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Citation Analysis

The modified conditional sum-of-squares estimator for fractionally integrated models
Mustafa R. Kılınç, Michael Massmann
https://arxiv.org/abs/2404.12882
252
Citation mentions
88
Cited references
7
Sections
28,823
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 Hualde, Javier and Nielsen, Morten \O 2022 7 3 13.0 0.028 1.000 100%
2 Lieberman, Offer and Phillips, Peter C B 2005 6 4 10.0 0.024 1.000 100%
3 McCullagh, Peter and Tibshirani, Robert 1990 12 3 23.0 0.048 1.000 100%
4 Hassler, Uwe 2019 5 4 7.5 0.020 0.928 80%
5 Hualde, Javier and Robinson, Peter M. 2011 15 9 23.5 0.060 0.928 80%
6 Robinson, Peter M. and Velasco, Carlos 2015 4 4 7.0 0.016 0.928 100%
7 Hualde, Javier and Nielsen, Morten \O 2020 25 11 39.0 0.099 0.913 76%
8 Sowell, Fallaw 1992 6 2 12.0 0.024 0.874 100%
9 Nielsen, Morten \O 2015 3 3 5.0 0.012 0.843 100%
10 Johansen, S\o 2016 41 16 47.0 0.163 0.800 51%
11 Nielsen, Morten \O 2004 3 2 4.0 0.012 0.737 100%
12 Johansen, S\o 2008 3 2 5.0 0.012 0.737 100%
13 Martellosio, Federico and Hillier, Grant 2020 3 2 5.0 0.012 0.737 100%
14 Robinson, Peter M. 1994 3 2 6.0 0.012 0.737 100%
15 Nielsen, Morten \O 2005 3 2 6.0 0.012 0.737 100%
16 An, S and Bloomfield, P 1993 5 1 10.0 0.020 0.693 100%
17 Gil-Alana, Luis A and Robinson, Peter M. 1997 8 1 16.0 0.032 0.693 100%
18 Shimotsu, Katsumi 2010 6 1 12.0 0.024 0.693 100%
19 Robinson, Peter M. 2005 2 2 3.0 0.008 0.644 100%
20 Chung, Ching-Fan and Baillie, Richard T 1993 2 2 3.0 0.008 0.644 100%
21 Schumann, Martin and Severini, Thomas A and Tripat... 2023 2 2 3.0 0.008 0.644 100%
22 O. E. Barndorff-Nielsen 1983 2 2 4.0 0.008 0.644 100%
23 Tanaka, Katsuto 1984 2 2 4.0 0.008 0.644 100%
24 Box, George Edward Pelham and Jenkins, Gwilym 1990 2 2 4.0 0.008 0.644 100%
25 Huang, Hsueh-Han and Chan, Ngai Hang and Chen, Kun... 2022 2 2 4.0 0.008 0.644 100%
26 Crato, Nuno and Rothman, Philip 1994 4 1 8.0 0.016 0.644 100%
27 Atkinson, Anthony Curtis and Koopman, Siem-Jan and... 1997 3 1 6.0 0.012 0.585 100%
28 Marinucci, Domenico and Robinson, Peter M. 1999 2 1 4.0 0.008 0.511 100%
29 Bloomfield, Peter 1973 2 1 4.0 0.008 0.511 100%
30 Cox, David Roxbee and Reid, Nancy 1987 2 1 4.0 0.008 0.511 100%
31 Smith, Anthony A and Sowell, Fallaw and Zin, Stanl... 1997 2 1 4.0 0.008 0.511 100%
32 Hosking, J R M 1984 2 1 4.0 0.008 0.511 100%
33 Johansen, S\o 2012 2 2 2.5 0.008 0.511 50%
34 Javier Hualde and Morten \O Nielsen 2023 1 1 1.0 0.004 0.406 100%
35 Li, Wai Keung and McLeod, A Ian 1986 1 1 1.0 0.004 0.406 100%
36 Beran, Jan 1995 1 1 1.0 0.004 0.406 100%
37 Velasco, Carlos and Robinson, Peter M. 2000 1 1 1.0 0.004 0.406 100%
38 Tanaka, Katsuto 1999 1 1 1.0 0.004 0.406 100%
39 Robinson, Peter M. 2006 1 1 1.0 0.004 0.406 100%
40 Cheung, Yin-Wong and Diebold, Francis X 1994 1 1 1.0 0.004 0.406 100%
41 Laskar, Mizan R. and King, Maxwell L. 1998 1 1 1.0 0.004 0.406 100%
42 Conniffe, Denis 1987 1 1 1.0 0.004 0.406 100%
