Citation Analysis – \textbfWhen can weak latent factors be statistically inferred?

\textbfWhen can weak latent factors be statistically inferred?
Jianqing Fan, Yuling Yan, Yuheng Zheng
https://arxiv.org/abs/2407.03616

206

Citation mentions

Cited references

Sections

17,893

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	Bai, J	2003	5	3	5.0	0.024	1.000	100%
2	Onatski, A	2012	6	3	6.0	0.029	1.000	100%
3	Fan, J., Liao, Y., and Mincheva, M (self)	2013	6	4	8.0	0.029	1.000	100%
4	Bai, J. and Ng, S	2023	21	7	33.5	0.102	1.000	100%
5	Jiang, P., Uematsu, Y., and Yamagata, T	2023	15	5	22.5	0.073	1.000	100%
6	Choi, J. and Yuan, M	2024	15	5	22.5	0.073	1.000	100%
7	Yan, Y., Chen, Y., and Fan, J (self)	2024	10	4	15.5	0.049	0.966	90%
8	Bai, J. and Ng, S	2002	5	2	4.0	0.024	0.874	100%
9	Breitung, J. and Eickmeier, S	2011	6	2	11.0	0.029	0.874	100%
10	Onatski, A	2010	3	3	3.5	0.015	0.843	100%
11	Stock, J. H. and Watson, M. W	2002	4	2	3.0	0.019	0.811	100%
12	Bai, J. and Ng, S	2006b	4	2	7.0	0.019	0.811	100%
13	Stock, J. H. and Watson, M	2009	4	2	7.0	0.019	0.811	100%
14	Chen, Y., Chi, Y., Fan, J., Ma, C., et al (self)	2021a	11	4	10.0	0.053	0.714	36%
15	Fan, J., Li, K., and Liao, Y (self)	2021a	2	2	1.5	0.010	0.644	100%
16	Bai, J. and Ng, S	2013	2	2	3.0	0.010	0.644	100%
17	Giglio, S., Xiu, D., and Zhang, D	2023	2	2	1.5	0.010	0.644	100%
18	Onatski, A	2009	2	2	1.5	0.010	0.644	100%
19	Bailey, N., Kapetanios, G., and Pesaran, M. H	2021	2	2	1.5	0.010	0.644	100%
20	Freyaldenhoven, S	2022	2	2	1.5	0.010	0.644	100%
21	Uematsu, Y. and Yamagata, T	2022a	2	2	1.5	0.010	0.644	100%
22	Uematsu, Y. and Yamagata, T	2022b	2	2	1.5	0.010	0.644	100%
23	Fan, J., Liao, Y., and Yao, J (self)	2015	2	2	3.0	0.010	0.644	100%
24	Ross, S. A	1976	2	2	4.0	0.010	0.644	100%
25	Ma, C., Wang, K., Chi, Y., and Chen, Y	2020	2	2	2.5	0.010	0.644	100%
26	Vershynin, R	2017	5	5	4.0	0.024	0.585	20%
27	Bickel, P. J. and Levina, E	2008	3	1	6.0	0.015	0.585	100%
28	Chen, L., Dolado, J. J., and Gonzalo, J	2014	2	1	4.0	0.010	0.511	100%
29	Han, X. and Inoue, A	2015	2	1	4.0	0.010	0.511	100%
30	Yan, Y. and Wainwright, M. J (self)	2024	10	4	5.0	0.049	0.464	10%
31	Chamberlain, G. and Rothschild, M	1983	1	1	1.0	0.005	0.406	100%
32	Fama, E. F. and French, K. R	1993	1	1	1.0	0.005	0.406	100%
33	Giglio, S. and Xiu, D	2021	1	1	1.0	0.005	0.406	100%
34	Fan, J., Li, K., and Liao, Y (self)	2021b	1	1	1.0	0.005	0.406	100%
35	Bai, J. and Wang, P	2016	1	1	1.0	0.005	0.406	100%
36	Bai, J. and Ng, S	2006a	1	1	1.0	0.005	0.406	100%
37			1	1	2.0	0.005	0.406	100%
38	Fan, J., Fan, Y., and Lv, J (self)	2008	1	1	2.0	0.005	0.406	100%
39	Bai, J. and Shi, S	2011	1	1	2.0	0.005	0.406	100%
40	Fan, J., Liao, Y., and Mincheva, M (self)	2011	1	1	2.0	0.005	0.406	100%
41	Gagliardini, P., Ossola, E., and Scaillet, O	2016	1	1	2.0	0.005	0.406	100%
42	Fan, J. and Li, R (self)	2001	1	1	2.0	0.005	0.406	100%
43	Forni, M., Hallin, M., Lippi, M., and Reichlin, L	2000	1	1	0.5	0.005	0.406	100%
44	Wei, J. and Zhang, Y	2023	1	1	0.5	0.005	0.406	100%
45	Giglio, S., Xiu, D., and Zhang, D	2021	1	1	0.5	0.005	0.406	100%
46	Abbe, E., Fan, J., and Wang, K (self)	2022	1	1	0.5	0.005	0.406	100%
47	Cai, C., Li, G., Chi, Y., Poor, H. V., and Chen, Y	2021	1	1	0.5	0.005	0.406	100%
48	Chen, Y., Fan, J., Ma, C., and Yan, Y (self)	2021b	1	1	0.5	0.005	0.406	100%
49	Zhou, Y. and Chen, Y	2023	1	1	0.5	0.005	0.406	100%
50	El Karoui, N	2015	1	1	0.5	0.005	0.406	100%
51	Abbe, E., Fan, J., Wang, K., Zhong, Y., et al (self)	2020	1	1	0.5	0.005	0.406	100%
52	Chen, Y., Chi, Y., Fan, J., Ma, C., and Yan, Y (self)	2020	1	1	0.5	0.005	0.406	100%
53	Chen, Y., Fan, J., Wang, B., and Yan, Y (self)	2023	1	1	0.5	0.005	0.406	100%
54	Chen, Y., Fan, J., Ma, C., and Yan, Y (self)	2019	1	1	0.5	0.005	0.406	100%
55	Xia, D. and Yuan, M	2021	1	1	0.5	0.005	0.406	100%
56	Chernozhukov, V., Hansen, C., Liao, Y., and Zhu, Y	2023	1	1	0.5	0.005	0.406	100%
57	Choi, J., Kwon, H., and Liao, Y	2023	1	1	0.5	0.005	0.406	100%
58	Choi, J., Kwon, H., and Liao, Y	2024	1	1	0.5	0.005	0.406	100%
59	Fan, J., Wang, K., Zhong, Y., and Zhu, Z (self)	2021c	1	1	1.0	0.005	0.406	100%
60	Stewart, G. W	1977	4	3	2.0	0.019	0.200	0%
61	Rai\vc, M	2019	4	2	2.0	0.019	0.175	0%
62	Tropp, J. A	2012	2	2	1.0	0.010	0.139	0%
63	Wainwright, M	2019	4	1	2.0	0.019	0.139	0%
64	Sazonov, V	1972	2	1	1.0	0.010	0.110	0%
65	Braun, M. L	2006	1	1	0.5	0.005	0.087	0%
66	Chen, Y. M., Chen, X. S., and Li, W	2016	1	1	0.5	0.005	0.087	0%

