Citation Analysis – A sequential test procedure for the choice of the number of regimes in multivariate nonlinear models

A sequential test procedure for the choice of the number of regimes in multivariate nonlinear models
Andrea Bucci
https://arxiv.org/abs/2406.02152

Citation mentions

Cited references

Sections

6,993

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	Luukkonen, Ritva and Saikkonen, Pentti and Ter\"a	1988	7	5	13.0	0.074	1.000	100%
2	Camacho, Maximo	2004	8	5	13.0	0.084	1.000	100%
3	Strikholm, Birgit and Tera	2006	8	5	13.0	0.084	1.000	100%
4	Kheifets, Igor L. and Saikkonen, Pentti J.	2020	5	5	9.0	0.053	1.000	100%
5	Tsay, Ruey S.	1998	9	4	16.0	0.095	1.000	100%
6	Ter\"a	2014	5	3	9.0	0.053	1.000	100%
7	Ter\"a	2014	7	6	9.0	0.074	0.894	71%
8	Eitrheim, \O	1996	3	3	3.5	0.032	0.737	67%
9	He, Changli and Tera	2008	3	2	6.0	0.032	0.737	100%
10	Davies, Robert B.	1987	2	2	3.0	0.021	0.644	100%
11	Gonzalo, Jesu	2002	2	2	3.0	0.021	0.644	100%
12	Bai, Jushan and Perron, Pierre	1998	2	2	3.0	0.021	0.644	100%
13	Tong, H. and Thanoon, B. and Gudmundsson, G.	1985	2	2	3.0	0.021	0.644	100%
14	Livingston Jr, Glen and Nur, Darfiana	2020	2	2	3.0	0.021	0.644	100%
15	Laitinen, Kenneth	1978	2	1	4.0	0.021	0.511	100%
16	Meisner, James F.	1979	2	1	4.0	0.021	0.511	100%
17	Anderson, T. W.	2003	3	2	3.0	0.032	0.511	33%
18	Sims, Christopher A.	1980	1	1	1.0	0.011	0.406	100%
19	Anderson, Heather M. and Nam, Kiseok and Vahid, Fa...	1999	1	1	1.0	0.011	0.406	100%
20	Hubrich, Kirstin and Tera	2013	1	1	1.0	0.011	0.406	100%
21	Hansen, Bruce	1999	1	1	1.0	0.011	0.406	100%
22	Saikkonen, Pentti	2008	1	1	1.0	0.011	0.406	100%
23	Hendry, David F. and Mizon, Grayham E.	1998	1	1	2.0	0.011	0.406	100%
24	Watson, Mark W. and Engle, Robert F.	1985	1	1	2.0	0.011	0.406	100%
25	Hansen, Bruce E.	1996	1	1	2.0	0.011	0.406	100%
26	Ter\"a	1994	1	1	2.0	0.011	0.406	100%
27	Seong, Dakyung and Cho, Jin Seo and Tera	2022	1	1	2.0	0.011	0.406	100%
28	Cho, Jin Seo and Ishida, Isao and White, Halbert	2011	1	1	2.0	0.011	0.406	100%
29	White, Halbert and Cho, Jin Seo	2012	1	1	2.0	0.011	0.406	100%
30	Basawa, I.V. and Feigin, P.D. and Heyde, C.C.	1976	1	1	2.0	0.011	0.406	100%
31	Wang, Guochang and Zhu, Ke and Shao, Xiaofeng	2022	1	1	2.0	0.011	0.406	100%
32	Lu	1996	1	1	2.0	0.011	0.406	100%
33	Breusch, T. S. and Pagan, A. R.	1980	1	1	2.0	0.011	0.406	100%
34	Giannerini, Simone and Goracci, Greta and Rahbek, ...	2024	1	1	2.0	0.011	0.406	100%
35	K. S. Chan	1993	1	1	2.0	0.011	0.406	100%
36	Honda, Yuzo	1988	1	1	2.0	0.011	0.406	100%
37	Bera, A. K. and Byron, R. P. and Jarque, C. M.	1981	1	1	2.0	0.011	0.406	100%
38	Harvey, Campbell R.	1988	1	1	2.0	0.011	0.406	100%
39	Mardia, Kantilal Varichand	1979	1	1	0.5	0.011	0.087	0%
40	Bartlett, M. S.	1954	1	1	0.5	0.011	0.087	0%

