Citation Analysis – \bf Online Generalized Method of Moments for Time Series

\bf Online Generalized Method of Moments for Time Series
Man Fung Leung, Kin Wai Chan, Xiaofeng Shao
https://arxiv.org/abs/2502.00751

150

Citation mentions

Cited references

Sections

4,841

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	Chen, X., Lee, S., Liao, Y., Seo, M. H., Shin, Y. ...	2023	15	5	23.0	0.100	1.000	100%
2	Luo, L. and Song, P. X.-K	2020	10	7	13.5	0.067	1.000	100%
3	Luo, L., Wang, J. and Hector, E. C	2023	6	4	7.0	0.040	1.000	100%
4	Leung, M. F. and Chan, K. W (self)	2025	14	10	22.5	0.093	0.976	93%
5	Luo, L., Zhou, L. and Song, P. X.-K	2022	17	9	22.5	0.113	0.959	88%
6	Toulis, P. and Airoldi, E. M	2017	4	3	4.0	0.027	0.928	100%
7	Chen, X., Liu, W. and Zhang, Y	2019	8	2	16.0	0.053	0.874	100%
8	Pascalau, R. and Poirier, R	2023	5	2	10.0	0.033	0.874	100%
9	---	2005	19	11	24.0	0.127	0.858	63%
10	---	2024	3	3	4.5	0.020	0.843	100%
11	Welford, B. P	1962	3	3	6.0	0.020	0.843	100%
12	Hansen, L. P	1982	3	2	2.5	0.020	0.737	100%
13	Robbins, H. and Monro, S	1951	2	2	1.5	0.013	0.644	100%
14	Schifano, E. D., Wu, J., Wang, C., Yan, J. and Che...	2016	2	2	1.5	0.013	0.644	100%
15	Andrews, D. W. K	1991	2	2	2.5	0.013	0.644	100%
16	---	2017	2	2	2.5	0.013	0.644	100%
17	Jiang, R. and Yu, K	2022	2	2	2.5	0.013	0.644	100%
18	Sun, X., Wang, H., Cai, C., Yao, M. and Wang, K	2024	2	2	2.5	0.013	0.644	100%
19	Newey, W. K. and McFadden, D	1994	4	3	3.5	0.027	0.585	25%
20	Guerrier, S., Skaloud, J., Stebler, Y. and Victori...	2013	3	1	6.0	0.020	0.585	100%
21	Hall, A. R. and Sen, A	1999	2	1	4.0	0.013	0.511	100%
22	Bollerslev, T., Patton, A. J. and Quaedvlieg, R	2016	2	1	4.0	0.013	0.511	100%
23	Stebler, Y., Guerrier, S., Skaloud, J. and Victori...	2014	2	1	4.0	0.013	0.511	100%
24	Qu, A., Lindsay, B. G. and Li, B	2000	1	1	1.0	0.007	0.406	100%
25	Leung, M. F., Chan, K. W. and Shao, X (self)	2025	1	1	1.0	0.007	0.406	100%
26	Meketon, M. S. and Schmeiser, B	1984	1	1	0.5	0.007	0.406	100%
27	Parzen, E	1957	1	1	0.5	0.007	0.406	100%
28	Wu, W. B	2009	1	1	0.5	0.007	0.406	100%
29	Chan, K. W. and Yau, C. Y (self)	2016	1	1	0.5	0.007	0.406	100%
30	Polyak, B. T. and Juditsky, A. B	1992	1	1	0.5	0.007	0.406	100%
31	Chen, X., Lee, J. D., Tong, X. T. and Zhang, Y	2020	1	1	0.5	0.007	0.406	100%
32	Zhu, W., Chen, X. and Wu, W. B	2023	1	1	0.5	0.007	0.406	100%
33	Lee, S., Liao, Y., Seo, M. H. and Shin, Y	2022	1	1	0.5	0.007	0.406	100%
34	Le Cam, L	1956	1	1	2.0	0.007	0.406	100%
35	de Castro, L., Galvao, A. F., Kaplan, D. M. and Li...	2019	1	1	2.0	0.007	0.406	100%
36	Chausse, P	2010	1	1	2.0	0.007	0.406	100%
37	Hall, A. R	2000	1	1	2.0	0.007	0.406	100%
38	Koenker, R	2005	1	1	2.0	0.007	0.406	100%
39	Belloni, A., Chernozhukov, V., Chetverikov, D., Ha...	2018	1	1	2.0	0.007	0.406	100%
40	Ackerberg, D., Chen, X., Hahn, J. and Liao, Z	2014	1	1	2.0	0.007	0.406	100%
41	Chen, X. and Liao, Z	2015	1	1	2.0	0.007	0.406	100%

Reference

Year

Mentions

Breadth

Sec. Wtd

Composite

Main %

Chen, X., Lee, S., Liao, Y., Seo, M. H., Shin, Y. ...

