	0.511	100%
17	Alekseev, VG	1996	2	1	4.0	0.022	0.511	100%
18	Brillinger, David R and Rosenblatt, Murray	1967	2	1	4.0	0.022	0.511	100%
19	Lof, Matthijs	2013	1	1	1.0	0.011	0.406	100%
20	Lof, Matthijs and Nyberg, Henri	2017	1	1	1.0	0.011	0.406	100%
21	Hecq, Alain and Voisin, Elisa (self)	2019	1	1	1.0	0.011	0.406	100%
22	Gourie	2017	1	1	1.0	0.011	0.406	100%
23	Muth, John F	1961	1	1	1.0	0.011	0.406	100%
24	Lucas Jr, Robert E	1972	1	1	1.0	0.011	0.406	100%
25	Fama, Eugene F	1970	1	1	1.0	0.011	0.406	100%
26	Fischer, Stanley	1977	1	1	1.0	0.011	0.406	100%
27	Hansen, Lars Peter and Sargent, Thomas J and other...	1991	1	1	1.0	0.011	0.406	100%
28	Diba, Behzad T and Grossman, Herschel I	1988	1	1	1.0	0.011	0.406	100%
29	Shiller, Robert J and Fischer, Stanley and Friedma...	1984	1	1	1.0	0.011	0.406	100%
30	Rosenblatt, Murray	2012	1	1	1.0	0.011	0.406	100%
31	Rosenblatt, Murray	2000	1	1	1.0	0.011	0.406	100%
32	Velasco, Carlos	2022	1	1	1.0	0.011	0.406	100%
33	Breid, F Jay and Davis, Richard A and Lh, Keh-Shin...	1991	1	1	1.0	0.011	0.406	100%
34	Huang, Jian and Pawitan, Yudi	2000	1	1	1.0	0.011	0.406	100%
35	Rosenblatt, Murray	1980	1	1	1.0	0.011	0.406	100%
36	Kumon, Masayuki	1992	1	1	1.0	0.011	0.406	100%
37	Brillinger, David R	1985	1	1	1.0	0.011	0.406	100%
38	Fries, Se	2021	1	1	2.0	0.011	0.406	100%
39	Nyholm, Juho and others	2019	1	1	2.0	0.011	0.406	100%
40	Breidt, FJ and Davis, RA	1992	1	1	2.0	0.011	0.406	100%
41	Bartelt, H and Lohmann, Adolf W and Wirnitzer, B	1984	1	1	2.0	0.011	0.406	100%
42	Kay, Steven M and Marple, Stanley Lawrence	1981	1	1	2.0	0.011	0.406	100%
43	Bartlett, Maurice S	1950	1	1	2.0	0.011	0.406	100%
44	Leonenko, Nikolay N and Sikorskii, Alla Yu and Ter...	1998	1	1	2.0	0.011	0.406	100%
45	Whittle, Peter	1953	1	1	2.0	0.011	0.406	100%
46	Terdik, Gyo	1999	1	1	2.0	0.011	0.406	100%
47	Bec, Fre	2020	1	1	2.0	0.011	0.406	100%
48	Kindop, Igor	2021	1	1	2.0	0.011	0.406	100%
49	Cubadda, Gianluca and Giancaterini, Francesco and ... (self)	2023	1	1	2.0	0.011	0.406	100%
50	Lanne, Markku and Meitz, Mika and Saikkonen, Pentt...	2013	1	1	2.0	0.011	0.406	100%
51	McLeod, Allan I and Li, William K	1983	1	1	2.0	0.011	0.406	100%
52	Wong, Heung and Ling, Shiqing	2005	1	1	2.0	0.011	0.406	100%
53	Ferna	1998	1	1	2.0	0.011	0.406	100%

Reference

Year

Mentions

Breadth

Sec. Wtd

Composite

Main %

Hecq, Alain and Lieb, Lenard and Telg, Sean (self)

2016

10.0

0.067

1.000

100%

Hecq, Alain and Velasquez-Gaviria, Daniel (self)

2022

10.0

0.067

1.000

100%

Velasco, Carlos and Lobato, Ignacio N

2018

14.0

0.089

1.000

100%

Lanne, Markku and Saikkonen, Pentti

2011

6.0

0.044

0.928

100%

Brockwell, Peter J and Davis, Richard A

1987

5.0

0.033

0.843

100%

Lii, Keh-Shin and Rosenblatt, Murray

1996

4.0

0.033

0.737

100%

Dalla, Violetta and Giraitis, Liudas and Phillips,...