Reference

Year

Mentions

Breadth

Sec. Wtd

Composite

Main %

Bai, J

2003

5.0

0.024

1.000

100%

Onatski, A

2012

6.0

0.029

1.000

100%

Fan, J., Liao, Y., and Mincheva, M (self)

2013

8.0

0.029

1.000

100%

Bai, J. and Ng, S

2023

33.5

0.102

1.000

100%

Jiang, P., Uematsu, Y., and Yamagata, T

2023

22.5

0.073

1.000

100%

Choi, J. and Yuan, M

2024

22.5

0.073

1.000

100%

Yan, Y., Chen, Y., and Fan, J (self)

2024

15.5

0.049

0.966

90%

Bai, J. and Ng, S

2002

4.0

0.024

0.874

100%

Breitung, J. and Eickmeier, S

2011

11.0

0.029

0.874

100%

Onatski, A

2010

3.5

0.015

0.843

100%

Stock, J. H. and Watson, M. W

2002

3.0

0.019

0.811

100%

Bai, J. and Ng, S

2006b

7.0

0.019

0.811

100%

Stock, J. H. and Watson, M

2009

7.0

0.019

0.811

100%

Chen, Y., Chi, Y., Fan, J., Ma, C., et al (self)

2021a

10.0

0.053

0.714

36%

Fan, J., Li, K., and Liao, Y (self)

2021a

1.5

0.010

0.644

100%

Bai, J. and Ng, S

2013

3.0

0.010

0.644

100%

Giglio, S., Xiu, D., and Zhang, D

2023

1.5

0.010

0.644

100%

Onatski, A

2009

1.5

0.010

0.644

100%

Bailey, N., Kapetanios, G., and Pesaran, M. H

2021

1.5

0.010

0.644

100%

Freyaldenhoven, S

2022

1.5

0.010

0.644

100%

Uematsu, Y. and Yamagata, T

2022a

1.5

0.010

0.644

100%

Uematsu, Y. and Yamagata, T

2022b

1.5

0.010

0.644

100%

Fan, J., Liao, Y., and Yao, J (self)

2015

3.0

0.010

0.644

100%

Ross, S. A

1976

4.0

0.010

0.644

100%

Ma, C., Wang, K., Chi, Y., and Chen, Y

2020

2.5

0.010

0.644

100%

Vershynin, R

2017

4.0

0.024

0.585

20%

Bickel, P. J. and Levina, E

2008

6.0

0.015

0.585

100%

Chen, L., Dolado, J. J., and Gonzalo, J

2014

4.0

0.010

0.511

100%

Han, X. and Inoue, A

2015

4.0

0.010

0.511

100%

Yan, Y. and Wainwright, M. J (self)

2024

5.0

0.049

0.464

10%

Chamberlain, G. and Rothschild, M

1983

1.0

0.005

0.406

100%

Fama, E. F. and French, K. R

1993

1.0

0.005

0.406

100%

Giglio, S. and Xiu, D

2021

1.0

0.005

0.406

100%

Fan, J., Li, K., and Liao, Y (self)

2021b

1.0

0.005

0.406

100%

Bai, J. and Wang, P

2016

1.0

0.005

0.406

100%

Bai, J. and Ng, S

2006a

1.0

0.005

0.406

100%

2.0

0.005

0.406

100%

Fan, J., Fan, Y., and Lv, J (self)

2008

2.0

0.005

0.406

100%

Bai, J. and Shi, S

2011

2.0

0.005

0.406

100%

Fan, J., Liao, Y., and Mincheva, M (self)

2011

2.0

0.005

0.406

100%

Gagliardini, P., Ossola, E., and Scaillet, O

2016

2.0

0.005

0.406

100%

Fan, J. and Li, R (self)

2001

2.0

0.005

0.406

100%

Forni, M., Hallin, M., Lippi, M., and Reichlin, L

2000

0.5

0.005

0.406

100%

Wei, J. and Zhang, Y

2023

0.5

0.005

0.406

100%

Giglio, S., Xiu, D., and Zhang, D

2021

0.5

0.005

0.406

100%

Abbe, E., Fan, J., and Wang, K (self)

2022

0.5

0.005

0.406

100%

Cai, C., Li, G., Chi, Y., Poor, H. V., and Chen, Y

2021

0.5

0.005

0.406

100%

Chen, Y., Fan, J., Ma, C., and Yan, Y (self)

2021b

0.5

0.005

0.406

100%

Zhou, Y. and Chen, Y

2023

0.5

0.005

0.406

100%

El Karoui, N

2015

0.5

0.005

0.406

100%

Abbe, E., Fan, J., Wang, K., Zhong, Y., et al (self)

2020

0.5

0.005

0.406

100%

Chen, Y., Chi, Y., Fan, J., Ma, C., and Yan, Y (self)

2020

0.5

0.005

0.406

100%

Chen, Y., Fan, J., Wang, B., and Yan, Y (self)

2023

0.5

0.005

0.406

100%

Chen, Y., Fan, J., Ma, C., and Yan, Y (self)

2019

0.5

0.005

0.406

100%

Xia, D. and Yuan, M

2021

0.5

0.005

0.406

100%

Chernozhukov, V., Hansen, C., Liao, Y., and Zhu, Y

2023

0.5

0.005

0.406

100%

Choi, J., Kwon, H., and Liao, Y

2023

0.5

0.005

0.406

100%

Choi, J., Kwon, H., and Liao, Y

2024

0.5

0.005

0.406

100%

Fan, J., Wang, K., Zhong, Y., and Zhu, Z (self)

2021c

1.0

0.005

0.406

100%

Stewart, G. W

1977

2.0

0.019

0.200

Rai\vc, M

2019

2.0

0.019

0.175

Tropp, J. A

2012

1.0

0.010

0.139

Wainwright, M

2019

2.0

0.019

0.139

Sazonov, V

1972

1.0

0.010

0.110

Braun, M. L

2006

0.5

0.005

0.087

Chen, Y. M., Chen, X. S., and Li, W

2016

0.5

0.005

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.