Citation Analysis – Inference for Forecasting Accuracy: Pooled versus Individual Estimators in High-dimensional Panel Data

Inference for Forecasting Accuracy: Pooled versus Individual Estimators in High-dimensional Panel Data
Tim Kutta, Martin Schumann, Holger Dette
https://arxiv.org/abs/2512.15592

Citation mentions

Cited references

Sections

8,754

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	Pesaran, Hashem and Pick, Andreas and Timmermann, ...	2022	10	2	16.0	0.227	0.874	100%
2	M. H. Pesaran and Takashi Yamagata	2008	2	2	3.0	0.045	0.644	100%
3	Tomohiro Ando and Jushan Bai	2015	2	2	3.0	0.045	0.644	100%
4	P. A. V. B. Swamy	1970	2	1	2.0	0.045	0.511	100%
5	Hsiao, Cheng and Pesaran, M Hashem	2008	1	1	1.0	0.023	0.406	100%
6	Baltagi, Badi H and Bresson, Georges and Pirotte, ...	2008	1	1	1.0	0.023	0.406	100%
7	Browning, Martin and Carro, Jesus and others	2007	1	1	1.0	0.023	0.406	100%
8	Phillips, Peter C. B. and Sul, Donggyu	2003	1	1	1.0	0.023	0.406	100%
9	Blomquist, Johan and Westerlund, Joakim	2016	1	1	1.0	0.023	0.406	100%
10	Su, Liangjun and Shi, Zhentao and Phillips, Peter ...	2016	1	1	1.0	0.023	0.406	100%
11	Wang, Wuyi and Phillips, Peter CB and Su, Liangjun	2018	1	1	1.0	0.023	0.406	100%
12	Wang, Wu and Zhu, Zhongyi	2024	1	1	1.0	0.023	0.406	100%
13	T. Kutta and H. Dette (self)	2024	1	1	1.0	0.023	0.406	100%
14	Murillo Campello and Antonio F. Galvao and Ted Juh...	2019	1	1	1.0	0.023	0.406	100%
15	Doukhan, Paul		1	1	2.0	0.023	0.406	100%
16	R. C. Bradley	2007	1	1	2.0	0.023	0.406	100%
17	Arnold Zellner	1962	1	1	2.0	0.023	0.406	100%
18	Mokkadem, A.	1988	1	1	2.0	0.023	0.406	100%
19	Dehling, Herold and Mikosch, Thomas and S\o	2002	6	3	3.0	0.136	0.215	0%
20	J. Sunklodas	1984	2	1	1.0	0.045	0.110	0%
21	Marriott, FHC and Pope, JA	1954	1	1	0.5	0.023	0.087	0%
22	Kendall, Maurice G	1954	1	1	0.5	0.023	0.087	0%
23	Whitney K. Newey and Kenneth D. West	1987	1	1	0.5	0.023	0.087	0%
24	Galántai, Aurél	2004	1	1	0.5	0.023	0.087	0%
25	Fazekas, István and Kukush, Alexander and Tómács, ...	2000	1	1	0.5	0.023	0.087	0%
26	K. Yoshihara	1978	1	1	0.5	0.023	0.087	0%

Reference

Year

Mentions

Breadth

Sec. Wtd

Composite

Main %

Pesaran, Hashem and Pick, Andreas and Timmermann, ...

2022

16.0

0.227

0.874

100%

M. H. Pesaran and Takashi Yamagata

2008

3.0

0.045

0.644

100%

Tomohiro Ando and Jushan Bai

2015

3.0

0.045

0.644

100%

P. A. V. B. Swamy

1970

2.0

0.045

0.511

100%

Hsiao, Cheng and Pesaran, M Hashem

2008

1.0

0.023

0.406

100%

Baltagi, Badi H and Bresson, Georges and Pirotte, ...

2008

1.0

0.023

0.406

100%

Browning, Martin and Carro, Jesus and others

2007

1.0

0.023

0.406

100%

Phillips, Peter C. B. and Sul, Donggyu

2003

1.0

0.023

0.406

100%

Blomquist, Johan and Westerlund, Joakim

2016

1.0

0.023

0.406

100%

Su, Liangjun and Shi, Zhentao and Phillips, Peter ...

2016

1.0

0.023

0.406

100%

Wang, Wuyi and Phillips, Peter CB and Su, Liangjun

2018

1.0

0.023

0.406

100%

Wang, Wu and Zhu, Zhongyi

2024

1.0

0.023

0.406

100%

T. Kutta and H. Dette (self)

2024

1.0

0.023

0.406

100%

Murillo Campello and Antonio F. Galvao and Ted Juh...

2019

1.0

0.023

0.406

100%

Doukhan, Paul

2.0

0.023

0.406

100%

R. C. Bradley

2007

2.0

0.023

0.406

100%

Arnold Zellner

1962

2.0

0.023

0.406

100%

Mokkadem, A.

1988

2.0

0.023

0.406

100%

Dehling, Herold and Mikosch, Thomas and S\o

2002

3.0

0.136

0.215

J. Sunklodas

1984

1.0

0.045

0.110

Marriott, FHC and Pope, JA

1954

0.5

0.023

0.087

Kendall, Maurice G

1954

0.5

0.023

0.087

Whitney K. Newey and Kenneth D. West

1987

0.5

0.023

0.087

Galántai, Aurél

2004

0.5

0.023

0.087

Fazekas, István and Kukush, Alexander and Tómács, ...

2000

0.5

0.023

0.087

K. Yoshihara

1978

0.5

0.023

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.