Citation Analysis – \bf Estimation of large approximate dynamic matrix factor models based on the EM algorithm and Kalman filtering % Quasi maximum likelihood estimation of high-dimensional approximate dynamic matrix factor models via the EM algorithm

Citation Analysis

\bf Estimation of large approximate dynamic matrix factor models based on the EM algorithm and Kalman filtering % Quasi maximum likelihood estimation of high-dimensional approximate dynamic matrix factor models via the EM algorithm
Matteo Barigozzi, Luca Trapin
https://arxiv.org/abs/2502.04112

129

Citation mentions

Cited references

Sections

9,996

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	Ba\'n	2014	5	5	6.5	0.039	1.000	100%
2	Doz, Catherine and Giannone, Domenico and Reichlin...	2012	6	3	8.0	0.047	1.000	100%
3	Chen, Rong and Giannerini, Simone and Goracci, Gre...	2025	7	3	12.5	0.054	1.000	100%
4	Cen, Zetai and Lam, Clifford	2025	9	5	15.0	0.070	0.962	89%
5	Chen, Elynn Y and Fan, Jianqing	2023	7	5	9.0	0.054	0.950	86%
6	Yu, Ruofan and Chen, Rong and Xiao, Han and Han, Y...	2024	4	3	4.5	0.031	0.928	100%
7	Yu, Long and He, Yong and Kong, Xinbing and Zhang,...	2022	30	9	29.5	0.233	0.737	40%
8	Durbin, James and Koopman, Siem Jan	2012	3	2	6.0	0.023	0.737	100%
9	Chen, Rong and Xiao, Han and Yang, Dan	2021	3	2	2.5	0.023	0.644	67%
10	Wang, Dong and Liu, Xialu and Chen, Rong	2019	2	2	1.5	0.016	0.644	100%
11	Xu, Sainan and Yuan, Chaofeng and Guo, Jianhua	2024	2	2	1.5	0.016	0.644	100%
12	Barigozzi, Matteo and Luciani, Matteo (self)	2023	2	2	3.0	0.016	0.644	100%
13	Chen, Elynn Y and Tsay, Ruey S and Chen, Rong	2020	2	2	1.5	0.016	0.644	100%
14	Bai, Jushan and Li, Kunpeng	2016	2	2	2.5	0.016	0.644	100%
15	Xiong, Ruoxuan and Pelger, Markus	2023	2	2	2.5	0.016	0.644	100%
16	Bai, Jushan	2004	2	2	2.5	0.016	0.644	100%
17	Bai, Jushan and Ng, Serena	2004	2	2	2.5	0.016	0.644	100%
18	Barigozzi, Matteo and Lippi, Marco and Luciani, Ma... (self)	2021	2	2	2.5	0.016	0.644	100%
19	Dempster, Arthur P and Laird, Nan M and Rubin, Don...	1977	2	1	4.0	0.016	0.511	100%
20	Diebold, Francis X and Mariano, Robert S	1995	2	1	4.0	0.016	0.511	100%
21	Barigozzi, Matteo and Luciani, Matteo (self)	2024	8	3	5.5	0.062	0.500	12%
22	Chernis, Tony and Cheung, Calista and Velasco, Gab...	2020	1	1	1.0	0.008	0.406	100%
23	Chen, Elynn Y and Chen, Rong	2022	1	1	1.0	0.008	0.406	100%
24	Billio, Monica and Casarin, Roberto and Costola, M...	2021	1	1	1.0	0.008	0.406	100%
25	Hsu, Nan-Jung and Huang, Hsin-Cheng and Tsay, Ruey...	2021	1	1	1.0	0.008	0.406	100%
26	Billio, Monica and Casarin, Roberto and Iacopini, ...	2023	1	1	1.0	0.008	0.406	100%
27	Kapetanios, George and Serlenga, Laura and Shin, Y...	2021	1	1	1.0	0.008	0.406	100%
28	Ba\'n	2015	1	1	1.0	0.008	0.406	100%
29	He, Yong and Kong, Xinbing and Trapani, Lorenzo an...	2023	1	1	0.5	0.008	0.406	100%
30	Han, Yuefeng and Chen, Rong and Zhang, Cun-Hui	2022	1	1	0.5	0.008	0.406	100%
31	Gao, Zhaoxing and Tsay, Ruey S	2023	1	1	0.5	0.008	0.406	100%
32	Yuan, Chaofeng and Gao, Zhigen and He, Xuming and ...	2023	1	1	0.5	0.008	0.406	100%
33	Tipping, Michael E and Bishop, Christopher M	1999	1	1	0.5	0.008	0.406	100%
34	Cahan, Ercument and Bai, Jushan and Ng, Serena	2023	1	1	0.5	0.008	0.406	100%
35	Zhang, Rongmao and Robinson, Peter and Yao, Qiwei	2019	1	1	0.5	0.008	0.406	100%
36	Wu, CF Jeff	1983	1	1	2.0	0.008	0.406	100%
37	Choukroun, Daniel and Weiss, Haim and Bar-Itzhack,...	2006	1	1	2.0	0.008	0.406	100%
38	Viroli, Cinzia	2012	1	1	2.0	0.008	0.406	100%
39	Bollerslev, Tim and Hood, Benjamin and Huss, John ...	2018	1	1	2.0	0.008	0.406	100%
40	Barigozzi, Matteo and Hallin, Marc (self)	2016	1	1	2.0	0.008	0.406	100%
41	Hansen, Peter R and Lunde, Asger	2006	1	1	2.0	0.008	0.406	100%
42	Christensen, Kim and Podolskij, Mark	2007	1	1	2.0	0.008	0.406	100%
43	Barndorff-Nielsen, Ole E and Hansen, Peter Reinhar...	2008	1	1	2.0	0.008	0.406	100%
44	Jacod, Jean and Li, Yingying and Mykland, Per A an...	2009	1	1	2.0	0.008	0.406	100%
45	Xiu, Dacheng	2010	1	1	2.0	0.008	0.406	100%
46	Merikoski, Jorma K and Kumar, Ravinder	2004	1	1	0.5	0.008	0.087	0%

Reference

Year

Mentions

Breadth

Sec. Wtd

Composite

Main %

Ba\'n

2014

6.5

0.039

1.000

100%

Doz, Catherine and Giannone, Domenico and Reichlin...

