Citation Analysis – \bf Dynamic Matrix Factor Models for High Dimensional Time Series

\bf Dynamic Matrix Factor Models for High Dimensional Time Series
Ruofan Yu, Rong Chen, Han Xiao, Yuefeng Han
https://arxiv.org/abs/2407.05624

Citation mentions

Cited references

Sections

13,729

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	Wang, Dong and Liu, Xialu and Chen, Rong (self)	2019	8	4	12.0	0.086	1.000	100%
2	Chen, Rong and Yang, Dan and Zhang, Cun-Hui (self)	2022	9	6	15.0	0.097	1.000	100%
3	Chen, Rong and Xiao, Han and Yang, Dan (self)	2021	12	8	22.0	0.129	1.000	100%
4	Xiao,Han and Han,Yuefeng and Chen,Rong and Liu,Che... (self)	2023	5	4	9.0	0.054	1.000	100%
5	Han, Yuefeng and Chen, Rong and Yang, Dan and Zhan... (self)	2020	12	6	18.5	0.129	0.909	75%
6	Bai, Jushan	2003	2	2	3.0	0.022	0.644	100%
7	Chen, Elynn Y and Fan, Jianqing (self)	2023	2	2	3.0	0.022	0.644	100%
8	Christian Gourieroux and Joann Jasiak	2001	2	2	3.0	0.022	0.644	100%
9	Matteo Barigozzi and Marc Hallin	2016	2	2	3.0	0.022	0.644	100%
10	Fan, Jianqing and Liao, Yuan and Mincheva, Martina	2013	2	2	3.0	0.022	0.644	100%
11	Lam, Clifford and Yao, Qiwei	2012	2	2	3.0	0.022	0.644	100%
12	Han, Yuefeng and Chen, Rong and Zhang, Cun-Hui (self)	2022	2	2	3.0	0.022	0.644	100%
13	Stock, J.H. and Watson, M.W.		2	2	3.0	0.022	0.644	100%
14	E. J. Hannan	1963	2	2	4.0	0.022	0.644	100%
15			2	1	2.0	0.022	0.511	100%
16	Bai, Jushan and Ng, Serena	2002	2	1	2.0	0.022	0.511	100%
17	Zebang Li and Han Xiao (self)	2021	2	1	4.0	0.022	0.511	100%
18	Lam, Clifford and Yao, Qiwei and Bathia, Neil	2011	2	1	4.0	0.022	0.511	100%
19	Stock, James H and Watson, Mark W	2005	1	1	1.0	0.011	0.406	100%
20	Han, Yuefeng and Yang, Dan and Zhang, Cun-Hui and ... (self)	2023	1	1	1.0	0.011	0.406	100%
21	Chen, Elynn Y and Xia, Dong and Cai, Chencheng and... (self)	2024	1	1	1.0	0.011	0.406	100%
22	Peter C. M. Molenaar	1985	1	1	1.0	0.011	0.406	100%
23	Tiao, George C and Tsay, Ruey S	1989	1	1	1.0	0.011	0.406	100%
24	Robert F. Engle and Kenneth F. Kroner	1995	1	1	1.0	0.011	0.406	100%
25	Mario Forni and Marc Hallin and Marco Lippi and Lu...	2000	1	1	1.0	0.011	0.406	100%
26	Hallin, Marc and Li\vs	2007	1	1	1.0	0.011	0.406	100%
27	Amengual, Dante and Watson, Mark W	2007	1	1	1.0	0.011	0.406	100%
28	Clifford Lam	2021	1	1	1.0	0.011	0.406	100%
29	Chen, Weilin and Lam, Clifford (self)	2024	1	1	1.0	0.011	0.406	100%
30	Yuan, Chaofeng and Gao, Zhigen and He, Xuming and ...	2023	1	1	1.0	0.011	0.406	100%
31	Wang, Di and Zheng, Yao and Li, Guodong	2024	1	1	2.0	0.011	0.406	100%
32	Sven Otto and Nazarii Salish	2022	1	1	2.0	0.011	0.406	100%
33	Kalman, R. E.	1960	1	1	2.0	0.011	0.406	100%
34	Bai, Jushan and Li, Kunpeng	2016	1	1	2.0	0.011	0.406	100%
35	P. Hall and C.C. Heyde	1980	2	1	1.0	0.022	0.110	0%
36	Cai, T. Tony and Zhang, Anru	2018	2	1	1.0	0.022	0.110	0%
37	Borell, Christer	1975	1	1	0.5	0.011	0.087	0%

