Citation Analysis – \bf Robust Inference for Multiple Predictive Regressions with an Application on Bond Risk Premia

\bf Robust Inference for Multiple Predictive Regressions with an Application on Bond Risk Premia
Xiaosai Liao, Xinjue Li, Qingliang Fan
https://arxiv.org/abs/2401.01064

115

Citation mentions

Cited references

Sections

7,802

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	Xu, K. L. and Guo, J.	2022	5	3	8.0	0.043	1.000	100%
2	Kostakis, A. and Magdalinos, T. and Stamatogiannis...	2015	23	11	40.5	0.200	0.985	96%
3	Phillips, Peter C. B. and Ji Hyung Lee	2013	18	11	32.0	0.157	0.981	94%
4	Hosseinkouchack, M. and Demetrescu, M.	2021	18	7	28.5	0.157	0.981	94%
5	Matei Demetrescu and Paulo M.M. Rodrigues	2022	5	2	4.5	0.043	0.874	100%
6	Ludvigson, Sydney C and Ng, Serena	2009	15	2	30.0	0.130	0.874	100%
7	Cochrane, John H. and Piazzesi, Monika	2005	4	2	8.0	0.035	0.811	100%
8	Campbell, J.Y. and Yogo, M.	2006	2	2	1.5	0.017	0.644	100%
9	Hall, P. and Heyde, C.C.		2	1	4.0	0.017	0.511	100%
10	Jansson, M. and Moreira, M.J.	2006	1	1	0.5	0.009	0.406	100%
11	Choi, Y. and Jacewitz, S. and Park, J.Y.	2016	1	1	0.5	0.009	0.406	100%
12	Zhu, F. and Cai, Z. and Peng, L.	2014	1	1	0.5	0.009	0.406	100%
13	Yang, B. and Liu, X. and Peng, L. and Cai, Z.	2021	1	1	0.5	0.009	0.406	100%
14	Elliott, G.	2011	1	1	0.5	0.009	0.406	100%
15	Breitung, J. and Demetrescu, M.	2015	1	1	0.5	0.009	0.406	100%
16	David I. Harvey and Stephen J. Leybourne and A.M. ...	2021	1	1	0.5	0.009	0.406	100%
17	Magdalinos, T. and Phillips, Peter C. B.	2009	1	1	0.5	0.009	0.406	100%
18	Phillips, Peter C. B. and Lee, J. H.	2016	1	1	0.5	0.009	0.406	100%
19	Yang, B. and Long, W. and Peng, L. and Cai, Z.	2020	1	1	0.5	0.009	0.406	100%
20	Yanbo Liu and Phillips, P. C. B.	2023	1	1	0.5	0.009	0.406	100%
21	Bauer, Michael D. and Hamilton, James D.	2018	1	1	0.5	0.009	0.406	100%
22	Jianqing Fan and Yuan Ke and Yuan Liao (self)	2021	1	1	0.5	0.009	0.406	100%
23	Phillips, Peter C. B. and Victor Solo	1992	1	1	2.0	0.009	0.406	100%
24	Phillips, Peter C. B.	1987	1	1	2.0	0.009	0.406	100%
25	James G. MacKinnon and Halbert L. White	1985	1	1	2.0	0.009	0.406	100%
26	D'Amico, Stefania and King, Thomas B	2013	1	1	2.0	0.009	0.406	100%
27	Foley-Fisher, Nathan and Ramcharan, Rodney and Yu,...	2016	1	1	2.0	0.009	0.406	100%
28	Greenwood, Robin and Hanson, Samuel G and Liao, Go... (self)	2018	1	1	2.0	0.009	0.406	100%
29	Goldstein, Itay and Koijen, Ralph SJ and Mueller, ...	2021	1	1	2.0	0.009	0.406	100%
30	Levine, Ross and Lin, Chen and Tai, Mingzhu and Xi...	2021	1	1	2.0	0.009	0.406	100%
31	Phillips, Peter C. B. and Magdalinos, T.	2009	1	1	2.0	0.009	0.406	100%
32	Deadman,Edvin and Relton,Samuel D.	2016	1	1	2.0	0.009	0.406	100%

Reference

Year

Mentions

Breadth

Sec. Wtd

Composite

Main %

Xu, K. L. and Guo, J.

2022

8.0

0.043

1.000

100%

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

2015

40.5

0.200

0.985

96%

Phillips, Peter C. B. and Ji Hyung Lee

2013

32.0

0.157

0.981

94%

Hosseinkouchack, M. and Demetrescu, M.

2021

28.5

0.157

0.981

94%

Matei Demetrescu and Paulo M.M. Rodrigues

2022

4.5

0.043

0.874

100%

Ludvigson, Sydney C and Ng, Serena

2009

30.0

0.130

0.874

100%

Cochrane, John H. and Piazzesi, Monika

2005

8.0

0.035

0.811

100%

Campbell, J.Y. and Yogo, M.

2006

1.5

0.017

0.644

100%

Hall, P. and Heyde, C.C.

4.0

0.017

0.511

100%

Jansson, M. and Moreira, M.J.

2006

0.5

0.009

0.406

100%

Choi, Y. and Jacewitz, S. and Park, J.Y.

2016

0.5

0.009

0.406

100%

Zhu, F. and Cai, Z. and Peng, L.

2014

0.5

0.009

0.406

100%

Yang, B. and Liu, X. and Peng, L. and Cai, Z.

2021

0.5

0.009

0.406

100%

Elliott, G.

2011

0.5

0.009

0.406

100%

Breitung, J. and Demetrescu, M.

2015

0.5

0.009

0.406

100%

David I. Harvey and Stephen J. Leybourne and A.M. ...

2021

0.5

0.009

0.406

100%

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

2009

0.5

0.009

0.406

100%

Phillips, Peter C. B. and Lee, J. H.

2016

0.5

0.009

0.406

100%

Yang, B. and Long, W. and Peng, L. and Cai, Z.

2020

0.5

0.009

0.406

100%

Yanbo Liu and Phillips, P. C. B.

2023

0.5

0.009

0.406

100%

Bauer, Michael D. and Hamilton, James D.

2018

0.5

0.009

0.406

100%

Jianqing Fan and Yuan Ke and Yuan Liao (self)

2021

0.5

0.009

0.406

100%

Phillips, Peter C. B. and Victor Solo

1992

2.0

0.009

0.406

100%

Phillips, Peter C. B.

1987

2.0

0.009

0.406

100%

James G. MacKinnon and Halbert L. White

1985

2.0

0.009

0.406

100%

D'Amico, Stefania and King, Thomas B

2013

2.0

0.009

0.406

100%

Foley-Fisher, Nathan and Ramcharan, Rodney and Yu,...

2016

2.0

0.009

0.406

100%

Greenwood, Robin and Hanson, Samuel G and Liao, Go... (self)

2018

2.0

0.009

0.406

100%

Goldstein, Itay and Koijen, Ralph SJ and Mueller, ...

2021

2.0

0.009

0.406

100%

Levine, Ross and Lin, Chen and Tai, Mingzhu and Xi...

2021

2.0

0.009

0.406

100%

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

2009

2.0

0.009

0.406

100%

Deadman,Edvin and Relton,Samuel D.

2016

2.0

0.009

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.