Citation Analysis – \textsc\Large \\ The Dynamic, the Static, and the Weak \\ factor models and the analysis of high-dimensional time series

\textsc\Large \\ The Dynamic, the Static, and the Weak \\ factor models and the analysis of high-dimensional time series
Matteo Barigozzi, Marc Hallin
https://arxiv.org/abs/2407.10653

185

Citation mentions

Cited references

Sections

12,526

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	J.\ Geweke	1977	5	3	9.0	0.027	1.000	100%
2	Chamberlain, G.	1983	8	5	12.0	0.043	1.000	100%
3	Stock, James H and Watson, Mark W	2002	6	4	9.0	0.032	1.000	100%
4	Bai, J. and Ng, S.	2002	5	4	9.0	0.027	1.000	100%
5	Bai, J.	2003	5	4	8.0	0.027	1.000	100%
6	Forni, M. and Lippi, M.	2001	7	3	13.0	0.038	1.000	100%
7	Onatski, A.	2012	6	5	11.0	0.032	1.000	100%
8	Philipp Gersing and Christoph Rust and Manfred Dei...	2023	6	4	11.0	0.032	1.000	100%
9	Chamberlain, G. and Rothschild, M.	1983	15	7	24.0	0.081	0.977	93%
10	Forni, Mario and Hallin, Marc and Lippi, Marco and... (self)	2000	10	5	17.0	0.054	0.966	90%
11	Sargent, T.J. and Sims, C.A.	1977	4	3	7.0	0.022	0.928	100%
12	Hallin, M. and Li\vs (self)	2007	8	2	16.0	0.043	0.874	100%
13	Forni, Mario and Giannone, Domenico and Lippi, Mar...	2009	3	3	5.0	0.016	0.843	100%
14	Doz, Catherine and Giannone, Domenico and Reichlin...	2012	3	3	5.0	0.016	0.843	100%
15	De Mol, C. and Giannone, D. and Reichlin, L.	2008	3	3	6.0	0.016	0.843	100%
16	Hallin, Marc and Lippi, Marco (self)	2013	4	2	7.0	0.022	0.811	100%
17	Gersing, Ph	2023	3	3	4.0	0.016	0.737	67%
18	D.N.\ Lawley and A.E.\ Maxwell	1971	3	2	4.0	0.016	0.737	100%
19	Bai, Jushan and Li, Kunpeng	2016	3	2	4.0	0.016	0.737	100%
20	Freyaldenhoven, S.	2022	3	2	6.0	0.016	0.737	100%
21	Barigozzi, Matteo and Luciani, Matteo (self)	2024	2	2	3.0	0.011	0.644	100%
22	Bai, Jushan and Ng, Serena	2006	2	2	3.0	0.011	0.644	100%
23	Doz, Catherine and Giannone, Domenico and Reichlin...	2011	2	2	4.0	0.011	0.644	100%
24	Barigozzi, M. and Hallin, M. and Luciani, M. and Z... (self)	2024	2	2	4.0	0.011	0.644	100%
25	Barigozzi, Matteo and La Vecchia, Davide and Liu, ... (self)	2024	2	2	3.0	0.011	0.644	100%
26	Hallin, M. and Li\vs (self)	2011	2	2	4.0	0.011	0.644	100%
27	McCracken, Michael W and Ng, Serena	2016	3	1	6.0	0.016	0.585	100%
28	Alessi, Lucia and Barigozzi, Matteo and Capasso, M... (self)	2010	3	1	6.0	0.016	0.585	100%
29	Stock, James H and Watson, Mark W	2002	2	1	2.0	0.011	0.511	100%
30	Forni, Mario and Hallin, Marc and Lippi, Marco and... (self)	2017	2	1	4.0	0.011	0.511	100%
31	Lehmann, E.L. and Romano, J.P.	2024	2	1	4.0	0.011	0.511	100%
32	Austern, Morgane and Orbanz, Peter	2022	2	1	4.0	0.011	0.511	100%
33	Spearman, C.	1904	1	1	1.0	0.005	0.406	100%
34	Hotelling, H.	1933	1	1	1.0	0.005	0.406	100%
35	Hotelling, H.	1933	1	1	1.0	0.005	0.406	100%
36	Bartlett, M.S.	1937	1	1	1.0	0.005	0.406	100%
37	Bartlett, M.S.	1938	1	1	1.0	0.005	0.406	100%
38	J\"o	1969	1	1	1.0	0.005	0.406	100%
39	J\"o	2007	1	1	1.0	0.005	0.406	100%
40	Anderson, Theodore W and Rubin, Herman	1956	1	1	1.0	0.005	0.406	100%
41	Amemiya, Yasuo and Fuller, Wayne A and Pantula, Sa...	1987	1	1	1.0	0.005	0.406	100%
42	Engle, R. and Watson, M.	1981	1	1	2.0	0.005	0.406	100%
43	R.H.\ Shumway and D.S.\ Stoffer	1982	1	1	2.0	0.005	0.406	100%
44	Watson, M.W. and Engle, R.	1983	1	1	2.0	0.005	0.406	100%
45	Quah, D. and Sargent, T.J.	1993	1	1	2.0	0.005	0.406	100%
46	Brillinger, David R	1981	1	1	2.0	0.005	0.406	100%
47	Hallin, Marc and Ho (self)	2018	1	1	2.0	0.005	0.406	100%
48	Forni, Mario and Hallin, Marc and Lippi, Marco and... (self)	2015	1	1	2.0	0.005	0.406	100%
49	Forni, Mario and Hallin, Marc and Lippi, Marco and... (self)	2004	1	1	2.0	0.005	0.406	100%
50	De Mol, C. and Giannone, D. and Reichlin, L.	2024	1	1	2.0	0.005	0.406	100%
51	Fan, Jianqing and Liao, Yuan and Mincheva, Martina	2013	1	1	2.0	0.005	0.406	100%
52	Forni, Mario and Lippi, Marco	2024	1	1	2.0	0.005	0.406	100%
53	Anderson, Brian DO and Deistler, Manfred and Lippi...	2022	1	1	2.0	0.005	0.406	100%
54	Forni, Mario and Gambetti, Luca and Lippi, Marco a...	2023	1	1	2.0	0.005	0.406	100%
55	Bai, Jushan and Li, Kunpeng	2012	1	1	2.0	0.005	0.406	100%
56	Lam, Clifford and Yao, Qiwei	2012	1	1	2.0	0.005	0.406	100%
57	Uematsu, Yoshimasa and Yamagata, Takashi	2022	1	1	2.0	0.005	0.406	100%
58	Bai, J. and Ng, S.	2023	1	1	2.0	0.005	0.406	100%
59	Barigozzi, Matteo and Farne (self)	2024	1	1	2.0	0.005	0.406	100%
60	Moench, Emanuel and Ng, Serena and Potter, Simon	2013	1	1	2.0	0.005	0.406	100%
61	Fan, Jianqing and Yan, Yuling and Zheng, Yuheng	2024	1	1	2.0	0.005	0.406	100%
62	Ando, Tomohiro and Bai, Jushan	2017	1	1	2.0	0.005	0.406	100%
63	Forni, Mario and Giovannelli, Alessandro and Lippi...	2018	1	1	2.0	0.005	0.406	100%
64	Onatski, Alexei	2010	1	1	2.0	0.005	0.406	100%
65	Ahn, Seung C and Horenstein, Alex R	2013	1	1	2.0	0.005	0.406	100%
66	Trapani, Lorenzo	2018	1	1	2.0	0.005	0.406	100%
67	Onatski, A.	2024	1	1	2.0	0.005	0.406	100%
68	Wu, Wei Biao and Zaffaroni, Paolo	2018	1	1	2.0	0.005	0.406	100%
69	Zhang, Danna and Wu, Wei Biao	2021	1	1	2.0	0.005	0.406	100%
70	Boivin, Jean and Ng, Serena	2006	1	1	2.0	0.005	0.406	100%
71	Luciani, Matteo	2014	1	1	2.0	0.005	0.406	100%
72	Herskovic, Bernard and Kelly, Bryan and Lustig, Ha...	2016	1	1	2.0	0.005	0.406	100%
73	Barigozzi, Matteo and Hallin, Marc (self)	2017	1	1	2.0	0.005	0.406	100%
74	Barigozzi, Matteo and Hallin, Marc (self)	2020	1	1	2.0	0.005	0.406	100%
75	Fan, Jianqing and Masini, Ricardo P and Medeiros, ...	2023	1	1	2.0	0.005	0.406	100%
76	Barigozzi, Matteo and Cho, Haeran and Owens, Dom (self)	2024	1	1	2.0	0.005	0.406	100%
77	Barigozzi, Matteo and Hallin, Marc and Soccorsi, S... (self)	2021	1	1	1.0	0.005	0.406	100%
78	Cho, Haeran and Maeng, Hyeyoung and Eckley, Idris ...	2024	1	1	1.0	0.005	0.406	100%
79	M. Hallin and G. Nisol and S. Tavakoli (self)	2023	1	1	1.0	0.005	0.406	100%
80	Evans, L.C.	2010	1	1	1.0	0.005	0.406	100%
81	Brezis, H.	2011	1	1	1.0	0.005	0.406	100%

