Citation Analysis – Estimating Time-Varying Parameters of Various Smoothness in Linear Models via Kernel Regression

Estimating Time-Varying Parameters of Various Smoothness in Linear Models via Kernel Regression
Mikihito Nishi
https://arxiv.org/abs/2406.14046

Citation mentions

Cited references

Sections

10,981

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	Cai, Zongwu	11	6	20.0	0.117	1.000	100%
2	Chen, Bin and Hong, Yongmiao	6	3	10.0	0.064	1.000	100%
3	Zhang, Ting and Wu, Wei Biao	7	4	12.0	0.074	1.000	100%
4	Giraitis, Liudas and Kapetanios, George and Marcel...	7	4	12.0	0.074	1.000	100%
5	Hansen, Bruce E.	9	4	17.0	0.096	1.000	100%
6	Zhou, Zhou and Wu, Wei Biao	5	3	9.0	0.053	1.000	100%
7	Bai, Jushan and Perron, Pierre	3	3	5.0	0.032	0.843	100%
8	Giraitis, L. and Kapetanios, G. and Yates, T.	3	3	5.0	0.032	0.843	100%
9	Kristensen, Dennis	3	3	5.0	0.032	0.843	100%
10	Friedrich, Marina and Lin, Yicong	3	2	5.0	0.032	0.737	100%
11	Nyblom, Jukka	2	2	3.0	0.021	0.644	100%
12	Mu	2	2	3.0	0.021	0.644	100%
13	Tsybakov, Alexandre B.	2	2	3.0	0.021	0.644	100%
14	Casini, Alessandro and Perron, Pierre	2	2	4.0	0.021	0.644	100%
15	Davidson, James	2	2	4.0	0.021	0.644	100%
16	Ghysels, Eric	2	2	4.0	0.021	0.644	100%
17	Lewellen, Jonathan and Nagel, Stefan	2	2	4.0	0.021	0.644	100%
18	Fama, Eugene F. and French, Kenneth R.	2	2	4.0	0.021	0.644	100%
19	Ang, Andrew and Chen, Joseph	2	2	4.0	0.021	0.644	100%
20	Ang, Andrew and Kristensen, Dennis	2	2	4.0	0.021	0.644	100%
21	Inoue, Atsushi and Jin, Lu and Rossi, Barbara	2	1	2.0	0.021	0.511	100%
22	Robinson, Peter M.	1	1	1.0	0.011	0.406	100%
23	Stock, James H. and Watson, Mark W.	1	1	1.0	0.011	0.406	100%
24	Cogley, Timothy and Sargent, Thomas J.	1	1	1.0	0.011	0.406	100%
25	Andrews, Donald W. K.	1	1	1.0	0.011	0.406	100%
26	Pesaran, M. Hashem and Timmermann, Allan	1	1	1.0	0.011	0.406	100%
27	Pesaran, M. Hashem and Pick, Andreas and Pranovich...	1	1	1.0	0.011	0.406	100%
28	Hirano, Keisuke and Wright, Jonathan H.	1	1	1.0	0.011	0.406	100%
29	Bai, Jushan	1	1	2.0	0.011	0.406	100%
30	Cheng, Tingting and Gao, Jiti and Zhang, Xibin	1	1	2.0	0.011	0.406	100%
31	Sun, Yuying and Hong, Yongmiao and Wang, Shouyang ...	1	1	2.0	0.011	0.406	100%
32	Gon\c c	1	1	2.0	0.011	0.406	100%
33	Guo, Hui and Wu, Chaojiang and Yu, Yan	1	1	2.0	0.011	0.406	100%
34	Li, Yan and Yang, Liyan	1	1	2.0	0.011	0.406	100%
35	Li, Yan and Su, Liangjun and Xu, Yuewu	1	1	2.0	0.011	0.406	100%
36	Helske, Jouni	1	1	2.0	0.011	0.406	100%

Reference

Year

Mentions

Breadth

Sec. Wtd

Composite

Main %

Cai, Zongwu

20.0

0.117

1.000

100%

Chen, Bin and Hong, Yongmiao

10.0

0.064

1.000

100%

Zhang, Ting and Wu, Wei Biao

12.0

0.074

1.000

100%

Giraitis, Liudas and Kapetanios, George and Marcel...

12.0

0.074

1.000

100%

Hansen, Bruce E.

17.0

0.096

1.000

100%

Zhou, Zhou and Wu, Wei Biao

9.0

0.053

1.000

100%

Bai, Jushan and Perron, Pierre

5.0

0.032

0.843

100%

Giraitis, L. and Kapetanios, G. and Yates, T.

5.0

0.032

0.843

100%

Kristensen, Dennis

5.0

0.032

0.843

100%

Friedrich, Marina and Lin, Yicong

5.0

0.032

0.737

100%

Nyblom, Jukka

3.0

0.021

0.644

100%

3.0

0.021

0.644

100%

Tsybakov, Alexandre B.

3.0

0.021

0.644

100%

Casini, Alessandro and Perron, Pierre

4.0

0.021

0.644

100%

Davidson, James

4.0

0.021

0.644

100%

Ghysels, Eric

4.0

0.021

0.644

100%

Lewellen, Jonathan and Nagel, Stefan

4.0

0.021

0.644

100%

Fama, Eugene F. and French, Kenneth R.

4.0

0.021

0.644

100%

Ang, Andrew and Chen, Joseph

4.0

0.021

0.644

100%

Ang, Andrew and Kristensen, Dennis

4.0

0.021

0.644

100%

Inoue, Atsushi and Jin, Lu and Rossi, Barbara

2.0

0.021

0.511

100%

Robinson, Peter M.

1.0

0.011

0.406

100%

Stock, James H. and Watson, Mark W.

1.0

0.011

0.406

100%

Cogley, Timothy and Sargent, Thomas J.

1.0

0.011

0.406

100%

Andrews, Donald W. K.

1.0

0.011

0.406

100%

Pesaran, M. Hashem and Timmermann, Allan

1.0

0.011

0.406

100%

Pesaran, M. Hashem and Pick, Andreas and Pranovich...

1.0

0.011

0.406

100%

Hirano, Keisuke and Wright, Jonathan H.

1.0

0.011

0.406

100%

Bai, Jushan

2.0

0.011

0.406

100%

Cheng, Tingting and Gao, Jiti and Zhang, Xibin

2.0

0.011

0.406

100%

Sun, Yuying and Hong, Yongmiao and Wang, Shouyang ...

2.0

0.011

0.406

100%

Gon\c c

2.0

0.011

0.406

100%

Guo, Hui and Wu, Chaojiang and Yu, Yan

2.0

0.011

0.406

100%

Li, Yan and Yang, Liyan

2.0

0.011

0.406

100%

Li, Yan and Su, Liangjun and Xu, Yuewu

2.0

0.011

0.406

100%

Helske, Jouni

2.0

0.011

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.