Citation Analysis – Information-Enriched Selection of Stationary and Non-Stationary Autoregressions using the Adaptive Lasso\protect

Information-Enriched Selection of Stationary and Non-Stationary Autoregressions using the Adaptive Lasso\protect
Thilo Reinschlüssel, Martin C. Arnold
https://arxiv.org/abs/2402.16580

Citation mentions

Cited references

Sections

8,034

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	Zou, Hui	2006	4	3	5.0	0.043	0.928	100%
2	Kock, Anders Bredahl	2016	24	9	34.0	0.255	0.909	75%
3	Efron, Bradley and Hastie, Trevor and Johnstone, I...	2004	8	4	13.0	0.085	0.909	75%
4	Herwartz, Helmut and Siedenburg, Florian	2010	3	3	6.0	0.032	0.843	100%
5	Silverman, Bernard W.	1986	3	3	6.0	0.032	0.843	100%
6	Zhipeng Liao and Peter C. B. Phillips	2015	3	2	3.0	0.032	0.737	100%
7	Caner, Mehmet and Knight, Keith	2013	2	2	3.0	0.021	0.644	100%
8	Perron, Pierre and Ng, Serena	1998	2	2	4.0	0.021	0.644	100%
9	Ng, Serena and Perron, Pierre	2001	2	2	4.0	0.021	0.644	100%
10	G. William Schwert	1989	2	2	4.0	0.021	0.644	100%
11	Ryan J. Tibshirani and Jonathan Taylor	2011	2	2	3.0	0.021	0.644	100%
12	Chang, Yoosoon and Park, Joon	2002	2	2	2.5	0.021	0.511	50%
13	Phillips, Peter C. B.	1986	3	2	3.0	0.032	0.511	33%
14	OECD	2022	2	1	4.0	0.021	0.511	100%
15	OECD	2022	2	1	4.0	0.021	0.511	100%
16	Robert Tibshirani	1996	1	1	1.0	0.011	0.406	100%
17	Fan, Jianqing and Li, Runze	2001	1	1	1.0	0.011	0.406	100%
18	Mehmet Caner and Xu Han	2014	1	1	1.0	0.011	0.406	100%
19	Medeiros, Marcelo and Mendes, Eduardo	2012	1	1	1.0	0.011	0.406	100%
20	Anders Bredahl Kock and Laurent Callot	2015	1	1	1.0	0.011	0.406	100%
21	Lee, Ji Hyung and Shi, Zhentao and Gao, Zhan	2022	1	1	1.0	0.011	0.406	100%
22	Wilms, Ines and Croux, Christophe	2016	1	1	1.0	0.011	0.406	100%
23	Huang, Jian and Ma, Shuangge and Zhang, Cun-Hui	2008	1	1	1.0	0.011	0.406	100%
24	Nicolai Meinshausen and Peter Bu	2006	1	1	1.0	0.011	0.406	100%
25	Chernozhukov, Victor and Chetverikov, Denis and Ka...		1	1	2.0	0.011	0.406	100%
26	Stock, James H.	1999	1	1	2.0	0.011	0.406	100%
27	R Core Team	2023	1	1	2.0	0.011	0.406	100%
28	Trevor Hastie and Bradley Efron	2022	1	1	2.0	0.011	0.406	100%
29	Perron, Pierre and Qu, Zhongjun	2007	1	1	2.0	0.011	0.406	100%
30	Phillips, Peter C. B. and Xiao, Zhijie	1998	1	1	2.0	0.011	0.406	100%
31	Schmidt, Peter and Phillips, Peter C. B.	1992	1	1	2.0	0.011	0.406	100%
32	Elliott, Graham and Rothenberg, Thomas J. and Stoc...	1996	1	1	2.0	0.011	0.406	100%
33	Hansen, Bruce E	2007	1	1	1.0	0.011	0.406	100%
34	Hansen, Bruce E	2010	1	1	1.0	0.011	0.406	100%
35	Beare, Brendan K	2018	1	1	1.0	0.011	0.406	100%
36	Hamilton, James Douglas	1994	3	1	1.5	0.032	0.126	0%
37	Phillips, Peter C. B. and Solo, Victor	1992	3	1	1.5	0.032	0.126	0%
38	Tibshirani, Ryan J	2013	3	1	1.5	0.032	0.126	0%
39	Phillips, Peter C. B. and Perron, Pierre	1988	1	1	0.5	0.011	0.087	0%