Reference

Year

Mentions

Breadth

Sec. Wtd

Composite

Main %

Luukkonen, Ritva and Saikkonen, Pentti and Ter\"a

1988

13.0

0.074

1.000

100%

Camacho, Maximo

2004

13.0

0.084

1.000

100%

Strikholm, Birgit and Tera

2006

13.0

0.084

1.000

100%

Kheifets, Igor L. and Saikkonen, Pentti J.

2020

9.0

0.053

1.000

100%

Tsay, Ruey S.

1998

16.0

0.095

1.000

100%

Ter\"a

2014

9.0

0.053

1.000

100%

Ter\"a

2014

9.0

0.074

0.894

71%

Eitrheim, \O

1996

3.5

0.032

0.737

67%

He, Changli and Tera

2008

6.0

0.032

0.737

100%

Davies, Robert B.

1987

3.0

0.021

0.644

100%

Gonzalo, Jesu

2002

3.0

0.021

0.644

100%

Bai, Jushan and Perron, Pierre

1998

3.0

0.021

0.644

100%

Tong, H. and Thanoon, B. and Gudmundsson, G.

1985

3.0

0.021

0.644

100%

Livingston Jr, Glen and Nur, Darfiana

2020

3.0

0.021

0.644

100%

Laitinen, Kenneth

1978

4.0

0.021

0.511

100%

Meisner, James F.

1979

4.0

0.021

0.511

100%

Anderson, T. W.

2003

3.0

0.032

0.511

33%

Sims, Christopher A.

1980

1.0

0.011

0.406

100%

Anderson, Heather M. and Nam, Kiseok and Vahid, Fa...

1999

1.0

0.011

0.406

100%

Hubrich, Kirstin and Tera

2013

1.0

0.011

0.406

100%

Hansen, Bruce

1999

1.0

0.011

0.406

100%

Saikkonen, Pentti

2008

1.0

0.011

0.406

100%

Hendry, David F. and Mizon, Grayham E.

1998

2.0

0.011

0.406

100%

Watson, Mark W. and Engle, Robert F.

1985

2.0

0.011

0.406

100%

Hansen, Bruce E.

1996

2.0

0.011

0.406

100%

Ter\"a

1994

2.0

0.011

0.406

100%

Seong, Dakyung and Cho, Jin Seo and Tera

2022

2.0

0.011

0.406

100%

Cho, Jin Seo and Ishida, Isao and White, Halbert

2011

2.0

0.011

0.406

100%

White, Halbert and Cho, Jin Seo

2012

2.0

0.011

0.406

100%

Basawa, I.V. and Feigin, P.D. and Heyde, C.C.

1976

2.0

0.011

0.406

100%

Wang, Guochang and Zhu, Ke and Shao, Xiaofeng

2022

2.0

0.011

0.406

100%

1996

2.0

0.011

0.406

100%

Breusch, T. S. and Pagan, A. R.

1980

2.0

0.011

0.406

100%

Giannerini, Simone and Goracci, Greta and Rahbek, ...

2024

2.0

0.011

0.406

100%

K. S. Chan

1993

2.0

0.011

0.406

100%

Honda, Yuzo

1988

2.0

0.011

0.406

100%

Bera, A. K. and Byron, R. P. and Jarque, C. M.

1981

2.0

0.011

0.406

100%

Harvey, Campbell R.

1988

2.0

0.011

0.406

100%

Mardia, Kantilal Varichand

1979

0.5

0.011

0.087

Bartlett, M. S.

1954

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.