Citation Analysis – Estimation of a Dynamic Tobit Model\\ with a Unit Root

Estimation of a Dynamic Tobit Model\\ with a Unit Root
Anna Bykhovskaya, James A. Duffy
https://arxiv.org/abs/2512.12110

108

Citation mentions

Cited references

Sections

11,015

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	de Jong, R. and Herrera, A. M.	2011	7	5	11.0	0.065	1.000	100%
2	Bykhovskaya, A. (self)	2023	7	4	11.0	0.065	1.000	100%
3	Powell, James L	1984	5	4	8.0	0.046	1.000	100%
4	Herce, Miguel A	1996	3	3	3.5	0.028	0.737	67%
5	Bykhovskaya, Anna and Duffy, James A (self)	2024	25	9	22.5	0.231	0.684	32%
6	Xiao, Zhijie	2009	2	1	2.0	0.019	0.511	100%
7	Olsen, Randall J	1978	2	2	2.5	0.019	0.511	50%
8	Ramey, Valerie A and Zubairy, Sarah	2018	2	1	4.0	0.019	0.511	100%
9	Hansen, B. E.	1999	1	1	1.0	0.009	0.406	100%
10	Jansson, Michael and Moreira, Marcelo J	2006	1	1	1.0	0.009	0.406	100%
11	Mikusheva, A.	2007	1	1	1.0	0.009	0.406	100%
12	Mikusheva, A.	2012	1	1	1.0	0.009	0.406	100%
13	Elliott, Graham and Mu	2015	1	1	1.0	0.009	0.406	100%
14	Tong, H.	1990	1	1	1.0	0.009	0.406	100%
15		2009	1	1	1.0	0.009	0.406	100%
16	Terasvirta, T. and Tj\o	2010	1	1	1.0	0.009	0.406	100%
17	Balke, Nathan S and Fomby, Thomas B	1997	1	1	1.0	0.009	0.406	100%
18	Hansen, Bruce E and Seo, Byeongseon	2002	1	1	1.0	0.009	0.406	100%
19	Kristensen, Dennis and Rahbek, Anders	2010	1	1	1.0	0.009	0.406	100%
20	Cavaliere, G.	2005	1	1	1.0	0.009	0.406	100%
21	Duffy, James A. and Mavroeidis, Sophocles (self)	2024	1	1	1.0	0.009	0.406	100%
22	Duffy, J. A. and Mavroeidis, S. and Wycherley, S. (self)	2025	1	1	1.0	0.009	0.406	100%
23	Mavroeidis, S.	2021	1	1	1.0	0.009	0.406	100%
24	Aruoba, S. B. and Mlikota, M. and Schorfheide, F. ...	2022	1	1	1.0	0.009	0.406	100%
25	Demiralp, S. and Jord\`a	2002	1	1	1.0	0.009	0.406	100%
26	Dong, D. and Schmit, T. M. and Kaiser, H.	2012	1	1	1.0	0.009	0.406	100%
27	Liu, L. and Moon, H. R. and Schorfheide, F.	2019	1	1	1.0	0.009	0.406	100%
28	Brezigar-Masten, A. and Masten, I. and Volk, M.	2021	1	1	1.0	0.009	0.406	100%
29	Park, J. Y. and Phillips, P. C. B.	2000	1	1	1.0	0.009	0.406	100%
30	Park, J. Y. and Phillips, P. C. B.	2001	1	1	1.0	0.009	0.406	100%
31	Phillips, Peter C. B. and Jin, Sainan and Hu, Ling	2007	1	1	1.0	0.009	0.406	100%
32	Chan, Nigel and Wang, Qiying	2015	1	1	1.0	0.009	0.406	100%
33	Pollard, David	1991	1	1	1.0	0.009	0.406	100%
34	Li, Guodong and Li, Wai Keung	2009	1	1	1.0	0.009	0.406	100%
35	Jungers, R.	2009	1	1	2.0	0.009	0.406	100%
36	Parrilo, Pablo A and Jadbabaie, Ali	2008	1	1	2.0	0.009	0.406	100%
37	Duffy, James A and Mavroeidis, Sophocles and Wyche... (self)	2023	1	1	2.0	0.009	0.406	100%
38	Hamilton, James D.	1994	1	1	2.0	0.009	0.406	100%
39	USAFacts	accessed July 15, 2025	1	1	2.0	0.009	0.406	100%
40	Gon\cc	2021	1	1	2.0	0.009	0.406	100%
41	Cohen, Joel E and Davis, Richard A and Samorodnits...	2022	1	1	2.0	0.009	0.406	100%
42	Hall, P. and Heyde, C. C.	1980	8	2	4.0	0.074	0.188	0%
43	Liang, H. and Phillips, P. C. B. and Wang, H. and ...	2016	3	3	1.5	0.028	0.182	0%
44	Van der Vaart, A. W. and Wellner, J. A.	1996	3	2	1.5	0.028	0.159	0%
45	Revuz, D. and Yor, M.	1999	1	1	0.5	0.009	0.087	0%
46	Sampford, Michael R	1953	1	1	0.5	0.009	0.087	0%
47	Bagnoli, Mark and Bergstrom, Ted	2005	1	1	0.5	0.009	0.087	0%
48	Knight, Keith	1989	1	1	0.5	0.009	0.087	0%
49	Gikhman, I. I. and Skorokhod, A. V.	1969	1	1	0.5	0.009	0.087	0%
50	Chung, Kai Lai	2001	1	1	0.5	0.009	0.087	0%
51	Kallenberg, Olav	2001	1	1	0.5	0.009	0.087	0%
52	Durrett, Richard and Resnick, Sidney I	1978	1	1	0.5	0.009	0.087	0%

Reference

Year

Mentions

Breadth

Sec. Wtd

Composite

Main %

de Jong, R. and Herrera, A. M.

