Citation Analysis

\bf Decomposing Co-Movements in Matrix-Valued Time Series: A Pseudo-Structural Reduced-Rank Approach
Alain Hecq, Ivan Ricardo, Ines Wilms
https://arxiv.org/abs/2509.19911
48
Citation mentions
34
Cited references
8
Sections
6,972
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 Xiao, Han and Han, Yuefeng and Chen, Rong and Liu,... Forthcoming 11 7 16.0 0.229 0.935 82%
2 Engle, Robert F. and Kozicki, Sharon 1993 3 2 5.0 0.062 0.737 100%
3 Chen, Rong and Xiao, Han and Yang, Dan 2021 2 2 3.0 0.042 0.644 100%
4 Lu 2005 2 2 1.5 0.042 0.511 50%
5 Holtz-Eakin, Douglas and Newey, Whitney and Rosen,... 1988 1 1 1.0 0.021 0.406 100%
6 Koop, Gary and Korobilis, Dimitris 2019 1 1 1.0 0.021 0.406 100%
7 Tsay, Ruey S. 2024 1 1 1.0 0.021 0.406 100%
8 Zhang, Hong-Fan 2024 1 1 1.0 0.021 0.406 100%
9 Samadi, S. Yaser and Billard, Lynne 2025 1 1 1.0 0.021 0.406 100%
10 Wang, Dong and Liu, Xialu and Chen, Rong 2019 1 1 1.0 0.021 0.406 100%
11 Chen, Rong and Yang, Dan and Zhang, Cun-Hui 2022 1 1 1.0 0.021 0.406 100%
12 Elynn Y. Chen and Jianqing Fan 2023 1 1 1.0 0.021 0.406 100%
13 Cubadda, Gianluca and Hecq, Alain (self) 2022 1 1 1.0 0.021 0.406 100%
14 Cubadda, Gianluca and Guardabascio, Barbara and He... (self) 2017 1 1 1.0 0.021 0.406 100%
15 Cubadda, Gianluca and Guardabascio, Barbara 2019 1 1 1.0 0.021 0.406 100%
16 Cubadda, Gianluca and Hecq, Alain (self) 2022 1 1 1.0 0.021 0.406 100%
17 Escribano, Alvaro and Peña, Daniel 1994 1 1 1.0 0.021 0.406 100%
18 Cubadda, Gianluca and Hecq, Alain and Palm, Franz ... (self) 2009 1 1 1.0 0.021 0.406 100%
19 Li, Zebang and Xiao, Han 2024 1 1 1.0 0.021 0.406 100%
20 Chen, Rong and Giannerini, Simone and Goracci, Gre... 2025 1 1 1.0 0.021 0.406 100%
21 Alain Hecq and Ivan Ricardo and Ines Wilms (self) 2025 1 1 1.0 0.021 0.406 100%
22 Lopetuso, Emanuele and Caporin, Massimiliano 2025 1 1 1.0 0.021 0.406 100%
23 Wang, Di and Zheng, Yao and Lian, Heng and Li, Guo... 2022 1 1 1.0 0.021 0.406 100%
24 Wang, Di and Zhang, Xiaoyu and Li, Guodong and Tsa... 2023 1 1 1.0 0.021 0.406 100%
25 Dawid, A Philip 1981 1 1 2.0 0.021 0.406 100%
26 Vahid, F. and Engle, R. F. 1993 1 1 2.0 0.021 0.406 100%
27 Hecq, Alain and Ricardo, Ivan and Wilms, Ines (self) 2024 1 1 2.0 0.021 0.406 100%
28 Wang, Di and Zheng, Yao and Li, Guodong 2024 1 1 2.0 0.021 0.406 100%
29 Nocedal, Jorge and Wright, Stephen J 2006 1 1 2.0 0.021 0.406 100%
30 Akaike, H. 1974 1 1 2.0 0.021 0.406 100%
31 Schwarz, Gideon 1978 1 1 2.0 0.021 0.406 100%
32 Stock, James H. and Watson, Mark W. 1989 1 1 2.0 0.021 0.406 100%
33 Gianluca Cubadda and Alain Hecq (self) 2001 1 1 1.0 0.021 0.406 100%
34 Halbert White 1982 1 1 0.5 0.021 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.