2012

8.0

0.047

1.000

100%

Chen, Rong and Giannerini, Simone and Goracci, Gre...

2025

12.5

0.054

1.000

100%

Cen, Zetai and Lam, Clifford

2025

15.0

0.070

0.962

89%

Chen, Elynn Y and Fan, Jianqing

2023

9.0

0.054

0.950

86%

Yu, Ruofan and Chen, Rong and Xiao, Han and Han, Y...

2024

4.5

0.031

0.928

100%

Yu, Long and He, Yong and Kong, Xinbing and Zhang,...

2022

29.5

0.233

0.737

40%

Durbin, James and Koopman, Siem Jan

2012

6.0

0.023

0.737

100%

Chen, Rong and Xiao, Han and Yang, Dan

2021

2.5

0.023

0.644

67%

Wang, Dong and Liu, Xialu and Chen, Rong

2019

1.5

0.016

0.644

100%

Xu, Sainan and Yuan, Chaofeng and Guo, Jianhua

2024

1.5

0.016

0.644

100%

Barigozzi, Matteo and Luciani, Matteo (self)

2023

3.0

0.016

0.644

100%

Chen, Elynn Y and Tsay, Ruey S and Chen, Rong

2020

1.5

0.016

0.644

100%

Bai, Jushan and Li, Kunpeng

2016

2.5

0.016

0.644

100%

Xiong, Ruoxuan and Pelger, Markus

2023

2.5

0.016

0.644

100%

Bai, Jushan

2004

2.5

0.016

0.644

100%

Bai, Jushan and Ng, Serena

2004

2.5

0.016

0.644

100%

Barigozzi, Matteo and Lippi, Marco and Luciani, Ma... (self)

2021

2.5

0.016

0.644

100%

Dempster, Arthur P and Laird, Nan M and Rubin, Don...

1977

4.0

0.016

0.511

100%

Diebold, Francis X and Mariano, Robert S

1995

4.0

0.016

0.511

100%

Barigozzi, Matteo and Luciani, Matteo (self)

2024

5.5

0.062

0.500

12%

Chernis, Tony and Cheung, Calista and Velasco, Gab...

2020

1.0

0.008

0.406

100%

Chen, Elynn Y and Chen, Rong

2022

1.0

0.008

0.406

100%

Billio, Monica and Casarin, Roberto and Costola, M...

2021

1.0

0.008

0.406

100%

Hsu, Nan-Jung and Huang, Hsin-Cheng and Tsay, Ruey...

2021

1.0

0.008

0.406

100%

Billio, Monica and Casarin, Roberto and Iacopini, ...

2023

1.0

0.008

0.406

100%

Kapetanios, George and Serlenga, Laura and Shin, Y...

2021

1.0

0.008

0.406

100%

Ba\'n

2015

1.0

0.008

0.406

100%

He, Yong and Kong, Xinbing and Trapani, Lorenzo an...

2023

0.5

0.008

0.406

100%

Han, Yuefeng and Chen, Rong and Zhang, Cun-Hui

2022

0.5

0.008

0.406

100%

Gao, Zhaoxing and Tsay, Ruey S

2023

0.5

0.008

0.406

100%

Yuan, Chaofeng and Gao, Zhigen and He, Xuming and ...

2023

0.5

0.008

0.406

100%

Tipping, Michael E and Bishop, Christopher M

1999

0.5

0.008

0.406

100%

Cahan, Ercument and Bai, Jushan and Ng, Serena

2023

0.5

0.008

0.406

100%

Zhang, Rongmao and Robinson, Peter and Yao, Qiwei

2019

0.5

0.008

0.406

100%

Wu, CF Jeff

1983

2.0

0.008

0.406

100%

Choukroun, Daniel and Weiss, Haim and Bar-Itzhack,...

2006

2.0

0.008

0.406

100%

Viroli, Cinzia

2012

2.0

0.008

0.406

100%

Bollerslev, Tim and Hood, Benjamin and Huss, John ...

2018

2.0

0.008

0.406

100%

Barigozzi, Matteo and Hallin, Marc (self)

2016

2.0

0.008

0.406

100%

Hansen, Peter R and Lunde, Asger

2006

2.0

0.008

0.406

100%

Christensen, Kim and Podolskij, Mark

2007

2.0

0.008

0.406

100%

Barndorff-Nielsen, Ole E and Hansen, Peter Reinhar...

2008

2.0

0.008

0.406

100%

Jacod, Jean and Li, Yingying and Mykland, Per A an...

2009

2.0

0.008

0.406

100%

Xiu, Dacheng

2010

2.0

0.008

0.406

100%

Merikoski, Jorma K and Kumar, Ravinder

2004

0.5

0.008

0.087

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.