Citation Analysis – %\Large On the Relationship Between Static and Dynamic Factor Models for High-Dimensional Time Series Data %

%\Large On the Relationship Between Static and Dynamic Factor Models for High-Dimensional Time Series Data %
Philipp Gersing
https://arxiv.org/abs/2410.18159

Citation mentions

Cited references

Sections

5,975

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	Forni, M. and Lippi, M	2001	12	5	14.5	0.162	0.836	58%
2	Gersing, P (self)	2023	7	3	8.5	0.095	0.830	57%
3	Chamberlain, G. and Rothschild, M	1983	3	3	3.5	0.041	0.737	67%
4	Gersing, P., Barigozzi, M., Rust, C., and Deistler... (self)	2024	3	2	5.0	0.041	0.737	100%
5	Forni, M., Gambetti, L., Lippi, M., and Sala, L	2025	3	2	5.0	0.041	0.737	100%
6	Forni, M., Hallin, M., Lippi, M., and Zaffaroni, P	2015	3	2	6.0	0.041	0.737	100%
7	Forni, M., Hallin, M., Lippi, M., and Zaffaroni, P	2017	3	2	6.0	0.041	0.737	100%
8	Deistler, M. and Scherrer, W	2022	3	2	6.0	0.041	0.737	100%
9	Chamberlain, G	1983	2	2	3.0	0.027	0.644	100%
10	Lippi, M	2021	2	2	3.0	0.027	0.644	100%
11	Barigozzi, M., Hallin, M., Luciani, M., and Zaffar...	2024	2	2	4.0	0.027	0.644	100%
12	Deistler, M., Anderson, B. D., Filler, A., Zinner,...	2010	2	2	4.0	0.027	0.644	100%
13	Barigozzi, M. and Hallin, M	2024	2	2	1.5	0.027	0.511	50%
14	Rozanov, A	1967	2	1	4.0	0.027	0.511	100%
15	Masani, P. and Wiener, N	1957	2	1	4.0	0.027	0.511	100%
16	Szabados, T	2022	2	1	4.0	0.027	0.511	100%
17	Gersing, P (self)	2024	2	1	4.0	0.027	0.511	100%
18	Forni, M., Hallin, M., Lippi, M., and Reichlin, L	2000	1	1	1.0	0.014	0.406	100%
19	Stock, J. H. and Watson, M. W	2002a	1	1	1.0	0.014	0.406	100%
20	Stock, J. H. and Watson, M. W	2002b	1	1	1.0	0.014	0.406	100%
21	Bai, J. and Ng, S	2002	1	1	1.0	0.014	0.406	100%
22	Forni, M., Hallin, M., Lippi, M., and Reichlin, L	2004	1	1	2.0	0.014	0.406	100%
23	Hallin, M. and Li\vska, R	2007	1	1	2.0	0.014	0.406	100%
24	Forni, M., Hallin, M., Lippi, M., and Reichlin, L	2005	1	1	2.0	0.014	0.406	100%
25	Forni, M. and Lippi, M	2011	1	1	2.0	0.014	0.406	100%
26	Hallin, M. and Li\vska, R	2011	1	1	2.0	0.014	0.406	100%
27	Hallin, M. and Lippi, M	2013	1	1	2.0	0.014	0.406	100%
28	Anderson, B. D. and Deistler, M	2008	1	1	2.0	0.014	0.406	100%
29	Forni, M. and Lippi, M	2024	1	1	2.0	0.014	0.406	100%
30	Hannan, E. J. and Deistler, M	2012	1	1	2.0	0.014	0.406	100%
31	Anderson, B. D., Deistler, M., Felsenstein, E., an...	2016b	1	1	2.0	0.014	0.406	100%
32	Funovits, B	2024	1	1	2.0	0.014	0.406	100%
33	Lancaster, P. and Tismenetsky, M	1985	1	1	2.0	0.014	0.406	100%
34	Anderson, B. D., Deistler, M., Felsenstein, E., Fu...	2016a	1	1	2.0	0.014	0.406	100%
35			2	1	2.0	0.027	0.110	0%

Reference

Year

Mentions

Breadth

Sec. Wtd

Composite

Main %

Forni, M. and Lippi, M

2001

14.5

0.162

0.836

58%

Gersing, P (self)

2023

8.5

0.095

0.830

57%

Chamberlain, G. and Rothschild, M

1983

3.5

0.041

0.737

67%

Gersing, P., Barigozzi, M., Rust, C., and Deistler... (self)

2024

5.0

0.041

0.737

100%

Forni, M., Gambetti, L., Lippi, M., and Sala, L

2025

5.0

0.041

0.737

100%

Forni, M., Hallin, M., Lippi, M., and Zaffaroni, P

2015

6.0

0.041

0.737

100%

Forni, M., Hallin, M., Lippi, M., and Zaffaroni, P

2017

6.0

0.041

0.737

100%

Deistler, M. and Scherrer, W

2022

6.0

0.041

0.737

100%

Chamberlain, G

1983

3.0

0.027

0.644

100%

Lippi, M

2021

3.0

0.027

0.644

100%

Barigozzi, M., Hallin, M., Luciani, M., and Zaffar...

2024

4.0

0.027

0.644

100%

Deistler, M., Anderson, B. D., Filler, A., Zinner,...

2010

4.0

0.027

0.644

100%

Barigozzi, M. and Hallin, M

2024

1.5

0.027

0.511

50%

Rozanov, A

1967

4.0

0.027

0.511

100%

Masani, P. and Wiener, N

1957

4.0

0.027

0.511

100%

Szabados, T

2022

4.0

0.027

0.511

100%

Gersing, P (self)

2024

4.0

0.027

0.511

100%

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

2000

1.0

0.014

0.406

100%

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

2002a

1.0

0.014

0.406

100%

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

2002b

1.0

0.014

0.406

100%

Bai, J. and Ng, S

2002

1.0

0.014

0.406

100%

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

2004

2.0

0.014

0.406

100%

Hallin, M. and Li\vska, R

2007

2.0

0.014

0.406

100%

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

2005

2.0

0.014

0.406

100%

Forni, M. and Lippi, M

2011

2.0

0.014

0.406

100%

Hallin, M. and Li\vska, R

2011

2.0

0.014

0.406

100%

Hallin, M. and Lippi, M

2013

2.0

0.014

0.406

100%

Anderson, B. D. and Deistler, M

2008

2.0

0.014

0.406

100%

Forni, M. and Lippi, M

2024

2.0

0.014

0.406

100%

Hannan, E. J. and Deistler, M

2012

2.0

0.014

0.406

100%

Anderson, B. D., Deistler, M., Felsenstein, E., an...

2016b

2.0

0.014

0.406

100%

Funovits, B

2024

2.0

0.014

0.406

100%

Lancaster, P. and Tismenetsky, M

1985

2.0

0.014

0.406

100%

Anderson, B. D., Deistler, M., Felsenstein, E., Fu...

2016a

2.0

0.014

0.406

100%

2.0

0.027

0.110

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.