Citation Analysis – Optimal Break Tests for Large Linear Time Series Models

Optimal Break Tests for Large Linear Time Series Models
Abhimanyu Gupta, Myung Hwan Seo
https://arxiv.org/abs/2510.12262

Citation mentions

Cited references

Sections

10,587

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	Andrews, Donald W. K.	1993	6	5	11.0	0.064	1.000	100%
2	Gupta, Abhimanyu and Seo, Myung Hwan (self)	2023	9	5	17.0	0.096	1.000	100%
3	Andrews, Donald W. K. and Ploberger, Werner	1994	14	5	24.0	0.149	0.976	93%
4	Elliott, Graham and Mu	2006	3	2	4.0	0.032	0.737	100%
5	Sun, Y.	2014	3	2	6.0	0.032	0.737	100%
6	van der Vaart, Aad W	1998	3	2	6.0	0.032	0.737	100%
7	Huber, P. J.	1973	2	2	3.0	0.021	0.644	100%
8	Stephen Portnoy	1988	2	2	3.0	0.021	0.644	100%
9	Hong, Yongmiao and White, Halbert	1995	2	2	3.0	0.021	0.644	100%
10	Jianqing Fan and Chunming Zhang and Jian Zhang	2001	2	2	3.0	0.021	0.644	100%
11	Lehmann, Erich L and Romano, Joseph P	2006	2	2	3.0	0.021	0.644	100%
12	Song, Rui and Kosorok, Michael R. and Fine, Jason ...	2009	2	2	4.0	0.021	0.644	100%
13	Berk, Kenneth N.	1974	2	2	4.0	0.021	0.644	100%
14	Andrews, Donald W. K.	1991	2	2	4.0	0.021	0.644	100%
15	Hamilton, James D	2003	2	1	4.0	0.021	0.511	100%
16	Hansen, Bruce E	1997	2	1	4.0	0.021	0.511	100%
17	Le Cam, Lucien	1960	1	1	1.0	0.011	0.406	100%
18	Ngai Hang Chan and Chun Yip Yau and Rong Mao Zhang	2014	1	1	1.0	0.011	0.406	100%
19	Degui Li and Junhui Qian and Liangjun Su	2016	1	1	1.0	0.011	0.406	100%
20	Lee, Sokbae and Seo, Myung Hwan and Shin, Youngki (self)	2016	1	1	1.0	0.011	0.406	100%
21	Wang, Tengyao and Samworth, Richard J	2018	1	1	1.0	0.011	0.406	100%
22	Lee, Sokbae and Liao, Yuan and Seo, Myung Hwan and... (self)	2018	1	1	1.0	0.011	0.406	100%
23	Abolfazl Safikhani and Ali Shojaie	2022	1	1	1.0	0.011	0.406	100%
24	Xianru Wang and Bin Liu and Xinsheng Zhang and Yuf...	2024	1	1	1.0	0.011	0.406	100%
25	Bai, Jushan and Perron, Pierre	1998	1	1	1.0	0.011	0.406	100%
26	Aue, Alexander and Ho	2009	1	1	1.0	0.011	0.406	100%
27	Cho, Haeran and Fryzlewicz, Piotr	2015	1	1	1.0	0.011	0.406	100%
28	Wang, Runmin and Zhu, Changbo and Volgushev, Stani...	2022	1	1	1.0	0.011	0.406	100%
29	Li, Degui and Li, Runze and Shang, Han Lin	2024	1	1	1.0	0.011	0.406	100%
30	Hidalgo, Javier and Seo, Myung Hwan (self)	2013	1	1	1.0	0.011	0.406	100%
31	Qu, Zhongjun and Perron, Pierre	2007	1	1	1.0	0.011	0.406	100%
32	Perron, Pierre	2006	1	1	1.0	0.011	0.406	100%
33	Aue, Alexander and Horva	2013	1	1	1.0	0.011	0.406	100%
34	Wu, J. S. and Chu, C. K.	1993	1	1	1.0	0.011	0.406	100%
35	Vogt, Michael	2015	1	1	1.0	0.011	0.406	100%
36	Mohr, Maria and Neumeyer, Natalie	2020	1	1	1.0	0.011	0.406	100%
37	Hidalgo, J. and Dalla, V.	2016	1	1	1.0	0.011	0.406	100%
38	Murphy, Susan A	1993	1	1	1.0	0.011	0.406	100%
39	Shao, Xiaofeng and Zhang, Xianyang	2010	1	1	1.0	0.011	0.406	100%
40	Ting Zhang and Liliya Lavitas	2018	1	1	1.0	0.011	0.406	100%
41	Wald, Abraham	1943	1	1	2.0	0.011	0.406	100%
42	Kuersteiner, Guido M.	2005	1	1	2.0	0.011	0.406	100%
43	Shibata, R	1980	1	1	2.0	0.011	0.406	100%
44	de Jong, R. M. and Bierens, Herman J	1994	1	1	2.0	0.011	0.406	100%
45	Priestley, Maurice Bertram	1988	1	1	2.0	0.011	0.406	100%
46	Newey, Whitney K and West, Kenneth D	1987	1	1	2.0	0.011	0.406	100%
47	Kiefer, Nicholas M and Vogelsang, Timothy J	2002	1	1	2.0	0.011	0.406	100%
48	Shao, Xiaofeng	2015	1	1	2.0	0.011	0.406	100%
49	Marron, J S and Wand, M P	1992	1	1	2.0	0.011	0.406	100%
50	Andrews, Donald W. K.	1994	1	1	1.0	0.011	0.406	100%
51	Jansson, Michael	2002	1	1	2.0	0.011	0.406	100%
52	De Long, David M	1981	1	1	2.0	0.011	0.406	100%

Reference

Year

Mentions

Breadth

Sec. Wtd

Composite

Main %

Andrews, Donald W. K.

