Citation Analysis – \bf Reduced-Rank Matrix Autoregressive Models: \\ A Medium $N$ Approach

\bf Reduced-Rank Matrix Autoregressive Models: \\ A Medium $N$ Approach
Alain Hecq, Ivan Ricardo, Ines Wilms
https://arxiv.org/abs/2407.07973

Citation mentions

Cited references

Sections

7,279

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	Wang, Di and Zheng, Yao and Li, Guodong	10	5	16.0	0.112	1.000	100%
2	Wang, Di and Zheng, Yao and Lian, Heng and Li, Guo...	5	4	8.0	0.056	1.000	100%
3	Cubadda, Gianluca and Hecq, Alain (self)	5	2	7.0	0.056	0.874	100%
4	Xiao, H and Han, Y and Chen, R and Liu, C	4	2	7.0	0.045	0.811	100%
5	Lam, Clifford and Yao, Qiwei	4	2	6.0	0.045	0.811	100%
6	Andrea Carriero and George Kapetanios and Massimil...	3	2	4.0	0.034	0.737	100%
7	Chen, Rong and Xiao, Han and Yang, Dan	3	2	4.0	0.034	0.737	100%
8	Engle, Robert F and Kozicki, Sharon	3	2	4.0	0.034	0.737	100%
9	Billio, Monica and Casarin, Roberto and Iacopini, ...	2	2	3.0	0.022	0.644	100%
10	Wang, Di and Zhang, Xiaoyu and Li, Guodong and Tsa...	2	2	3.0	0.022	0.644	100%
11	Velu, Raja P and Reinsel, Gregory C and Wichern, D...	2	2	4.0	0.022	0.644	100%
12	Cubadda, Gianluca and Guardabascio, Barbara and He... (self)	3	1	3.0	0.034	0.585	100%
13	Cubadda, Gianluca and Hecq, Alain (self)	2	1	2.0	0.022	0.511	100%
14	Cubadda, Gianluca and Guardabascio, Barbara	2	1	2.0	0.022	0.511	100%
15	Wang, Dong and Liu, Xialu and Chen, Rong	2	1	2.0	0.022	0.511	100%
16	Basu, Sumanta and Michailidis, George	1	1	1.0	0.011	0.406	100%
17	Kock, Anders Bredahl and Callot, Laurent	1	1	1.0	0.011	0.406	100%
18	Koop, Gary and Korobilis, Dimitris	1	1	1.0	0.011	0.406	100%
19	Nicholson, William B and Wilms, Ines and Bien, Jac... (self)	1	1	1.0	0.011	0.406	100%
20	Stock, James H. and Watson, Mark W.	1	1	1.0	0.011	0.406	100%
21	Korobilis, Dimitris	1	1	1.0	0.011	0.406	100%
22	Samadi, S. Yaser and Billard, Lynne	1	1	1.0	0.011	0.406	100%
23	Yuan, Chaofeng and Gao, Zhigen and He, Xuming and ...	1	1	1.0	0.011	0.406	100%
24	Diebold, Francis X and Y\i	1	1	1.0	0.011	0.406	100%
25	Chen, Elynn Y. and Tsay, Ruey S. and Chen, Rong	1	1	1.0	0.011	0.406	100%
26	Chen, Rong and Yang, Dan and Zhang, Cun-Hui	1	1	1.0	0.011	0.406	100%
27	Han, Yuefeng and Chen, Rong and Zhang, Cun-Hui	1	1	1.0	0.011	0.406	100%
28	Han, Rungang and Willett, Rebecca and Zhang, Anru ...	1	1	1.0	0.011	0.406	100%
29	Chen, Elynn Y and Fan, Jianqing	1	1	1.0	0.011	0.406	100%
30	Cubadda, Gianluca and Hecq, Alain and Palm, Franz ... (self)	1	1	1.0	0.011	0.406	100%
31	Vahid, Farshid and Engle, Robert F	1	1	1.0	0.011	0.406	100%
32	Hecq, Alain and Palm, Franz C and Urbain, Jean-Pie... (self)	1	1	1.0	0.011	0.406	100%
33	Cubadda, Gianluca and Hecq, Alain and Telg, Sean (self)	1	1	1.0	0.011	0.406	100%
34	Samadi, S. Yaser and Herath, H. M. Wiranthe B.	1	1	1.0	0.011	0.406	100%
35	Reinsel, Gregory	1	1	1.0	0.011	0.406	100%
36	Cubadda, Gianluca and Mazzali, Marco	1	1	1.0	0.011	0.406	100%
37	Kolda, Tamara G. and Bader, Brett W.	1	1	2.0	0.011	0.406	100%
38	Tucker, Ledyard R.	1	1	2.0	0.011	0.406	100%
39	De Lathauwer, Lieven and De Moor, Bart and Vandewa...	1	1	2.0	0.011	0.406	100%
40	De Lathauwer, Lieven and De Moor, Bart and Vandewa...	1	1	2.0	0.011	0.406	100%
41	Connor, Gregory and Korajczyk, Robert A	1	1	2.0	0.011	0.406	100%
42	Bai, Jushan and Ng, Serena	1	1	2.0	0.011	0.406	100%
43	Forni, Mario and Lippi, Marco	1	1	2.0	0.011	0.406	100%
44	Stock, James H and Watson, Mark W	1	1	2.0	0.011	0.406	100%
45	Stock, James H and Watson, Mark W	1	1	2.0	0.011	0.406	100%
46	Chi, Yuejie and Lu, Yue M and Chen, Yuxin	1	1	2.0	0.011	0.406	100%
47	Chen, Han and Raskutti, Garvesh and Yuan, Ming	1	1	2.0	0.011	0.406	100%
48	Akaike, Hirotugu	1	1	2.0	0.011	0.406	100%
49	Schwarz, Gideon	1	1	2.0	0.011	0.406	100%
50	Tiao, George C and Tsay, Ruey S	1	1	2.0	0.011	0.406	100%
51	Stock, James H and Watson, Mark W	1	1	2.0	0.011	0.406	100%
52	Sung K. Ahn and Gregory C. Reinsel	1	1	1.0	0.011	0.406	100%

