Citation Analysis – Beyond the Oracle Property: Adaptive LASSO in Cointegrating Regressions

Beyond the Oracle Property: Adaptive LASSO in Cointegrating Regressions
Karsten Reichold, Ulrike Schneider
https://arxiv.org/abs/2510.07204

Citation mentions

Cited references

Sections

5,350

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	Lee, J. H., Shi, Z. and Gao, Z.	2022	13	6	23.0	0.232	1.000	100%
2	Tu, Y. and Xie, X.	2023	4	3	5.0	0.071	0.928	100%
3	Zou, H.	2006	3	3	5.0	0.054	0.843	100%
4	Potscher, B. M. and Schneider, U. (self)	2009	3	2	4.0	0.054	0.737	100%
5	Tibshirani, R.	1996	2	2	3.0	0.036	0.644	100%
6	Medeiros, M. C. and Mendes, E. F.	2017	2	2	3.0	0.036	0.644	100%
7	Chen, J., Li, D., Li, Y.-N. and Linton, O.	2025	2	2	3.0	0.036	0.644	100%
8	Koo, B., Anderson, H. M., Seo, M. H. and Yao, W.	2020	2	2	3.0	0.036	0.644	100%
9	Mei, Z. and Shi, Z.	2024	2	2	3.0	0.036	0.644	100%
10	Smeekes, S. and Wijler, E.	2021	2	2	3.0	0.036	0.644	100%
11	Schweikert, K.	2022	2	2	3.0	0.036	0.644	100%
12	Fan, J. and Li, R.	2001	2	2	3.0	0.036	0.644	100%
13	Phillips, P. C. B. and Durlauf, S. N.	1986	2	1	4.0	0.036	0.511	100%
14	Amann, N. and Schneider, U. (self)	2023	2	1	4.0	0.036	0.511	100%
15	Wang, H., Li, G. and Tsai, L.	2007	1	1	1.0	0.018	0.406	100%
16	Ren, Y. and Zhang, X.	2010	1	1	1.0	0.018	0.406	100%
17	Adamek, R., Smeeks, S. and Wilms, I.	2023	1	1	1.0	0.018	0.406	100%
18	Liao, Z. and Phillips, P. C. B.	2015	1	1	1.0	0.018	0.406	100%
19	Gonzalo, J. and Pitarakis, J.-Y.	2025	1	1	1.0	0.018	0.406	100%
20	Kock, A. B.	2016	1	1	1.0	0.018	0.406	100%
21	Wagner, M. and Hong, S. H.	2016	1	1	2.0	0.018	0.406	100%
22	Ibragimov, R. and Phillips, P. C. B.	2008	1	1	2.0	0.018	0.406	100%
23	de Jong, R.	2003	1	1	2.0	0.018	0.406	100%
24	Phillips, P. C. B., and Lee, J. H.	2013	1	1	2.0	0.018	0.406	100%
25	Park, J. Y. and Phillips, P. C. B.	1988	1	1	2.0	0.018	0.406	100%
26	Saikkonen, P. and Choi, I.	2004	1	1	2.0	0.018	0.406	100%
27	Geyer, C.	1996	1	1	2.0	0.018	0.406	100%

Reference

Year

Mentions

Breadth

Sec. Wtd

Composite

Main %

Lee, J. H., Shi, Z. and Gao, Z.

2022

23.0

0.232

1.000

100%

Tu, Y. and Xie, X.

2023

5.0

0.071

0.928

100%

Zou, H.

2006

5.0

0.054

0.843

100%

Potscher, B. M. and Schneider, U. (self)

2009

4.0

0.054

0.737

100%

Tibshirani, R.

1996

3.0

0.036

0.644

100%

Medeiros, M. C. and Mendes, E. F.

2017

3.0

0.036

0.644

100%

Chen, J., Li, D., Li, Y.-N. and Linton, O.

2025

3.0

0.036

0.644

100%

Koo, B., Anderson, H. M., Seo, M. H. and Yao, W.

2020

3.0

0.036

0.644

100%

Mei, Z. and Shi, Z.

2024

3.0

0.036

0.644

100%

Smeekes, S. and Wijler, E.

2021

3.0

0.036

0.644

100%

Schweikert, K.

2022

3.0

0.036

0.644

100%

Fan, J. and Li, R.

2001

3.0

0.036

0.644

100%

Phillips, P. C. B. and Durlauf, S. N.

1986

4.0

0.036

0.511

100%

Amann, N. and Schneider, U. (self)

2023

4.0

0.036

0.511

100%

Wang, H., Li, G. and Tsai, L.

2007

1.0

0.018

0.406

100%

Ren, Y. and Zhang, X.

2010

1.0

0.018

0.406

100%

Adamek, R., Smeeks, S. and Wilms, I.

2023

1.0

0.018

0.406

100%

Liao, Z. and Phillips, P. C. B.

2015

1.0

0.018

0.406

100%

Gonzalo, J. and Pitarakis, J.-Y.

2025

1.0

0.018

0.406

100%

Kock, A. B.

2016

1.0

0.018

0.406

100%

Wagner, M. and Hong, S. H.

2016

2.0

0.018

0.406

100%

Ibragimov, R. and Phillips, P. C. B.

2008

2.0

0.018

0.406

100%

de Jong, R.

2003

2.0

0.018

0.406

100%

Phillips, P. C. B., and Lee, J. H.

2013

2.0

0.018

0.406

100%

Park, J. Y. and Phillips, P. C. B.

1988

2.0

0.018

0.406

100%

Saikkonen, P. and Choi, I.

2004

2.0

0.018

0.406

100%

Geyer, C.

1996

2.0

0.018

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.