2011

11.0

0.065

1.000

100%

Bykhovskaya, A. (self)

2023

11.0

0.065

1.000

100%

Powell, James L

1984

8.0

0.046

1.000

100%

Herce, Miguel A

1996

3.5

0.028

0.737

67%

Bykhovskaya, Anna and Duffy, James A (self)

2024

22.5

0.231

0.684

32%

Xiao, Zhijie

2009

2.0

0.019

0.511

100%

Olsen, Randall J

1978

2.5

0.019

0.511

50%

Ramey, Valerie A and Zubairy, Sarah

2018

4.0

0.019

0.511

100%

Hansen, B. E.

1999

1.0

0.009

0.406

100%

Jansson, Michael and Moreira, Marcelo J

2006

1.0

0.009

0.406

100%

Mikusheva, A.

2007

1.0

0.009

0.406

100%

Mikusheva, A.

2012

1.0

0.009

0.406

100%

Elliott, Graham and Mu

2015

1.0

0.009

0.406

100%

Tong, H.

1990

1.0

0.009

0.406

100%

2009

1.0

0.009

0.406

100%

Terasvirta, T. and Tj\o

2010

1.0

0.009

0.406

100%

Balke, Nathan S and Fomby, Thomas B

1997

1.0

0.009

0.406

100%

Hansen, Bruce E and Seo, Byeongseon

2002

1.0

0.009

0.406

100%

Kristensen, Dennis and Rahbek, Anders

2010

1.0

0.009

0.406

100%

Cavaliere, G.

2005

1.0

0.009

0.406

100%

Duffy, James A. and Mavroeidis, Sophocles (self)

2024

1.0

0.009

0.406

100%

Duffy, J. A. and Mavroeidis, S. and Wycherley, S. (self)

2025

1.0

0.009

0.406

100%

Mavroeidis, S.

2021

1.0

0.009

0.406

100%

Aruoba, S. B. and Mlikota, M. and Schorfheide, F. ...

2022

1.0

0.009

0.406

100%

Demiralp, S. and Jord\`a

2002

1.0

0.009

0.406

100%

Dong, D. and Schmit, T. M. and Kaiser, H.

2012

1.0

0.009

0.406

100%

Liu, L. and Moon, H. R. and Schorfheide, F.

2019

1.0

0.009

0.406

100%

Brezigar-Masten, A. and Masten, I. and Volk, M.

2021

1.0

0.009

0.406

100%

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

2000

1.0

0.009

0.406

100%

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

2001

1.0

0.009

0.406

100%

Phillips, Peter C. B. and Jin, Sainan and Hu, Ling

2007

1.0

0.009

0.406

100%

Chan, Nigel and Wang, Qiying

2015

1.0

0.009

0.406

100%

Pollard, David

1991

1.0

0.009

0.406

100%

Li, Guodong and Li, Wai Keung

2009

1.0

0.009

0.406

100%

Jungers, R.

2009

2.0

0.009

0.406

100%

Parrilo, Pablo A and Jadbabaie, Ali

2008

2.0

0.009

0.406

100%

Duffy, James A and Mavroeidis, Sophocles and Wyche... (self)

2023

2.0

0.009

0.406

100%

Hamilton, James D.

1994

2.0

0.009

0.406

100%

USAFacts

accessed July 15, 2025

2.0

0.009

0.406

100%

Gon\cc

2021

2.0

0.009

0.406

100%

Cohen, Joel E and Davis, Richard A and Samorodnits...

2022

2.0

0.009

0.406

100%

Hall, P. and Heyde, C. C.

1980

4.0

0.074

0.188

Liang, H. and Phillips, P. C. B. and Wang, H. and ...

2016

1.5

0.028

0.182

Van der Vaart, A. W. and Wellner, J. A.

1996

1.5

0.028

0.159

Revuz, D. and Yor, M.

1999

0.5

0.009

0.087

Sampford, Michael R

1953

0.5

0.009

0.087

Bagnoli, Mark and Bergstrom, Ted

2005

0.5

0.009

0.087

Knight, Keith

1989

0.5

0.009

0.087

Gikhman, I. I. and Skorokhod, A. V.

1969

0.5

0.009

0.087

Chung, Kai Lai

2001

0.5

0.009

0.087

Kallenberg, Olav

2001

0.5

0.009

0.087

Durrett, Richard and Resnick, Sidney I

1978

0.5

0.009

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.