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Citation Analysis

Variable Selection in High Dimensional Linear Regressions with Parameter Instability
Alexander Chudik, M. Hashem Pesaran, Mahrad Sharifvaghefi
https://arxiv.org/abs/2312.15494
81
Citation mentions
46
Cited references
16
Sections
21,790
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 Lahiri, Soumendra N 2021 6 5 10.0 0.074 1.000 100%
2 Chudik, Alexander and Kapetanios, George and Pesar... (self) 2018 9 7 15.0 0.111 0.962 89%
3 Sharifvaghefi, Mahrad (self) 2023 4 3 7.0 0.049 0.928 100%
4 Kaufman, Perry 2020 5 2 10.0 0.062 0.874 100%
5 Pesaran, M Hashem and Pick, Andreas and Pranovich,... (self) 2013 3 3 5.0 0.037 0.843 100%
6 Zhao, Peng and Yu, Bin 2006 3 3 5.0 0.037 0.843 100%
7 Lu 1996 4 2 8.0 0.049 0.811 100%
8 B\"u 2006 3 2 4.0 0.037 0.737 100%
9 Wilder, J Welles 1978 3 2 6.0 0.037 0.737 100%
10 Pesaran, M Hashem and Timmermann, Allan (self) 2007 2 2 3.0 0.025 0.644 100%
11 Kapetanios, George and Zikes, Filip 2018 2 2 3.0 0.025 0.644 100%
12 Meinshausen, Nicolai and Bu 2006 2 2 3.0 0.025 0.644 100%
13 Javanmard, Adel and Lee, Jason D 2020 2 1 4.0 0.025 0.511 100%
14 J.H. Stock and M.W. Watson 1996 1 1 1.0 0.012 0.406 100%
15 Clements, M.P. and D.F. Hendry 1998 1 1 1.0 0.012 0.406 100%
16 Pesaran, M Hashem and Pick, Andreas (self) 2011 1 1 1.0 0.012 0.406 100%
17 Inoue, Atsushi and Jin, Lu and Rossi, Barbara 2017 1 1 1.0 0.012 0.406 100%
18 Hyndman, Rob and Koehler, Anne B and Ord, J Keith ... 2008 1 1 1.0 0.012 0.406 100%
19 Chib, Siddhartha 1998 1 1 1.0 0.012 0.406 100%
20 Koop, Gary and Potter, Simon 2004 1 1 1.0 0.012 0.406 100%
21 Pesaran, M Hashem and Pettenuzzo, Davide and Timme... (self) 2006 1 1 1.0 0.012 0.406 100%
22 Rossi, Barbara 2013 1 1 1.0 0.012 0.406 100%
23 Hamilton, James D 1988 1 1 1.0 0.012 0.406 100%
24 Dangl, Thomas and Halling, Michael 2012 1 1 1.0 0.012 0.406 100%
25 Tibshirani, Robert 1996 1 1 1.0 0.012 0.406 100%
26 Qian, Junhui and Su, Liangjun 2016 1 1 1.0 0.012 0.406 100%
27 Alaiz, Carlos M. and Barbero, Alvaro and Dorronsor... 2013 1 1 1.0 0.012 0.406 100%
28 Lee, Sokbae and Seo, Myung Hwan and Shin, Youngki 2016 1 1 1.0 0.012 0.406 100%
29 Fan, Jianqing and Ma, Yunbei and Dai, Wei 2014 1 1 1.0 0.012 0.406 100%
30 Fan, Jianqing and Lv, Jinchi 2008 1 1 1.0 0.012 0.406 100%
31 Yousuf, Kashif and Ng, Serena 2021 1 1 1.0 0.012 0.406 100%
32 Fan, Jianqing and Lv, Jinchi 2018 1 1 1.0 0.012 0.406 100%
33 Su, Liangjun and Yang, Thomas Tao and Zhang, Yongh... 2023 1 1 1.0 0.012 0.406 100%
34 Zou, Hui 2006 1 1 1.0 0.012 0.406 100%
35 Merleve 2011 1 1 2.0 0.012 0.406 100%
36 Javanmard, Adel and Montanari, Andrea 2013 1 1 2.0 0.012 0.406 100%
37 Lee, Jason D and Sun, Yuekai and Taylor, Jonathan ... 2015 1 1 2.0 0.012 0.406 100%
38 Belloni, Alexandre and Chernozhukov, Victor and Ha... 2014 1 1 2.0 0.012 0.406 100%
39 Javanmard, Adel and Montanari, Andrea 2018 1 1 2.0 0.012 0.406 100%
40 Hansen, Christian and Liao, Yuan 2019 1 1 2.0 0.012 0.406 100%
41 Fan, Jianqing and Ke, Yuan and Wang, Kaizheng 2020 1 1 2.0 0.012 0.406 100%
42 Diebold, Francis X and Mariano, Robert S 2002 1 1 2.0 0.012 0.406 100%
43 Pesaran, M Hashem and Schuermann, Til and Smith, L... (self) 2009 1 1 2.0 0.012 0.406 100%
44 Pesaran, M Hashem and Timmermann, Allan (self) 1992 1 1 2.0 0.012 0.406 100%
45 Williams, Larry R 1979 1 1 2.0 0.012 0.406 100%
46 Diebold, Francis X and Shin, Minchul 2019 1 1 2.0 0.012 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.

Citation intensity data generated from LaTeX source analysis.