Reference

Year

Mentions

Breadth

Sec. Wtd

Composite

Main %

Wang, Dong and Liu, Xialu and Chen, Rong (self)

2019

12.0

0.086

1.000

100%

Chen, Rong and Yang, Dan and Zhang, Cun-Hui (self)

2022

15.0

0.097

1.000

100%

Chen, Rong and Xiao, Han and Yang, Dan (self)

2021

22.0

0.129

1.000

100%

Xiao,Han and Han,Yuefeng and Chen,Rong and Liu,Che... (self)

2023

9.0

0.054

1.000

100%

Han, Yuefeng and Chen, Rong and Yang, Dan and Zhan... (self)

2020

18.5

0.129

0.909

75%

Bai, Jushan

2003

3.0

0.022

0.644

100%

Chen, Elynn Y and Fan, Jianqing (self)

2023

3.0

0.022

0.644

100%

Christian Gourieroux and Joann Jasiak

2001

3.0

0.022

0.644

100%

Matteo Barigozzi and Marc Hallin

2016

3.0

0.022

0.644

100%

Fan, Jianqing and Liao, Yuan and Mincheva, Martina

2013

3.0

0.022

0.644

100%

Lam, Clifford and Yao, Qiwei

2012

3.0

0.022

0.644

100%

Han, Yuefeng and Chen, Rong and Zhang, Cun-Hui (self)

2022

3.0

0.022

0.644

100%

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

3.0

0.022

0.644

100%

E. J. Hannan

1963

4.0

0.022

0.644

100%

2.0

0.022

0.511

100%

Bai, Jushan and Ng, Serena

2002

2.0

0.022

0.511

100%

Zebang Li and Han Xiao (self)

2021

4.0

0.022

0.511

100%

Lam, Clifford and Yao, Qiwei and Bathia, Neil

2011

4.0

0.022

0.511

100%

Stock, James H and Watson, Mark W

2005

1.0

0.011

0.406

100%

Han, Yuefeng and Yang, Dan and Zhang, Cun-Hui and ... (self)

2023

1.0

0.011

0.406

100%

Chen, Elynn Y and Xia, Dong and Cai, Chencheng and... (self)

2024

1.0

0.011

0.406

100%

Peter C. M. Molenaar

1985

1.0

0.011

0.406

100%

Tiao, George C and Tsay, Ruey S

1989

1.0

0.011

0.406

100%

Robert F. Engle and Kenneth F. Kroner

1995

1.0

0.011

0.406

100%

Mario Forni and Marc Hallin and Marco Lippi and Lu...

2000

1.0

0.011

0.406

100%

Hallin, Marc and Li\vs

2007

1.0

0.011

0.406

100%

Amengual, Dante and Watson, Mark W

2007

1.0

0.011

0.406

100%

Clifford Lam

2021

1.0

0.011

0.406

100%

Chen, Weilin and Lam, Clifford (self)

2024

1.0

0.011

0.406

100%

Yuan, Chaofeng and Gao, Zhigen and He, Xuming and ...

2023

1.0

0.011

0.406

100%

Wang, Di and Zheng, Yao and Li, Guodong

2024

2.0

0.011

0.406

100%

Sven Otto and Nazarii Salish

2022

2.0

0.011

0.406

100%

Kalman, R. E.

1960

2.0

0.011

0.406

100%

Bai, Jushan and Li, Kunpeng

2016

2.0

0.011

0.406

100%

P. Hall and C.C. Heyde

1980

1.0

0.022

0.110

Cai, T. Tony and Zhang, Anru

2018

1.0

0.022

0.110

Borell, Christer

1975

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.