Reference

Year

Mentions

Breadth

Sec. Wtd

Composite

Main %

J.\ Geweke

1977

9.0

0.027

1.000

100%

Chamberlain, G.

1983

12.0

0.043

1.000

100%

Stock, James H and Watson, Mark W

2002

9.0

0.032

1.000

100%

Bai, J. and Ng, S.

2002

9.0

0.027

1.000

100%

Bai, J.

2003

8.0

0.027

1.000

100%

Forni, M. and Lippi, M.

2001

13.0

0.038

1.000

100%

Onatski, A.

2012

11.0

0.032

1.000

100%

Philipp Gersing and Christoph Rust and Manfred Dei...

2023

11.0

0.032

1.000

100%

Chamberlain, G. and Rothschild, M.

1983

24.0

0.081

0.977

93%

Forni, Mario and Hallin, Marc and Lippi, Marco and... (self)

2000

17.0

0.054

0.966

90%

Sargent, T.J. and Sims, C.A.

1977

7.0

0.022

0.928

100%

Hallin, M. and Li\vs (self)

2007

16.0

0.043

0.874

100%

Forni, Mario and Giannone, Domenico and Lippi, Mar...

2009

5.0

0.016

0.843

100%

Doz, Catherine and Giannone, Domenico and Reichlin...

2012

5.0

0.016

0.843

100%

De Mol, C. and Giannone, D. and Reichlin, L.

2008

6.0

0.016

0.843

100%

Hallin, Marc and Lippi, Marco (self)

2013

7.0

0.022

0.811

100%

Gersing, Ph

2023

4.0

0.016

0.737

67%

D.N.\ Lawley and A.E.\ Maxwell

1971

4.0

0.016

0.737

100%

Bai, Jushan and Li, Kunpeng

2016

4.0

0.016

0.737

100%

Freyaldenhoven, S.

2022

6.0

0.016

0.737

100%

Barigozzi, Matteo and Luciani, Matteo (self)

2024

3.0

0.011

0.644

100%

Bai, Jushan and Ng, Serena

2006

3.0

0.011

0.644

100%

Doz, Catherine and Giannone, Domenico and Reichlin...

2011

4.0

0.011

0.644

100%

Barigozzi, M. and Hallin, M. and Luciani, M. and Z... (self)

2024

4.0

0.011

0.644

100%

Barigozzi, Matteo and La Vecchia, Davide and Liu, ... (self)

2024

3.0

0.011

0.644

100%

Hallin, M. and Li\vs (self)

2011

4.0

0.011

0.644

100%

McCracken, Michael W and Ng, Serena

2016

6.0

0.016

0.585

100%

Alessi, Lucia and Barigozzi, Matteo and Capasso, M... (self)

2010

6.0

0.016

0.585

100%

Stock, James H and Watson, Mark W

2002

2.0

0.011

0.511

100%

Forni, Mario and Hallin, Marc and Lippi, Marco and... (self)

2017

4.0

0.011

0.511

100%

Lehmann, E.L. and Romano, J.P.

2024

4.0

0.011

0.511

100%

Austern, Morgane and Orbanz, Peter

2022

4.0

0.011

0.511

100%

Spearman, C.

1904

1.0

0.005

0.406

100%

Hotelling, H.

1933

1.0

0.005

0.406

100%

Hotelling, H.

1933

1.0

0.005

0.406

100%

Bartlett, M.S.

1937

1.0

0.005

0.406

100%

Bartlett, M.S.