Reference

Year

Mentions

Breadth

Sec. Wtd

Composite

Main %

Zou, Hui

2006

5.0

0.043

0.928

100%

Kock, Anders Bredahl

2016

34.0

0.255

0.909

75%

Efron, Bradley and Hastie, Trevor and Johnstone, I...

2004

13.0

0.085

0.909

75%

Herwartz, Helmut and Siedenburg, Florian

2010

6.0

0.032

0.843

100%

Silverman, Bernard W.

1986

6.0

0.032

0.843

100%

Zhipeng Liao and Peter C. B. Phillips

2015

3.0

0.032

0.737

100%

Caner, Mehmet and Knight, Keith

2013

3.0

0.021

0.644

100%

Perron, Pierre and Ng, Serena

1998

4.0

0.021

0.644

100%

Ng, Serena and Perron, Pierre

2001

4.0

0.021

0.644

100%

G. William Schwert

1989

4.0

0.021

0.644

100%

Ryan J. Tibshirani and Jonathan Taylor

2011

3.0

0.021

0.644

100%

Chang, Yoosoon and Park, Joon

2002

2.5

0.021

0.511

50%

Phillips, Peter C. B.

1986

3.0

0.032

0.511

33%

OECD

2022

4.0

0.021

0.511

100%

OECD

2022

4.0

0.021

0.511

100%

Robert Tibshirani

1996

1.0

0.011

0.406

100%

Fan, Jianqing and Li, Runze

2001

1.0

0.011

0.406

100%

Mehmet Caner and Xu Han

2014

1.0

0.011

0.406

100%

Medeiros, Marcelo and Mendes, Eduardo

2012

1.0

0.011

0.406

100%

Anders Bredahl Kock and Laurent Callot

2015

1.0

0.011

0.406

100%

Lee, Ji Hyung and Shi, Zhentao and Gao, Zhan

2022

1.0

0.011

0.406

100%

Wilms, Ines and Croux, Christophe

2016

1.0

0.011

0.406

100%

Huang, Jian and Ma, Shuangge and Zhang, Cun-Hui

2008

1.0

0.011

0.406

100%

Nicolai Meinshausen and Peter Bu

2006

1.0

0.011

0.406

100%

Chernozhukov, Victor and Chetverikov, Denis and Ka...

2.0

0.011

0.406

100%

Stock, James H.

1999

2.0

0.011

0.406

100%

R Core Team

2023

2.0

0.011

0.406

100%

Trevor Hastie and Bradley Efron

2022

2.0

0.011

0.406

100%

Perron, Pierre and Qu, Zhongjun

2007

2.0

0.011

0.406

100%

Phillips, Peter C. B. and Xiao, Zhijie

1998

2.0

0.011

0.406

100%

Schmidt, Peter and Phillips, Peter C. B.

1992

2.0

0.011

0.406

100%

Elliott, Graham and Rothenberg, Thomas J. and Stoc...

1996

2.0

0.011

0.406

100%

Hansen, Bruce E

2007

1.0

0.011

0.406

100%

Hansen, Bruce E

2010

1.0

0.011

0.406

100%

Beare, Brendan K

2018

1.0

0.011

0.406

100%

Hamilton, James Douglas

1994

1.5

0.032

0.126

Phillips, Peter C. B. and Solo, Victor

1992

1.5

0.032

0.126

Tibshirani, Ryan J

2013

1.5

0.032

0.126

Phillips, Peter C. B. and Perron, Pierre

1988

0.5

0.011

0.087

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.