Citation Analysis – Estimation for conditional moment models based on martingale difference divergence

Estimation for conditional moment models based on martingale difference divergence
Kunyang Song, Feiyu Jiang, Ke Zhu
https://arxiv.org/abs/2404.11092

Citation mentions

Cited references

Sections

6,893

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	Dom\'inguez, M. A. and Lobato, I. N	2004	15	6	25.0	0.250	1.000	100%
2	Shao, X. and Zhang, J	2014	4	3	7.0	0.067	0.928	100%
3	Tsyawo, E. S	2023	6	2	9.0	0.100	0.874	100%
4	Tsay, R. S	2005	4	2	8.0	0.067	0.811	100%
5	Newey, W. K	1993	2	2	3.0	0.033	0.644	100%
6	Li, D., Ling, S. and Zhang, R	2016	3	1	6.0	0.050	0.585	100%
7	Wang, G., Zhu, K. and Shao, X (self)	2022	3	1	6.0	0.050	0.585	100%
8	Escanciano, J. C	2018	2	1	2.0	0.033	0.511	100%
9	Davis, R. A., Matsui, M., Mikosch, T. and Wan, P	2018	2	1	4.0	0.033	0.511	100%
10	Chamberlain, G	1987	1	1	1.0	0.017	0.406	100%
11	Hansen, L. P	1982	1	1	1.0	0.017	0.406	100%
12	Newey, W. K	1990	1	1	1.0	0.017	0.406	100%
13	Donald, S. G., Imbens, G. W. and Newey, W. K	2003	1	1	1.0	0.017	0.406	100%
14	Hsu, S. H. and Kuan, C. M	2011	1	1	1.0	0.017	0.406	100%
15	Bennett, A. and Kallus, N	2023	1	1	1.0	0.017	0.406	100%
16	Bierens, H. J	1982	1	1	1.0	0.017	0.406	100%
17	Bierens, H. J	1990	1	1	1.0	0.017	0.406	100%
18	Escanciano, J. C	2006	1	1	1.0	0.017	0.406	100%
19	Carrasco, M. and Florens, J. P	2000	1	1	1.0	0.017	0.406	100%
20	Lavergne, P. and Patilea, V	2013	1	1	1.0	0.017	0.406	100%
21	Antoine, B. and Sun, X	2022	1	1	1.0	0.017	0.406	100%
22	Choi, J., Escanciano, J. C. and Guo, J	2022	1	1	1.0	0.017	0.406	100%
23	Wang, X	2024	1	1	1.0	0.017	0.406	100%
24	Sz\'ekely, G. J., Rizzo, M. L. and Bakirov, N. K	2007	1	1	2.0	0.017	0.406	100%
25	Chen, X. and Pouzo, D	2009	1	1	2.0	0.017	0.406	100%
26	Chen, X. and Pouzo, D	2012	1	1	2.0	0.017	0.406	100%
27	Gagliardini, P. and Scaillet, O	2012	1	1	2.0	0.017	0.406	100%
28	Jennrich, R. I	1969	1	1	2.0	0.017	0.406	100%

Reference

Year

Mentions

Breadth

Sec. Wtd

Composite

Main %

Dom\'inguez, M. A. and Lobato, I. N

2004

25.0

0.250

1.000

100%

Shao, X. and Zhang, J

2014

7.0

0.067

0.928

100%

Tsyawo, E. S

2023

9.0

0.100

0.874

100%

Tsay, R. S

2005

8.0

0.067

0.811

100%

Newey, W. K

1993

3.0

0.033

0.644

100%

Li, D., Ling, S. and Zhang, R

2016

6.0

0.050

0.585

100%

Wang, G., Zhu, K. and Shao, X (self)

2022

6.0

0.050

0.585

100%

Escanciano, J. C

2018

2.0

0.033

0.511

100%

Davis, R. A., Matsui, M., Mikosch, T. and Wan, P

2018

4.0

0.033

0.511

100%

Chamberlain, G

1987

1.0

0.017

0.406

100%

Hansen, L. P

1982

1.0

0.017

0.406

100%

Newey, W. K

1990

1.0

0.017

0.406

100%

Donald, S. G., Imbens, G. W. and Newey, W. K

2003

1.0

0.017

0.406

100%

Hsu, S. H. and Kuan, C. M

2011

1.0

0.017

0.406

100%

Bennett, A. and Kallus, N

2023

1.0

0.017

0.406

100%

Bierens, H. J

1982

1.0

0.017

0.406

100%

Bierens, H. J

1990

1.0

0.017

0.406

100%

Escanciano, J. C

2006

1.0

0.017

0.406

100%

Carrasco, M. and Florens, J. P

2000

1.0

0.017

0.406

100%

Lavergne, P. and Patilea, V

2013

1.0

0.017

0.406

100%

Antoine, B. and Sun, X

2022

1.0

0.017

0.406

100%

Choi, J., Escanciano, J. C. and Guo, J

2022

1.0

0.017

0.406

100%

Wang, X

2024

1.0

0.017

0.406

100%

Sz\'ekely, G. J., Rizzo, M. L. and Bakirov, N. K

2007

2.0

0.017

0.406

100%

Chen, X. and Pouzo, D

2009

2.0

0.017

0.406

100%

Chen, X. and Pouzo, D

2012

2.0

0.017

0.406

100%

Gagliardini, P. and Scaillet, O

2012

2.0

0.017

0.406

100%

Jennrich, R. I

1969

2.0

0.017

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.