Ordered by composite index (descending). Higher values indicate more intensive citation.
| # | Reference | Year | Mentions | Breadth | Sec. Wtd | Share | Composite | Main % |
|---|---|---|---|---|---|---|---|---|
| 1 | Bai, J. and S. Ng | 2023 | 13 | 7 | 23.0 | 0.103 | 1.000 | 100% |
| 2 | Bai, J | 2003 | 13 | 9 | 23.0 | 0.103 | 1.000 | 100% |
| 3 | Chen, L., J. J. Dolado, and J. Gonzalo (self) | 2021 | 36 | 15 | 69.0 | 0.286 | 1.000 | 100% |
| 4 | Fernandes, M., E. Guerre, and E. Horta | 2021 | 7 | 6 | 13.0 | 0.056 | 1.000 | 100% |
| 5 | Bai, J. and S. Ng | 2002 | 4 | 4 | 7.0 | 0.032 | 0.928 | 100% |
| 6 | He, X., X. Pan, K. M. Tan, and W.-X. Zhou | 2023 | 4 | 3 | 7.0 | 0.032 | 0.928 | 100% |
| 7 | Galvao, A. F. and K. Kato | 2016 | 3 | 3 | 6.0 | 0.024 | 0.843 | 100% |
| 8 | Onatski, A | 2012 | 3 | 2 | 4.0 | 0.024 | 0.737 | 100% |
| 9 | Fan, J., Y. Yan, and Y. Zheng | 2024 | 3 | 2 | 5.0 | 0.024 | 0.737 | 100% |
| 10 | van der Vaart, A. W. and J. A. Wellner | 1996 | 5 | 1 | 10.0 | 0.040 | 0.693 | 100% |
| 11 | Chernozhukov, V., D. Chetverikov, M. Demirer, E. D... | 2018 | 2 | 2 | 3.0 | 0.016 | 0.644 | 100% |
| 12 | Bai, J. and S. Ng | 2021 | 2 | 2 | 3.0 | 0.016 | 0.644 | 100% |
| 13 | Jiang, P., Y. Uematsu, and T. Yamagata | 2023 | 2 | 2 | 3.0 | 0.016 | 0.644 | 100% |
| 14 | Choi, J. and M. Yuan | 2025 | 2 | 2 | 3.0 | 0.016 | 0.644 | 100% |
| 15 | Bai, J. and S. Ng | 2019 | 2 | 2 | 3.0 | 0.016 | 0.644 | 100% |
| 16 | Freyaldenhoven, S | 2022 | 2 | 2 | 3.0 | 0.016 | 0.644 | 100% |
| 17 | Ando, T. and J. Bai | 2020 | 2 | 2 | 4.0 | 0.016 | 0.644 | 100% |
| 18 | Feng, J (self) | 2023 | 2 | 2 | 4.0 | 0.016 | 0.644 | 100% |
| 19 | Giglio, S., D. Xiu, and D. Zhang | 2025 | 3 | 1 | 3.0 | 0.024 | 0.585 | 100% |
| 20 | Koenker, R. and J. A. Machado | 1999 | 2 | 1 | 4.0 | 0.016 | 0.511 | 100% |
| 21 | Onatski, A | 2010 | 1 | 1 | 1.0 | 0.008 | 0.406 | 100% |
| 22 | De Mol, C., D. Giannone, and L. Reichlin | 2008 | 1 | 1 | 1.0 | 0.008 | 0.406 | 100% |
| 23 | Lettau, M. and M. Pelger | 2020 | 1 | 1 | 1.0 | 0.008 | 0.406 | 100% |
| 24 | Bailey, N., G. Kapetanios, and M. H. Pesaran | 2021 | 1 | 1 | 1.0 | 0.008 | 0.406 | 100% |
| 25 | Uematsu, Y. and T. Yamagata | 2022 | 1 | 1 | 1.0 | 0.008 | 0.406 | 100% |
| 26 | Anatolyev, S. and A. Mikusheva | 2022 | 1 | 1 | 1.0 | 0.008 | 0.406 | 100% |
| 27 | Armstrong, T. B., M. Weidner, and A. Zeleneev | 2022 | 1 | 1 | 1.0 | 0.008 | 0.406 | 100% |
| 28 | Horowitz, J. L | 1998 | 1 | 1 | 2.0 | 0.008 | 0.406 | 100% |
| 29 | Dhaene, G. and K. Jochmans | 2015 | 1 | 1 | 2.0 | 0.008 | 0.406 | 100% |
| 30 | Wand, M. P. and W. R. Schucany | 1990 | 1 | 1 | 2.0 | 0.008 | 0.406 | 100% |
| 31 | Marron, J. S. and M. P. Wand | 1992 | 1 | 1 | 2.0 | 0.008 | 0.406 | 100% |
| 32 | Phillips, P. C. and H. R. Moon | 1999 | 1 | 1 | 2.0 | 0.008 | 0.406 | 100% |
| 33 | Yu, Y., T. Wang, and R. J. Samworth | 2015 | 1 | 1 | 2.0 | 0.008 | 0.406 | 100% |
| 34 | Vershynin, R | 2018 | 1 | 1 | 2.0 | 0.008 | 0.406 | 100% |