Ordered by composite index (descending). Higher values indicate more intensive citation.
| # | Reference | Year | Mentions | Breadth | Sec. Wtd | Share | Composite | Main % |
|---|---|---|---|---|---|---|---|---|
| 1 | Harvey, Andrew C | 1990 | 4 | 3 | 7.0 | 0.057 | 0.928 | 100% |
| 2 | Labonne, Paul | 2020 | 3 | 3 | 5.0 | 0.043 | 0.843 | 100% |
| 3 | Blundell, Charles and Cornebise, Julien and Kavukc... | 2015 | 4 | 2 | 7.0 | 0.057 | 0.811 | 100% |
| 4 | Mariano, Roberto S and Murasawa, Yasutomo | 2003 | 3 | 2 | 5.0 | 0.043 | 0.737 | 100% |
| 5 | Durbin, James and Koopman, Siem Jan | 2012 | 3 | 2 | 5.0 | 0.043 | 0.737 | 100% |
| 6 | Loermann, Julius and Maas, Benedikt | 2019 | 3 | 2 | 4.0 | 0.043 | 0.737 | 100% |
| 7 | Hopp, Daniel | 2021 | 3 | 2 | 4.0 | 0.043 | 0.737 | 100% |
| 8 | Gal, Yarin and Ghahramani, Zoubin | 2016 | 3 | 2 | 5.0 | 0.043 | 0.737 | 100% |
| 9 | Diebold, Francis X and Mariano, Roberto S | 1995 | 2 | 2 | 4.0 | 0.029 | 0.644 | 100% |
| 10 | Giannone, Domenico and Reichlin, Lucrezia and Smal... | 2008 | 3 | 1 | 3.0 | 0.043 | 0.585 | 100% |
| 11 | McCracken, Michael W and Ng, Serena | 2016 | 2 | 2 | 2.5 | 0.029 | 0.511 | 50% |
| 12 | Jiang, Yuan and He, Yunxiao and Zhang, Heping | 2016 | 2 | 1 | 4.0 | 0.029 | 0.511 | 100% |
| 13 | Laumann, Felix | 2018 | 2 | 1 | 4.0 | 0.029 | 0.511 | 100% |
| 14 | Hinton, Geoffrey E and Srivastava, Nitish and Kriz... | 2012 | 2 | 1 | 4.0 | 0.029 | 0.511 | 100% |
| 15 | Jarque, Carlos M and Bera, Anil K | 1980 | 2 | 1 | 4.0 | 0.029 | 0.511 | 100% |
| 16 | Wallis, Kenneth F | 1986 | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% |
| 17 | Rhodes, EC | 1937 | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% |
| 18 | Stock, James H and Watson, Mark W | 1989 | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% |
| 19 | Stock, James H and Watson, Mark W | 2002 | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% |
| 20 | Forni, Mario and Hallin, Marc and Lippi, Marco and... | 2000 | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% |
| 21 | Doz, Catherine and Giannone, Domenico and Reichlin... | 2012 | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% |
| 22 | Ba\'n | 2013 | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% |
| 23 | Creal, Drew and Koopman, Siem Jan and Lucas, Andre | 2013 | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% |
| 24 | Harvey, Andrew C | 2013 | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% |
| 25 | Crone, Sven F and Kourentzes, Nikolaos | 2010 | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% |
| 26 | Greenspan, Alan | 2004 | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% |
| 27 | statsmodels | 2022 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 28 | Schweppe, Fred | 1965 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 29 | Ba\'n | 2007 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 30 | Marcellino, Massimiliano and Schumacher, Christian | 2010 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 31 | Bartholomew, David J and Knott, Martin and Moustak... | 2011 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 32 | Hinton, Geoffrey E and Van Camp, Drew | 1993 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 33 | Graves, Alex | 2011 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 34 | Kingma, Durk P and Salimans, Tim and Welling, Max | 2015 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 35 | Bench, Ciaran | 2023 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 36 | Elliott, Graham and Timmermann, Allan | 2016 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 37 | Parzen, Emanuel | 1962 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 38 | Murray Rosenblatt | 1956 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 39 | Amari, Shun-ichi and Murata, Noboru and Muller, K-... | 1997 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 40 | Antolin-Diaz, Juan and Drechsel, Thomas and Petrel... | 2017 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 41 | Marcellino, Massimiliano and Porqueddu, Mario and ... | 2016 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 42 | Creal, Drew and Schwaab, Bernd and Koopman, Siem J... | 2014 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 43 | Delle Monache, Davide and Petrella, Ivan | 2017 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 44 | Gorgi, Paolo and Koopman, Siem Jan and Li, Menghen... | 2019 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |