Citation Analysis

\bf Robust Tests for Factor-Augmented Regressions with an Application to the Novel EA-MD-QD Dataset
Alessandro Morico, Ovidijus Stauskas
https://arxiv.org/abs/2504.08455
203
Citation mentions
59
Cited references
7
Sections
22,155
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 Bai, Jushan and Ng, Serena 2002 5 4 9.0 0.025 1.000 100%
2 Stauskas, Ovidijus and Westerlund, Joakim (self) 2022 20 8 36.0 0.099 1.000 100%
3 Clark, Todd E and McCracken, Michael W 2001 8 6 14.0 0.039 1.000 100%
4 Margaritella, Luca and Stauskas, Ovidijus (self) 2024 10 6 19.0 0.049 1.000 100%
5 Magdalinos, Tassos and Phillips, Peter CB 2009 14 7 28.0 0.069 1.000 100%
6 Ahn, Seung C and Horenstein, Alex R 2013 6 4 12.0 0.030 1.000 100%
7 Chen, Liang and Dolado, Juan J. and Gonzalo, Jes\u... 2014 6 3 12.0 0.030 1.000 100%
8 Pitarakis, Jean-Yves 2023 25 14 44.0 0.123 0.987 96%
9 Pitarakis, Jean-Yves 2025 22 13 38.0 0.108 0.985 95%
10 Barigozzi, Matteo and Lissona, Claudio and Tonni, ... 2024 10 4 17.0 0.049 0.966 90%
11 Pesaran, M Hashem 2006 4 3 6.0 0.020 0.928 100%
12 McCracken, Michael W and Ng, Serena 2016 4 3 7.0 0.020 0.928 100%
13 Gon\cc 2017 4 3 6.0 0.020 0.928 100%
14 De Vos, Ignace and Stauskas, Ovidijus (self) 2024 4 3 8.0 0.020 0.928 100%
15 Bai, Jushan and Ng, Serena 2006 3 3 6.0 0.015 0.843 100%
16 Ditzen, Jan and Stauskas, Ovidijus (self) 2025 3 3 6.0 0.015 0.843 100%
17 Karabiyik, Hande and Reese, Simon and Westerlund, ... 2017 4 2 8.0 0.020 0.811 100%
18 Cai, Tony and Liu, Weidong 2011 3 2 6.0 0.015 0.737 100%
19 Ludvigson, S C and Ng, S 2011 2 2 3.0 0.010 0.644 100%
20 Freyaldenhoven, Simon 2022 2 2 3.0 0.010 0.644 100%
21 McCracken, Michael W 2007 2 2 3.0 0.010 0.644 100%
22 Stock, J.H. and Watson, M.W. 2002 2 2 4.0 0.010 0.644 100%
23 Breitung, Jo 2011 2 2 4.0 0.010 0.644 100%
24 Moon, Hyungsik Roger and Weidner, Martin 2015 2 1 2.0 0.010 0.511 100%
25 Barigozzi, Matteo and Lissona, Claudio and Luciani... 2024 2 1 4.0 0.010 0.511 100%
26 Chamberlain, Gary 1983 1 1 1.0 0.005 0.406 100%
27 Stock, James H and Watson, Mark W 1999 1 1 1.0 0.005 0.406 100%
28 Forni, Mario and Hallin, Marc and Lippi, Marco and... 2003 1 1 1.0 0.005 0.406 100%
29 Ciccarelli, Matteo and Mojon, Benoit 2010 1 1 1.0 0.005 0.406 100%
30 Karabiyik, Hande and Westerlund, Joakim 2021 1 1 1.0 0.005 0.406 100%
31 Eickmeier, Sandra and Ziegler, Christina 2008 1 1 1.0 0.005 0.406 100%
32 McCracken, Michael and Ng, Serena 2020 1 1 1.0 0.005 0.406 100%
33 Bai, Jushan 2004 1 1 1.0 0.005 0.406 100%
34 Chudik, Alexander and Pesaran, Hashem 2015 1 1 1.0 0.005 0.406 100%
35 Bai, Jushan 2009 1 1 1.0 0.005 0.406 100%
36 Su, Liangjun and Wang, Fa and Wang, Yiren 2025 1 1 1.0 0.005 0.406 100%
37 West, Kenneth D 1996 1 1 1.0 0.005 0.406 100%
38 Diebold, Francis X 2015 1 1 1.0 0.005 0.406 100%
39 Clark, Todd E and McCracken, Michael W 2012 1 1 1.0 0.005 0.406 100%
40 Hansen, Peter Reinhard and Timmermann, Allan 2015 1 1 1.0 0.005 0.406 100%
41 Hallin, Marc and Li\vs 2011 1 1 2.0 0.005 0.406 100%
42 Moench, Emanuel and Ng, Serena and Potter, Simon 2013 1 1 2.0 0.005 0.406 100%
43 Ando, Tomohiro and Bai, Jushan 2016 1 1 2.0 0.005 0.406 100%
44 Pesaran, M Hashem and Tosetti, Elisa 2011 1 1 2.0 0.005 0.406 100%
45 Westerlund, Joakim 2018 1 1 2.0 0.005 0.406 100%
46 Campbell, John Y and Yogo, Motohiro 2006 1 1 2.0 0.005 0.406 100%
47 Hjalmarsson, Erik 2010 1 1 2.0 0.005 0.406 100%
48 Breitung, Jo 2015 1 1 2.0 0.005 0.406 100%
49 Banerjee, Anindya and Marcellino, Massimiliano and... 2008 1 1 2.0 0.005 0.406 100%
50 Boivin, Jean and Ng, Serena 2006 1 1 2.0 0.005 0.406 100%
51 Pena, Daniel and Poncela, Pilar 2006 1 1 2.0 0.005 0.406 100%
52 Onatski, Alexey and Wang, Chen 2021 1 1 2.0 0.005 0.406 100%
53 Bai, Joshuan and Ng, Serena 2007 1 1 2.0 0.005 0.406 100%
54 Maroz, D and Stock, J.H. and Watson, M.W. 2021 1 1 2.0 0.005 0.406 100%
55 Ng, Serena 2021 1 1 2.0 0.005 0.406 100%
56 Carriero, Andrea and Clark, Todd E. and Marcellino... 2022 1 1 2.0 0.005 0.406 100%
57 Lenza, Michele and Primiceri, Giorgio E. 2022 1 1 2.0 0.005 0.406 100%
58 Corradi, Valentina and Swanson, Norman R. 2014 1 1 2.0 0.005 0.406 100%
59 Newey, Whitney K. and West, Kenneth D. 1987 1 1 2.0 0.005 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.