1938

1.0

0.005

0.406

100%

J\"o

1969

1.0

0.005

0.406

100%

J\"o

2007

1.0

0.005

0.406

100%

Anderson, Theodore W and Rubin, Herman

1956

1.0

0.005

0.406

100%

Amemiya, Yasuo and Fuller, Wayne A and Pantula, Sa...

1987

1.0

0.005

0.406

100%

Engle, R. and Watson, M.

1981

2.0

0.005

0.406

100%

R.H.\ Shumway and D.S.\ Stoffer

1982

2.0

0.005

0.406

100%

Watson, M.W. and Engle, R.

1983

2.0

0.005

0.406

100%

Quah, D. and Sargent, T.J.

1993

2.0

0.005

0.406

100%

Brillinger, David R

1981

2.0

0.005

0.406

100%

Hallin, Marc and Ho (self)

2018

2.0

0.005

0.406

100%

Forni, Mario and Hallin, Marc and Lippi, Marco and... (self)

2015

2.0

0.005

0.406

100%

Forni, Mario and Hallin, Marc and Lippi, Marco and... (self)

2004

2.0

0.005

0.406

100%

De Mol, C. and Giannone, D. and Reichlin, L.

2024

2.0

0.005

0.406

100%

Fan, Jianqing and Liao, Yuan and Mincheva, Martina

2013

2.0

0.005

0.406

100%

Forni, Mario and Lippi, Marco

2024

2.0

0.005

0.406

100%

Anderson, Brian DO and Deistler, Manfred and Lippi...

2022

2.0

0.005

0.406

100%

Forni, Mario and Gambetti, Luca and Lippi, Marco a...

2023

2.0

0.005

0.406

100%

Bai, Jushan and Li, Kunpeng

2012

2.0

0.005

0.406

100%

Lam, Clifford and Yao, Qiwei

2012

2.0

0.005

0.406

100%

Uematsu, Yoshimasa and Yamagata, Takashi

2022

2.0

0.005

0.406

100%

Bai, J. and Ng, S.

2023

2.0

0.005

0.406

100%

Barigozzi, Matteo and Farne (self)

2024

2.0

0.005

0.406

100%

Moench, Emanuel and Ng, Serena and Potter, Simon

2013

2.0

0.005

0.406

100%

Fan, Jianqing and Yan, Yuling and Zheng, Yuheng

2024

2.0

0.005

0.406

100%

Ando, Tomohiro and Bai, Jushan

2017

2.0

0.005

0.406

100%

Forni, Mario and Giovannelli, Alessandro and Lippi...

2018

2.0

0.005

0.406

100%

Onatski, Alexei

2010

2.0

0.005

0.406

100%

Ahn, Seung C and Horenstein, Alex R

2013

2.0

0.005

0.406

100%

Trapani, Lorenzo

2018

2.0

0.005

0.406

100%

Onatski, A.

2024

2.0

0.005

0.406

100%

Wu, Wei Biao and Zaffaroni, Paolo

2018

2.0

0.005

0.406

100%

Zhang, Danna and Wu, Wei Biao

2021

2.0

0.005

0.406

100%

Boivin, Jean and Ng, Serena

2006

2.0

0.005

0.406

100%

Luciani, Matteo

2014

2.0

0.005

0.406

100%

Herskovic, Bernard and Kelly, Bryan and Lustig, Ha...

2016

2.0

0.005

0.406

100%

Barigozzi, Matteo and Hallin, Marc (self)

2017

2.0

0.005

0.406

100%

Barigozzi, Matteo and Hallin, Marc (self)

2020

2.0

0.005

0.406

100%

Fan, Jianqing and Masini, Ricardo P and Medeiros, ...

2023

2.0

0.005

0.406

100%

Barigozzi, Matteo and Cho, Haeran and Owens, Dom (self)

2024

2.0

0.005

0.406

100%

Barigozzi, Matteo and Hallin, Marc and Soccorsi, S... (self)

2021

1.0

0.005

0.406

100%

Cho, Haeran and Maeng, Hyeyoung and Eckley, Idris ...

2024

1.0

0.005

0.406

100%

M. Hallin and G. Nisol and S. Tavakoli (self)

2023

1.0

0.005

0.406

100%

Evans, L.C.

2010

1.0

0.005

0.406

100%

Brezis, H.

2011

1.0

0.005

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.