Citation Analysis – Forecasting with panel data: Estimation uncertainty versus parameter heterogeneity

Forecasting with panel data: Estimation uncertainty versus parameter heterogeneity
M. Hashem Pesaran, Andreas Pick, Allan Timmermann
https://arxiv.org/abs/2404.11198

Citation mentions

Cited references

Sections

12,960

Words (approx)

References by Citation Intensity

Ordered by composite index (descending). Higher values indicate more intensive citation.

#	Reference	Mentions	Breadth	Sec. Wtd	Share	Composite	Main %
1	Pesaran, M. Hashem and Ron Smith (self)	3	3	4.5	0.067	0.737	67%
2	Cheng Hsiao and M. Hashem Pesaran and A. Kamil Tah... (self)	2	2	3.0	0.044	0.644	100%
3	Lindley, Dennis V. and Adrian F. M. Smith	2	2	3.0	0.044	0.644	100%
4	Pesaran, M. Hashem and Andreas Pick and Mikhail Pr... (self)	2	2	3.0	0.044	0.644	100%
5	Baltagi, Badi H.	2	1	2.0	0.044	0.511	100%
6	Fan, Jianqing and Yuan Liao and Jiawei Yao	2	1	4.0	0.044	0.511	100%
7	Chudik, Alexander and M. Hashem Pesaran and Jui-Ch... (self)	2	2	2.5	0.044	0.511	50%
8	Hsiao, Cheng	1	1	1.0	0.022	0.406	100%
9	Lee, Lung-Fei and William E. Griffiths	1	1	1.0	0.022	0.406	100%
10	Maddala, G.S. and Robert P. Trost and Hongyi Li an...	1	1	1.0	0.022	0.406	100%
11	Baltagi, Badi H.	1	1	1.0	0.022	0.406	100%
12	Goldberger, Arthur S.	1	1	1.0	0.022	0.406	100%
13	Trapani, Lorenzo and Giovanni Urga	1	1	1.0	0.022	0.406	100%
14	Br\"u	1	1	1.0	0.022	0.406	100%
15	Pick, Andreas and Allan Timmermann (self)	1	1	1.0	0.022	0.406	100%
16	Wang, Wendun and Xinyu Zhang and Richard Paap	1	1	1.0	0.022	0.406	100%
17	Boot, Tom and Andreas Pick (self)	1	1	1.0	0.022	0.406	100%
18	Liu, Laura and Hyungsik Roger Moon and Frank Schor...	1	1	1.0	0.022	0.406	100%
19	Chudik, Alexander and Valerie Grossman and M. Hash... (self)	1	1	2.0	0.022	0.406	100%
20	Pesaran, M. Hashem and Liying Yang (self)	1	1	2.0	0.022	0.406	100%
21	Pesaran, M. Hashem and Liying Yang (self)	1	1	2.0	0.022	0.406	100%
22	Timmermann, Allan (self)	1	1	2.0	0.022	0.406	100%
23	Lahiri, Kajal and Huaming Peng and Yongchen Zhao	1	1	2.0	0.022	0.406	100%
24	Elliott, Graham	1	1	2.0	0.022	0.406	100%
25	Pesaran, M. Hashem and Andreas Pick and Allan Timm... (self)	1	1	2.0	0.022	0.406	100%
26	Giacomini, Raffaella and Sokbae Lee and Silvia Sar...	1	1	2.0	0.022	0.406	100%
27	Dhaene, Geert and Koen Jochmans	1	1	2.0	0.022	0.406	100%
28	Armstrong, Timothy B. and Michal Kolesar and and M...	1	1	2.0	0.022	0.406	100%
29	Efron, Bradley	1	1	2.0	0.022	0.406	100%
30	Brown, Lawrence D. and Eitan Greenshtein	1	1	2.0	0.022	0.406	100%
31	Gu, Jiaying and Roger Koenker	1	1	2.0	0.022	0.406	100%
32	Liu, Laura	1	1	2.0	0.022	0.406	100%
33	Liu, Laura and Hyungsik Roger Moon and Frank Schor...	1	1	2.0	0.022	0.406	100%
34	Gelfand, Alan E. and Susan E. Hills and Amy Racine...	1	1	2.0	0.022	0.406	100%
35	Diebold, Francis X. and Robert S. Mariano	1	1	2.0	0.022	0.406	100%
36	Yang, Cynthia F.	1	1	2.0	0.022	0.406	100%
37	Efron, Bradley	1	1	2.0	0.022	0.406	100%

