Citation Analysis – \bf Direct Multi-Step Forecast based Comparison of Nested Models via an Encompassing Test

\bf Direct Multi-Step Forecast based Comparison of Nested Models via an Encompassing Test
Jean-Yves Pitarakis
https://arxiv.org/abs/2312.16099

Citation mentions

Cited references

Sections

5,618

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	Hansen, P.R., and Timmermann, A	2015	3	3	5.0	0.059	0.843	100%
2	Pitarakis, J (self)	2023	4	2	5.0	0.078	0.811	100%
3	Clark, T.E. and McCracken, M. W	2013	3	2	4.0	0.059	0.737	100%
4	Clark, T.E. and McCracken, M.W	2001	3	2	5.0	0.059	0.737	100%
5	Clark, T.E. and McCracken M.W	2005	3	2	5.0	0.059	0.737	100%
6	McCracken, M.W	2007	2	2	3.0	0.039	0.644	100%
7	Diebold, F.X., and Mariano, R	1995	1	1	1.0	0.020	0.406	100%
8	West, K	1996	1	1	1.0	0.020	0.406	100%
9	West, K	2006	1	1	1.0	0.020	0.406	100%
10	Hendry, D.F. and Richard, J-F	1982	1	1	1.0	0.020	0.406	100%
11	Mizon, G.E. and Richard, J-F	1986	1	1	1.0	0.020	0.406	100%
12	Chong, Y.Y., and Hendry, D.F	1986	1	1	1.0	0.020	0.406	100%
13	Harvey, D.I., Leybourne, S.J., and Newbold, P	1998	1	1	1.0	0.020	0.406	100%
14	Clements, M.P. and Harvey, D.I	2009	1	1	1.0	0.020	0.406	100%
15	Breitung, J., and Kn\"uppel, M	2021	1	1	1.0	0.020	0.406	100%
16	Odendahl, F., Rossi, B., and Sekhposyan, T	2023	1	1	1.0	0.020	0.406	100%
17	Giacomini, R. and White, H	2006	1	1	1.0	0.020	0.406	100%
18	Jorda, O	2005	1	1	2.0	0.020	0.406	100%
19	Montiel Olea, J. L., and Plagborg-M\"oller, M	2021	1	1	2.0	0.020	0.406	100%
20	Decrouez, G., and Hall, P	2014	1	1	2.0	0.020	0.406	100%
21	Gonzalo, J. and Pitarakis, J (self)	2023	1	1	2.0	0.020	0.406	100%
22	Phillips, P. C. B., and Solo, V	1992	1	1	2.0	0.020	0.406	100%
23	Giraitis, L., Kokoszka, P., and Leipus, R	2000	1	1	2.0	0.020	0.406	100%
24	Giraitis, L., Kokoszka, P. & R. Leipus	2001	1	1	2.0	0.020	0.406	100%
25	Deng, A. & P. Perron	2008	1	1	2.0	0.020	0.406	100%
26	Berenguer-Rico, V., and Nielsen, B	2020	1	1	2.0	0.020	0.406	100%
27	Andrews, D.W.K	1991	1	1	2.0	0.020	0.406	100%
28	Magdalinos, T., and Phillips, P. C. B	2009	1	1	2.0	0.020	0.406	100%
29	Phillips, P. C. B., and Magdalinos, T	2009	1	1	2.0	0.020	0.406	100%
30	Kostakis, A., Magdalinos, T., and Stamatogiannis, ...	2015	1	1	2.0	0.020	0.406	100%
31	Breitung, J., and Demetrescu, M	2015	1	1	2.0	0.020	0.406	100%
32	Phillips, P. C. B	2023	1	1	2.0	0.020	0.406	100%
33	Bai, J., and Ng, S	2002	1	1	2.0	0.020	0.406	100%
34	Gon�alves, S., McCracken, M. W., and Perron, B	2017	1	1	2.0	0.020	0.406	100%
35	Ciccarelli, M., and Mojon, B	2010	1	1	2.0	0.020	0.406	100%
36	Forbes, K	2019	1	1	2.0	0.020	0.406	100%
37	Mumtaz, H., and Surico, P	2012	1	1	2.0	0.020	0.406	100%
38	Auer, R. A., Levchenko, A. A., and Saur\'e, P	2019	1	1	2.0	0.020	0.406	100%
39	Ha, J.M., Kose, A., and Ohnsorge, F	2021	1	1	2.0	0.020	0.406	100%