2020

5.0

0.033

0.737

100%

Wu, Rongning and Davis, Richard A

2010

3.0

0.022

0.644

100%

Gourie

2013

3.0

0.022

0.644

100%

Lii, Keh-Shin and Rosenblatt, Murray

1992

3.0

0.022

0.644

100%

Meitz, Mika and Saikkonen, Pentti

2013

3.0

0.022

0.644

100%

Lobato, Ignacio N and Velasco, Carlos

2022

3.0

0.022

0.644

100%

Gospodinov, Nikolay and Ng, Serena

2015

3.0

0.022

0.644

100%

Lii, KS and Rosenblatt, M

1982

2.0

0.022

0.511

100%

Brillinger, David R

1975

4.0

0.022

0.511

100%

Rosenblatt, Murray

1965

4.0

0.022

0.511

100%

Alekseev, VG

1996

4.0

0.022

0.511

100%

Brillinger, David R and Rosenblatt, Murray

1967

4.0

0.022

0.511

100%

Lof, Matthijs

2013

1.0

0.011

0.406

100%

Lof, Matthijs and Nyberg, Henri

2017

1.0

0.011

0.406

100%

Hecq, Alain and Voisin, Elisa (self)

2019

1.0

0.011

0.406

100%

Gourie

2017

1.0

0.011

0.406

100%

Muth, John F

1961

1.0

0.011

0.406

100%

Lucas Jr, Robert E

1972

1.0

0.011

0.406

100%

Fama, Eugene F

1970

1.0

0.011

0.406

100%

Fischer, Stanley

1977

1.0

0.011

0.406

100%

Hansen, Lars Peter and Sargent, Thomas J and other...

1991

1.0

0.011

0.406

100%

Diba, Behzad T and Grossman, Herschel I

1988

1.0

0.011

0.406

100%

Shiller, Robert J and Fischer, Stanley and Friedma...

1984

1.0

0.011

0.406

100%

Rosenblatt, Murray

2012

1.0

0.011

0.406

100%

Rosenblatt, Murray

2000

1.0

0.011

0.406

100%

Velasco, Carlos

2022

1.0

0.011

0.406

100%

Breid, F Jay and Davis, Richard A and Lh, Keh-Shin...

1991

1.0

0.011

0.406

100%

Huang, Jian and Pawitan, Yudi

2000

1.0

0.011

0.406

100%

Rosenblatt, Murray

1980

1.0

0.011

0.406

100%

Kumon, Masayuki

1992

1.0

0.011

0.406

100%

Brillinger, David R

1985

1.0

0.011

0.406

100%

Fries, Se

2021

2.0

0.011

0.406

100%

Nyholm, Juho and others

2019

2.0

0.011

0.406

100%

Breidt, FJ and Davis, RA

1992

2.0

0.011

0.406

100%

Bartelt, H and Lohmann, Adolf W and Wirnitzer, B

1984

2.0

0.011

0.406

100%

Kay, Steven M and Marple, Stanley Lawrence

1981

2.0

0.011

0.406

100%

Bartlett, Maurice S

1950

2.0

0.011

0.406

100%

Leonenko, Nikolay N and Sikorskii, Alla Yu and Ter...

1998

2.0

0.011

0.406

100%

Whittle, Peter

1953

2.0

0.011

0.406

100%

Terdik, Gyo

1999

2.0

0.011

0.406

100%

Bec, Fre

2020

2.0

0.011

0.406

100%

Kindop, Igor

2021

2.0

0.011

0.406

100%

Cubadda, Gianluca and Giancaterini, Francesco and ... (self)

2023

2.0

0.011

0.406

100%

Lanne, Markku and Meitz, Mika and Saikkonen, Pentt...

2013

2.0

0.011

0.406

100%

McLeod, Allan I and Li, William K

1983

2.0

0.011

0.406

100%

Wong, Heung and Ling, Shiqing

2005

2.0

0.011

0.406

100%

Ferna

1998

2.0

0.011

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.