Reference

Year

Mentions

Breadth

Sec. Wtd

Composite

Main %

Pesaran, M. Hashem and Ron Smith (self)

4.5

0.067

0.737

67%

Cheng Hsiao and M. Hashem Pesaran and A. Kamil Tah... (self)

3.0

0.044

0.644

100%

Lindley, Dennis V. and Adrian F. M. Smith

3.0

0.044

0.644

100%

Pesaran, M. Hashem and Andreas Pick and Mikhail Pr... (self)

3.0

0.044

0.644

100%

Baltagi, Badi H.

2.0

0.044

0.511

100%

Fan, Jianqing and Yuan Liao and Jiawei Yao

4.0

0.044

0.511

100%

Chudik, Alexander and M. Hashem Pesaran and Jui-Ch... (self)

2.5

0.044

0.511

50%

Hsiao, Cheng

1.0

0.022

0.406

100%

Lee, Lung-Fei and William E. Griffiths

1.0

0.022

0.406

100%

Maddala, G.S. and Robert P. Trost and Hongyi Li an...

1.0

0.022

0.406

100%

Baltagi, Badi H.

1.0

0.022

0.406

100%

Goldberger, Arthur S.

1.0

0.022

0.406

100%

Trapani, Lorenzo and Giovanni Urga

1.0

0.022

0.406

100%

Br\"u

1.0

0.022

0.406

100%

Pick, Andreas and Allan Timmermann (self)

1.0

0.022

0.406

100%

Wang, Wendun and Xinyu Zhang and Richard Paap

1.0

0.022

0.406

100%

Boot, Tom and Andreas Pick (self)

1.0

0.022

0.406

100%

Liu, Laura and Hyungsik Roger Moon and Frank Schor...

1.0

0.022

0.406

100%

Chudik, Alexander and Valerie Grossman and M. Hash... (self)

2.0

0.022

0.406

100%

Pesaran, M. Hashem and Liying Yang (self)

2.0

0.022

0.406

100%

Pesaran, M. Hashem and Liying Yang (self)

2.0

0.022

0.406

100%

Timmermann, Allan (self)

2.0

0.022

0.406

100%

Lahiri, Kajal and Huaming Peng and Yongchen Zhao

2.0

0.022

0.406

100%

Elliott, Graham

2.0

0.022

0.406

100%

Pesaran, M. Hashem and Andreas Pick and Allan Timm... (self)

2.0

0.022

0.406

100%

Giacomini, Raffaella and Sokbae Lee and Silvia Sar...

2.0

0.022

0.406

100%

Dhaene, Geert and Koen Jochmans

2.0

0.022

0.406

100%

Armstrong, Timothy B. and Michal Kolesar and and M...

2.0

0.022

0.406

100%

Efron, Bradley

2.0

0.022

0.406

100%

Brown, Lawrence D. and Eitan Greenshtein

2.0

0.022

0.406

100%

Gu, Jiaying and Roger Koenker

2.0

0.022

0.406

100%

Liu, Laura

2.0

0.022

0.406

100%

Liu, Laura and Hyungsik Roger Moon and Frank Schor...

2.0

0.022

0.406

100%

Gelfand, Alan E. and Susan E. Hills and Amy Racine...

2.0

0.022

0.406

100%

Diebold, Francis X. and Robert S. Mariano

2.0

0.022

0.406

100%

Yang, Cynthia F.

2.0

0.022

0.406

100%

Efron, Bradley

2.0

0.022

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.