2023

23.0

0.100

1.000

100%

Luo, L. and Song, P. X.-K

2020

13.5

0.067

1.000

100%

Luo, L., Wang, J. and Hector, E. C

2023

7.0

0.040

1.000

100%

Leung, M. F. and Chan, K. W (self)

2025

22.5

0.093

0.976

93%

Luo, L., Zhou, L. and Song, P. X.-K

2022

22.5

0.113

0.959

88%

Toulis, P. and Airoldi, E. M

2017

4.0

0.027

0.928

100%

Chen, X., Liu, W. and Zhang, Y

2019

16.0

0.053

0.874

100%

Pascalau, R. and Poirier, R

2023

10.0

0.033

0.874

100%

---

2005

24.0

0.127

0.858

63%

---

2024

4.5

0.020

0.843

100%

Welford, B. P

1962

6.0

0.020

0.843

100%

Hansen, L. P

1982

2.5

0.020

0.737

100%

Robbins, H. and Monro, S

1951

1.5

0.013

0.644

100%

Schifano, E. D., Wu, J., Wang, C., Yan, J. and Che...

2016

1.5

0.013

0.644

100%

Andrews, D. W. K

1991

2.5

0.013

0.644

100%

---

2017

2.5

0.013

0.644

100%

Jiang, R. and Yu, K

2022

2.5

0.013

0.644

100%

Sun, X., Wang, H., Cai, C., Yao, M. and Wang, K

2024

2.5

0.013

0.644

100%

Newey, W. K. and McFadden, D

1994

3.5

0.027

0.585

25%

Guerrier, S., Skaloud, J., Stebler, Y. and Victori...

2013

6.0

0.020

0.585

100%

Hall, A. R. and Sen, A

1999

4.0

0.013

0.511

100%

Bollerslev, T., Patton, A. J. and Quaedvlieg, R

2016

4.0

0.013

0.511

100%

Stebler, Y., Guerrier, S., Skaloud, J. and Victori...

2014

4.0

0.013

0.511

100%

Qu, A., Lindsay, B. G. and Li, B

2000

1.0

0.007

0.406

100%

Leung, M. F., Chan, K. W. and Shao, X (self)

2025

1.0

0.007

0.406

100%

Meketon, M. S. and Schmeiser, B

1984

0.5

0.007

0.406

100%

Parzen, E

1957

0.5

0.007

0.406

100%

Wu, W. B

2009

0.5

0.007

0.406

100%

Chan, K. W. and Yau, C. Y (self)

2016

0.5

0.007

0.406

100%

Polyak, B. T. and Juditsky, A. B

1992

0.5

0.007

0.406

100%

Chen, X., Lee, J. D., Tong, X. T. and Zhang, Y

2020

0.5

0.007

0.406

100%

Zhu, W., Chen, X. and Wu, W. B

2023

0.5

0.007

0.406

100%

Lee, S., Liao, Y., Seo, M. H. and Shin, Y

2022

0.5

0.007

0.406

100%

Le Cam, L

1956

2.0

0.007

0.406

100%

de Castro, L., Galvao, A. F., Kaplan, D. M. and Li...

2019

2.0

0.007

0.406

100%

Chausse, P

2010

2.0

0.007

0.406

100%

Hall, A. R

2000

2.0

0.007

0.406

100%

Koenker, R

2005

2.0

0.007

0.406

100%

Belloni, A., Chernozhukov, V., Chetverikov, D., Ha...

2018

2.0

0.007

0.406

100%

Ackerberg, D., Chen, X., Hahn, J. and Liao, Z

2014

2.0

0.007

0.406

100%

Chen, X. and Liao, Z

2015

2.0

0.007

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.