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Citation Analysis

Inference in a Stationary/Nonstationary Autoregressive Time-Varying-Parameter Model
Donald W. K. Andrews, Ming Li
https://arxiv.org/abs/2411.00358
83
Citation mentions
61
Cited references
12
Sections
19,776
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 Mikusheva, Anna 2007 3 3 4.5 0.036 0.737 67%
2 Andrews, Donald W. K. and Xu Cheng and Patrik Gugg... (self) 2020 3 3 4.5 0.036 0.737 67%
3 Andrews, Donald W. K. and Guggenberger, Patrik (self) 2014 2 2 4.0 0.024 0.644 100%
4 Li, Ker-Chau 1987 2 2 4.0 0.024 0.644 100%
5 Andrews, Donald W. K. (self) 1991 2 2 4.0 0.024 0.644 100%
6 Liudas Giraitis and George Kapetanios and Anthony ... 2014 2 2 4.0 0.024 0.644 100%
7 Cole, Stephen and Martinez-Garcia, Enrique and Sim... 2023 3 1 6.0 0.036 0.585 100%
8 Hansen, Bruce E. 1999 2 2 2.5 0.024 0.511 50%
9 Bernanke, Ben S. 2020 2 1 4.0 0.024 0.511 100%
10 Stock, James H. 1991 1 1 2.0 0.012 0.406 100%
11 Donald W. K. Andrews (self) 1993 1 1 2.0 0.012 0.406 100%
12 Elliott, Graham 1999 1 1 2.0 0.012 0.406 100%
13 Elliott, Graham and Stock, James H. 2001 1 1 2.0 0.012 0.406 100%
14 Mu 2003 1 1 2.0 0.012 0.406 100%
15 Subba Rao, Tata 1970 1 1 2.0 0.012 0.406 100%
16 Yves Grenier 1983 1 1 2.0 0.012 0.406 100%
17 Dahlhaus, Rainer 1996 1 1 2.0 0.012 0.406 100%
18 Dahlhaus, Rainer 1997 1 1 2.0 0.012 0.406 100%
19 Dahlhaus, Rainer and Giraitis, Liudas 1998 1 1 2.0 0.012 0.406 100%
20 Rainer Dahlhaus and Michael H. Neumann and Rainer ... 1999 1 1 2.0 0.012 0.406 100%
21 Eric Moulines and Pierre Priouret and Fran\cc 2005 1 1 2.0 0.012 0.406 100%
22 Ke-Li Xu and Peter C.B. Phillips 2008 1 1 2.0 0.012 0.406 100%
23 Xin Ding and Ziyi Qiu and Xiaohui Chen 2017 1 1 2.0 0.012 0.406 100%
24 Anne van Delft and Michael Eichler 2018 1 1 2.0 0.012 0.406 100%
25 Karmakar, Sayar and Richter, Stefan and Wu, Wei Bi... 2022 1 1 2.0 0.012 0.406 100%
26 Bykhovskaya, Anna and Phillips, Peter C. B. 2018 1 1 2.0 0.012 0.406 100%
27 Bykhovskaya, Anna and Phillips, Peter C. B. 2020 1 1 2.0 0.012 0.406 100%
28 Nicholls, Desmond F. and Quinn, Barry G. 1980 1 1 2.0 0.012 0.406 100%
29 Quinn, Barry G. and Nicholls, Desmond F. 1981 1 1 2.0 0.012 0.406 100%
30 Doan, Thomas and Litterman, Robert and Sims, Chris... 1984 1 1 2.0 0.012 0.406 100%
31 Cogley, Timothy and Sargent, Thomas J. 2005 1 1 2.0 0.012 0.406 100%
32 Fo 1993 1 1 2.0 0.012 0.406 100%
33 Giraitis, Liudas and Kapetanios, George and Yates,... 2018 1 1 2.0 0.012 0.406 100%
34 Tao, Yubo and Phillips, Peter C. B. and Yu, Jun 2019 1 1 2.0 0.012 0.406 100%
35 Zongwu Cai and Jianqing Fan and Qiwei Yao 2000 1 1 2.0 0.012 0.406 100%
36 Juhl, Ted 2005 1 1 2.0 0.012 0.406 100%
37 Lieberman, Offer 2012 1 1 2.0 0.012 0.406 100%
38 Lieberman, Offer and Phillips, Peter C. B. 2014 1 1 2.0 0.012 0.406 100%
39 Lieberman, Offer and Phillips, Peter C. B. 2017 1 1 2.0 0.012 0.406 100%
40 Lieberman, Offer and Phillips, Peter C. B. 2018 1 1 2.0 0.012 0.406 100%
41 Cogley, Timothy and Sargent, Thomas J. 2001 1 1 2.0 0.012 0.406 100%
42 Sims, Christopher A. 1992 1 1 2.0 0.012 0.406 100%
43 Egauti B. Eggertsson and Michael Woodford 2003 1 1 2.0 0.012 0.406 100%
44 Chung, Hess and Laforte, Jean-Philippe and Reifsch... 2012 1 1 2.0 0.012 0.406 100%
45 Jeffrey R. Campbell and Charles L. Evans and Jonas... 2012 1 1 2.0 0.012 0.406 100%
46 Del Negro, Marco and Giannoni, Marc P. and Patters... 2023 1 1 2.0 0.012 0.406 100%
47 Andrade, Philippe and Gaballo, Gaetano and Mengus,... 2019 1 1 2.0 0.012 0.406 100%
48 Rogoff, Kenneth 1996 1 1 2.0 0.012 0.406 100%
49 Engel, Charles 2014 1 1 2.0 0.012 0.406 100%
50 Benigno, Gianluca 2004 1 1 2.0 0.012 0.406 100%
51 Imbs, Jean and Mumtaz, Haroon and Ravn, Morten O a... 2005 1 1 2.0 0.012 0.406 100%
52 Balassa, Bela 1964 1 1 2.0 0.012 0.406 100%
53 Samuelson, Paul A. 1964 1 1 2.0 0.012 0.406 100%
54 Chari, Varadarajan V. and Kehoe, Patrick J. and Mc... 2002 1 1 2.0 0.012 0.406 100%
55 Jordan, Thomas J. and Peytrignet, Michel and Rossi... 2010 1 1 2.0 0.012 0.406 100%
56 Hansen, Bruce E. 1992 8 2 4.0 0.096 0.188 0%
57 Hall, Peter and Heyde, Christopher C. 1980 3 2 1.5 0.036 0.159 0%
58 Andrews, Donald W. K. and Chen, Hong-Yuan (self) 1994 2 2 1.0 0.024 0.139 0%
59 McLeish, Donald L. 1974 1 1 0.5 0.012 0.087 0%
60 Phillips, Peter C. B. 1987 1 1 0.5 0.012 0.087 0%
61 Hansen, Bruce E. 1995 1 1 0.5 0.012 0.087 0%
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.

Citation intensity data generated from LaTeX source analysis.