Reference

Year

Mentions

Breadth

Sec. Wtd

Composite

Main %

Wang, Di and Zheng, Yao and Li, Guodong

16.0

0.112

1.000

100%

Wang, Di and Zheng, Yao and Lian, Heng and Li, Guo...

8.0

0.056

1.000

100%

Cubadda, Gianluca and Hecq, Alain (self)

7.0

0.056

0.874

100%

Xiao, H and Han, Y and Chen, R and Liu, C

7.0

0.045

0.811

100%

Lam, Clifford and Yao, Qiwei

6.0

0.045

0.811

100%

Andrea Carriero and George Kapetanios and Massimil...

4.0

0.034

0.737

100%

Chen, Rong and Xiao, Han and Yang, Dan

4.0

0.034

0.737

100%

Engle, Robert F and Kozicki, Sharon

4.0

0.034

0.737

100%

Billio, Monica and Casarin, Roberto and Iacopini, ...

3.0

0.022

0.644

100%

Wang, Di and Zhang, Xiaoyu and Li, Guodong and Tsa...

3.0

0.022

0.644

100%

Velu, Raja P and Reinsel, Gregory C and Wichern, D...

4.0

0.022

0.644

100%

Cubadda, Gianluca and Guardabascio, Barbara and He... (self)

3.0

0.034

0.585

100%

Cubadda, Gianluca and Hecq, Alain (self)

2.0

0.022

0.511

100%

Cubadda, Gianluca and Guardabascio, Barbara

2.0

0.022

0.511

100%

Wang, Dong and Liu, Xialu and Chen, Rong

2.0

0.022

0.511

100%

Basu, Sumanta and Michailidis, George

1.0

0.011

0.406

100%

Kock, Anders Bredahl and Callot, Laurent

1.0

0.011

0.406

100%

Koop, Gary and Korobilis, Dimitris

1.0

0.011

0.406

100%

Nicholson, William B and Wilms, Ines and Bien, Jac... (self)

1.0

0.011

0.406

100%

Stock, James H. and Watson, Mark W.

1.0

0.011

0.406

100%

Korobilis, Dimitris

1.0

0.011

0.406

100%

Samadi, S. Yaser and Billard, Lynne

1.0

0.011

0.406

100%

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

1.0

0.011

0.406

100%

Diebold, Francis X and Y\i

1.0

0.011

0.406

100%

Chen, Elynn Y. and Tsay, Ruey S. and Chen, Rong

1.0

0.011

0.406

100%

Chen, Rong and Yang, Dan and Zhang, Cun-Hui

1.0

0.011

0.406

100%

Han, Yuefeng and Chen, Rong and Zhang, Cun-Hui

1.0

0.011

0.406

100%

Han, Rungang and Willett, Rebecca and Zhang, Anru ...

1.0

0.011

0.406

100%

Chen, Elynn Y and Fan, Jianqing

1.0

0.011

0.406

100%

Cubadda, Gianluca and Hecq, Alain and Palm, Franz ... (self)

1.0

0.011

0.406

100%

Vahid, Farshid and Engle, Robert F

1.0

0.011

0.406

100%

Hecq, Alain and Palm, Franz C and Urbain, Jean-Pie... (self)

1.0

0.011

0.406

100%

Cubadda, Gianluca and Hecq, Alain and Telg, Sean (self)

1.0

0.011

0.406

100%

Samadi, S. Yaser and Herath, H. M. Wiranthe B.

1.0

0.011

0.406

100%

Reinsel, Gregory

1.0

0.011

0.406

100%

Cubadda, Gianluca and Mazzali, Marco

1.0

0.011

0.406

100%

Kolda, Tamara G. and Bader, Brett W.

2.0

0.011

0.406

100%

Tucker, Ledyard R.

2.0

0.011

0.406

100%

De Lathauwer, Lieven and De Moor, Bart and Vandewa...

2.0

0.011

0.406

100%

De Lathauwer, Lieven and De Moor, Bart and Vandewa...

2.0

0.011

0.406

100%

Connor, Gregory and Korajczyk, Robert A

2.0

0.011

0.406

100%

Bai, Jushan and Ng, Serena

2.0

0.011

0.406

100%

Forni, Mario and Lippi, Marco

2.0

0.011

0.406

100%

Stock, James H and Watson, Mark W

2.0

0.011

0.406

100%

Stock, James H and Watson, Mark W

2.0

0.011

0.406

100%

Chi, Yuejie and Lu, Yue M and Chen, Yuxin

2.0

0.011

0.406

100%

Chen, Han and Raskutti, Garvesh and Yuan, Ming

2.0

0.011

0.406

100%

Akaike, Hirotugu

2.0

0.011

0.406

100%

Schwarz, Gideon

2.0

0.011

0.406

100%

Tiao, George C and Tsay, Ruey S

2.0

0.011

0.406

100%

Stock, James H and Watson, Mark W

2.0

0.011

0.406

100%

Sung K. Ahn and Gregory C. Reinsel

1.0

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.