1993

11.0

0.064

1.000

100%

Gupta, Abhimanyu and Seo, Myung Hwan (self)

2023

17.0

0.096

1.000

100%

Andrews, Donald W. K. and Ploberger, Werner

1994

24.0

0.149

0.976

93%

Elliott, Graham and Mu

2006

4.0

0.032

0.737

100%

Sun, Y.

2014

6.0

0.032

0.737

100%

van der Vaart, Aad W

1998

6.0

0.032

0.737

100%

Huber, P. J.

1973

3.0

0.021

0.644

100%

Stephen Portnoy

1988

3.0

0.021

0.644

100%

Hong, Yongmiao and White, Halbert

1995

3.0

0.021

0.644

100%

Jianqing Fan and Chunming Zhang and Jian Zhang

2001

3.0

0.021

0.644

100%

Lehmann, Erich L and Romano, Joseph P

2006

3.0

0.021

0.644

100%

Song, Rui and Kosorok, Michael R. and Fine, Jason ...

2009

4.0

0.021

0.644

100%

Berk, Kenneth N.

1974

4.0

0.021

0.644

100%

Andrews, Donald W. K.

1991

4.0

0.021

0.644

100%

Hamilton, James D

2003

4.0

0.021

0.511

100%

Hansen, Bruce E

1997

4.0

0.021

0.511

100%

Le Cam, Lucien

1960

1.0

0.011

0.406

100%

Ngai Hang Chan and Chun Yip Yau and Rong Mao Zhang

2014

1.0

0.011

0.406

100%

Degui Li and Junhui Qian and Liangjun Su

2016

1.0

0.011

0.406

100%

Lee, Sokbae and Seo, Myung Hwan and Shin, Youngki (self)

2016

1.0

0.011

0.406

100%

Wang, Tengyao and Samworth, Richard J

2018

1.0

0.011

0.406

100%

Lee, Sokbae and Liao, Yuan and Seo, Myung Hwan and... (self)

2018

1.0

0.011

0.406

100%

Abolfazl Safikhani and Ali Shojaie

2022

1.0

0.011

0.406

100%

Xianru Wang and Bin Liu and Xinsheng Zhang and Yuf...

2024

1.0

0.011

0.406

100%

Bai, Jushan and Perron, Pierre

1998

1.0

0.011

0.406

100%

Aue, Alexander and Ho

2009

1.0

0.011

0.406

100%

Cho, Haeran and Fryzlewicz, Piotr

2015

1.0

0.011

0.406

100%

Wang, Runmin and Zhu, Changbo and Volgushev, Stani...

2022

1.0

0.011

0.406

100%

Li, Degui and Li, Runze and Shang, Han Lin

2024

1.0

0.011

0.406

100%

Hidalgo, Javier and Seo, Myung Hwan (self)

2013

1.0

0.011

0.406

100%

Qu, Zhongjun and Perron, Pierre

2007

1.0

0.011

0.406

100%

Perron, Pierre

2006

1.0

0.011

0.406

100%

Aue, Alexander and Horva

2013

1.0

0.011

0.406

100%

Wu, J. S. and Chu, C. K.

1993

1.0

0.011

0.406

100%

Vogt, Michael

2015

1.0

0.011

0.406

100%

Mohr, Maria and Neumeyer, Natalie

2020

1.0

0.011

0.406

100%

Hidalgo, J. and Dalla, V.

2016

1.0

0.011

0.406

100%

Murphy, Susan A

1993

1.0

0.011

0.406

100%

Shao, Xiaofeng and Zhang, Xianyang

2010

1.0

0.011

0.406

100%

Ting Zhang and Liliya Lavitas

2018

1.0

0.011

0.406

100%

Wald, Abraham

1943

2.0

0.011

0.406

100%

Kuersteiner, Guido M.

2005

2.0

0.011

0.406

100%

Shibata, R

1980

2.0

0.011

0.406

100%

de Jong, R. M. and Bierens, Herman J

1994

2.0

0.011

0.406

100%

Priestley, Maurice Bertram

1988

2.0

0.011

0.406

100%

Newey, Whitney K and West, Kenneth D

1987

2.0

0.011

0.406

100%

Kiefer, Nicholas M and Vogelsang, Timothy J

2002

2.0

0.011

0.406

100%

Shao, Xiaofeng

2015

2.0

0.011

0.406

100%

Marron, J S and Wand, M P

1992

2.0

0.011

0.406

100%

Andrews, Donald W. K.

1994

1.0

0.011

0.406

100%

Jansson, Michael

2002

2.0

0.011

0.406

100%

De Long, David M

1981

2.0

0.011

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.