Reference

Year

Mentions

Breadth

Sec. Wtd

Composite

Main %

Hansen, P.R., and Timmermann, A

2015

5.0

0.059

0.843

100%

Pitarakis, J (self)

2023

5.0

0.078

0.811

100%

Clark, T.E. and McCracken, M. W

2013

4.0

0.059

0.737

100%

Clark, T.E. and McCracken, M.W

2001

5.0

0.059

0.737

100%

Clark, T.E. and McCracken M.W

2005

5.0

0.059

0.737

100%

McCracken, M.W

2007

3.0

0.039

0.644

100%

Diebold, F.X., and Mariano, R

1995

1.0

0.020

0.406

100%

West, K

1996

1.0

0.020

0.406

100%

West, K

2006

1.0

0.020

0.406

100%

Hendry, D.F. and Richard, J-F

1982

1.0

0.020

0.406

100%

Mizon, G.E. and Richard, J-F

1986

1.0

0.020

0.406

100%

Chong, Y.Y., and Hendry, D.F

1986

1.0

0.020

0.406

100%

Harvey, D.I., Leybourne, S.J., and Newbold, P

1998

1.0

0.020

0.406

100%

Clements, M.P. and Harvey, D.I

2009

1.0

0.020

0.406

100%

Breitung, J., and Kn\"uppel, M

2021

1.0

0.020

0.406

100%

Odendahl, F., Rossi, B., and Sekhposyan, T

2023

1.0

0.020

0.406

100%

Giacomini, R. and White, H

2006

1.0

0.020

0.406

100%

Jorda, O

2005

2.0

0.020

0.406

100%

Montiel Olea, J. L., and Plagborg-M\"oller, M

2021

2.0

0.020

0.406

100%

Decrouez, G., and Hall, P

2014

2.0

0.020

0.406

100%

Gonzalo, J. and Pitarakis, J (self)

2023

2.0

0.020

0.406

100%

Phillips, P. C. B., and Solo, V

1992

2.0

0.020

0.406

100%

Giraitis, L., Kokoszka, P., and Leipus, R

2000

2.0

0.020

0.406

100%

Giraitis, L., Kokoszka, P. & R. Leipus

2001

2.0

0.020

0.406

100%

Deng, A. & P. Perron

2008

2.0

0.020

0.406

100%

Berenguer-Rico, V., and Nielsen, B

2020

2.0

0.020

0.406

100%

Andrews, D.W.K

1991

2.0

0.020

0.406

100%

Magdalinos, T., and Phillips, P. C. B

2009

2.0

0.020

0.406

100%

Phillips, P. C. B., and Magdalinos, T

2009

2.0

0.020

0.406

100%

Kostakis, A., Magdalinos, T., and Stamatogiannis, ...

2015

2.0

0.020

0.406

100%

Breitung, J., and Demetrescu, M

2015

2.0

0.020

0.406

100%

Phillips, P. C. B

2023

2.0

0.020

0.406

100%

Bai, J., and Ng, S

2002

2.0

0.020

0.406

100%

Gon�alves, S., McCracken, M. W., and Perron, B

2017

2.0

0.020

0.406

100%

Ciccarelli, M., and Mojon, B

2010

2.0

0.020

0.406

100%

Forbes, K

2019

2.0

0.020

0.406

100%

Mumtaz, H., and Surico, P

2012

2.0

0.020

0.406

100%

Auer, R. A., Levchenko, A. A., and Saur\'e, P

2019

2.0

0.020

0.406

100%

Ha, J.M., Kose, A., and Ohnsorge, F

2021

2.0

0.020

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.