43 Bartolucci, Francesco and Bellio, Ruggero and Salv... 2016 1 1 1.0 0.004 0.406 100%
44 Lawley, Derrick N 1956 1 1 1.0 0.004 0.406 100%
45 Marinucci, Domenico and Robinson, Peter M. 2000 1 1 2.0 0.004 0.406 100%
46 Marinucci, Domenico and Robinson, Peter M. 2001 1 1 2.0 0.004 0.406 100%
47 Robinson, Peter M. and Hualde, Javier 2003 1 1 2.0 0.004 0.406 100%
48 Shimotsu, Katsumi and Phillips, Peter C B 2005 1 1 2.0 0.004 0.406 100%
49 Hannan, Edward J 1973 1 1 2.0 0.004 0.406 100%
50 P. Sibbertsen and C. Leschinksi and M. Busch 1 1 2.0 0.004 0.406 100%
51 Robinson, Peter M. and Velasco, Carlos 2020 1 1 2.0 0.004 0.406 100%
52 Severini, Thomas A 2000 1 1 2.0 0.004 0.406 100%
53 Kalbfleisch, JD and Sprott, DA 1973 1 1 2.0 0.004 0.406 100%
54 Liang, Kung-Yee and Zeger, Scott L 1995 1 1 2.0 0.004 0.406 100%
55 Liang, Kung-Yee 1987 1 1 2.0 0.004 0.406 100%
56 D. R. Cox and O. E. Barndorff-Nielsen 1994 1 1 2.0 0.004 0.406 100%
57 Hosking, J. R. M. 1981 1 1 2.0 0.004 0.406 100%
58 Dahlhaus, Rainer 1989 1 1 2.0 0.004 0.406 100%
59 N. H. Chan and W. Palma 2006 1 1 2.0 0.004 0.406 100%
60 Adenstedt, Rolf K 1974 1 1 2.0 0.004 0.406 100%
61 Lieberman, Offer and Phillips, Peter C B 2004 1 1 2.0 0.004 0.406 100%
62 MathWorks Inc. 2019 1 1 2.0 0.004 0.406 100%
63 Jensen, Andreas Noack and Nielsen, Morten \O 2014 1 1 2.0 0.004 0.406 100%
64 Lee, Yoonseok and Phillips, Peter C B 2015 1 1 2.0 0.004 0.406 100%
65 Baillie, Richard T and Cho, Dooyeon and Rho, Seung... 2024 1 1 2.0 0.004 0.406 100%
66 Potter, Simon M 1995 1 1 2.0 0.004 0.406 100%
67 Nelson, Charles R and Plosser, Charles R 1982 1 1 2.0 0.004 0.406 100%
68 Schotman, Peter C and Van Dijk, Herman K 1991 1 1 2.0 0.004 0.406 100%
69 La Vecchia, Davide and Ronchetti, Elvezio 2019 1 1 2.0 0.004 0.406 100%
70 R Core Team 1 1 2.0 0.004 0.406 100%
71 Justin Q. Veenstra 2012 1 1 2.0 0.004 0.406 100%
72 Boes, Duane C and Davis, Richard A and Gupta, Sat ... 1989 1 1 2.0 0.004 0.406 100%
73 MacNeill, IB and Tang, SM and Jandhyala, VK 1991 1 1 2.0 0.004 0.406 100%
74 Wu, Wei Biao and Zhao, Zhibiao 2007 1 1 2.0 0.004 0.406 100%
75 MacNeill, IB and Jandhyala, VK and Kaul, A and Fot... 2020 1 1 2.0 0.004 0.406 100%
76 Shao, Xiaofeng 2011 1 1 2.0 0.004 0.406 100%
77 Annika Betken 2017 1 1 2.0 0.004 0.406 100%
78 Chang, Seong Yeon and Perron, Pierre 2016 1 1 2.0 0.004 0.406 100%
79 Iacone, Fabrizio and Leybourne, Stephen J and Tayl... 2019 1 1 2.0 0.004 0.406 100%
80 Robinson, Peter M. 1995 1 1 2.0 0.004 0.406 100%
81 Lobato, Ignacio N and Robinson, Peter M. 1998 1 1 2.0 0.004 0.406 100%
82 1979 1 1 2.0 0.004 0.406 100%
83 Iacone, Fabrizio and Nielsen, Morten \O 2022 1 1 2.0 0.004 0.406 100%
84 Abramowitz, Milton and Stegun, Irene A 1964 5 2 2.5 0.020 0.188 0%
85 Johansen, S\o 2010 3 2 1.5 0.012 0.159 0%
86 Zygmund, A 1977 1 1 0.5 0.004 0.087 0%
87 P. McCullagh 1 1 0.5 0.004 0.087 0%
88 Gradshteyn, Izrail Solomonovich and Ryzhik, Iosif ... 2014 1 1 0.5 0.004 0.087 0%
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.

Citation intensity data generated from LaTeX source analysis.