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/2410.20885

Citation mentions

Cited references

Sections

4,661

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	Gersing, Philipp and Rust, Christoph and Deistler,... (self)	2023	5	4	7.0	0.111	1.000	100%
2	Forni, Mario and Lippi, Marco	2001	5	2	7.0	0.111	0.874	100%
3	Forni, Mario and Hallin, Marc and Lippi, Marco and...	2000	3	2	4.0	0.067	0.737	100%
4	Bai, Jushan and Ng, Serena	2002	3	2	4.0	0.067	0.737	100%
5	Gersing, Philipp (self)	2024	2	2	3.0	0.044	0.644	100%
6	Barigozzi, Matteo	2022	2	2	3.0	0.044	0.644	100%
7	Gersing, Philipp (self)	2024	3	2	2.5	0.067	0.644	67%
8	Forni, Mario and Hallin, Marc and Lippi, Marco and...	2017	3	1	3.0	0.067	0.585	100%
9	Bai, Jushan and Ng, Serena	2006	3	1	3.0	0.067	0.585	100%
10	Forni, Mario and Hallin, Marc and Lippi, Marco and...	2005	2	1	2.0	0.044	0.511	100%
11	McCracken, Michael W and Ng, Serena	2016	2	1	4.0	0.044	0.511	100%
12	Forni, Mario and Giovannelli, Alessandro and Lippi...	2018	1	1	1.0	0.022	0.406	100%
13	Barigozzi, Matteo and Hallin, Marc and Luciani, Ma...	2024	1	1	1.0	0.022	0.406	100%
14	Chamberlain, Gary and Rothschild, M	1983	1	1	1.0	0.022	0.406	100%
15	Chamberlain, Gary and Rothschild, M	1983	1	1	1.0	0.022	0.406	100%
16	James H. Stock and Mark W. Watson		1	1	1.0	0.022	0.406	100%
17	Alessi, Lucia and Barigozzi, Matteo and Capasso, M...	2010	1	1	1.0	0.022	0.406	100%
18	Bernanke, Ben S and Boivin, Jean and Eliasz, Piotr	2005	1	1	1.0	0.022	0.406	100%
19	Deistler, Manfred and Scherrer, Wolfgang	2022	1	1	2.0	0.022	0.406	100%
20	Hannan, Edward James and Deistler, Manfred	2012	1	1	2.0	0.022	0.406	100%
21	Anderson, Brian DO and Deistler, Manfred	2008	1	1	2.0	0.022	0.406	100%
22			2	1	2.0	0.044	0.110	0%

Reference

Year

Mentions

Breadth

Sec. Wtd

Composite

Main %

Gersing, Philipp and Rust, Christoph and Deistler,... (self)

2023

7.0

0.111

1.000

100%

Forni, Mario and Lippi, Marco

2001

7.0

0.111

0.874

100%

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

2000

4.0

0.067

0.737

100%

Bai, Jushan and Ng, Serena

2002

4.0

0.067

0.737

100%

Gersing, Philipp (self)

2024

3.0

0.044

0.644

100%

Barigozzi, Matteo

2022

3.0

0.044

0.644

100%

Gersing, Philipp (self)

2024

2.5

0.067

0.644

67%

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

2017

3.0

0.067

0.585

100%

Bai, Jushan and Ng, Serena

2006

3.0

0.067

0.585

100%

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

2005

2.0

0.044

0.511

100%

McCracken, Michael W and Ng, Serena

2016

4.0

0.044

0.511

100%

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

2018

1.0

0.022

0.406

100%

Barigozzi, Matteo and Hallin, Marc and Luciani, Ma...

2024

1.0

0.022

0.406

100%

Chamberlain, Gary and Rothschild, M

1983

1.0

0.022

0.406

100%

Chamberlain, Gary and Rothschild, M

1983

1.0

0.022

0.406

100%

James H. Stock and Mark W. Watson

1.0

0.022

0.406

100%

Alessi, Lucia and Barigozzi, Matteo and Capasso, M...

2010

1.0

0.022

0.406

100%

Bernanke, Ben S and Boivin, Jean and Eliasz, Piotr

2005

1.0

0.022

0.406

100%

Deistler, Manfred and Scherrer, Wolfgang

2022

2.0

0.022

0.406

100%

Hannan, Edward James and Deistler, Manfred

2012

2.0

0.022

0.406

100%

Anderson, Brian DO and Deistler, Manfred

2008

2.0

0.022

0.406

100%

2.0

0.044

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.