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Citation Analysis

Finite-Sample Properties of Model Specification Tests for Multivariate Dynamic Regression Models
Koichiro Moriya, Akihiko Noda
https://arxiv.org/abs/2601.21272
149
Citation mentions
77
Cited references
7
Sections
16,544
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 Lazarus, E. and Lewis, D. J. and Stock, J. H. and ... 2018 5 4 9.0 0.034 1.000 100%
2 Lazarus, E. and Lewis, D. J. and Stock, J. H. 2021 6 5 11.0 0.040 1.000 100%
3 Fama, E. F. and French, K. R. 1993 9 6 16.0 0.060 1.000 100%
4 Baillie, R. T. and Diebold, F. X. and Kapetanios, ... 2024 8 6 15.0 0.054 1.000 100%
5 Fama, E. F. and French, K. R. 2015 9 6 17.0 0.060 1.000 100%
6 Perron, P. and Gonz\'a 2022 13 8 26.0 0.087 1.000 100%
7 Gibbons, M. R. and Ross, S. A. and Shanken, J. 1989 4 4 7.0 0.027 0.928 100%
8 Nagakura, D. 2024 4 4 8.0 0.027 0.928 100%
9 Fama, E. F. and French, K. R. 2016 3 3 6.0 0.020 0.843 100%
10 Fama, E. F. and French, K. R. 2017 3 3 6.0 0.020 0.843 100%
11 Breusch, T. S. and Pagan, A. R. 1980 2 2 3.0 0.013 0.644 100%
12 Zhou, G. 1991 2 2 3.0 0.013 0.644 100%
13 Pesaran, M. H. and Yamagata, T. 2008 2 2 3.0 0.013 0.644 100%
14 Affleck-Graves, J. and McDonald, B. 1989 2 2 3.0 0.013 0.644 100%
15 2 2 3.0 0.013 0.644 100%
16 Kiefer, N. M. and Vogelsang, T. J. and Bunzel, H. 2000 2 2 3.0 0.013 0.644 100%
17 Kiefer, N. M. and Vogelsang, T. J. 2002 2 2 3.0 0.013 0.644 100%
18 Kiefer, N. M. and Vogelsang, T. J. 2005 2 2 3.0 0.013 0.644 100%
19 Ray, S. and Savin, N. E. 2008 2 2 3.0 0.013 0.644 100%
20 Ray, S. and Savin, N. E. and Tiwari, A. 2009 2 2 3.0 0.013 0.644 100%
21 Sharpe, W. F. 1964 2 2 3.0 0.013 0.644 100%
22 Lintner, J. 1965 2 2 3.0 0.013 0.644 100%
23 Zellner, A. 1962 2 2 3.0 0.013 0.644 100%
24 Stock, J. H. and Watson, M. W. 2019 2 2 4.0 0.013 0.644 100%
25 Fama, E. F. and French, K. R. 2018 2 2 4.0 0.013 0.644 100%
26 Fama, E. F. and French, K. R. 2020 2 2 4.0 0.013 0.644 100%
27 Cakici, N. and Fabozzi, F. J. and Tan, S. 2013 2 2 4.0 0.013 0.644 100%
28 Bernstein, J. and Nadiri, M. I. 1989 1 1 1.0 0.007 0.406 100%
29 Jaffe, A. B. 1989 1 1 1.0 0.007 0.406 100%
30 Peremans, K. and Aelst, S. V. 2018 1 1 1.0 0.007 0.406 100%
31 Pesaran, M. H. 2006 1 1 1.0 0.007 0.406 100%
32 Martin, S. and Rice, N. and Jacobs, R. and Smith, ... 2007 1 1 1.0 0.007 0.406 100%
33 Baltagi, B. H. and Bresson, G. 2011 1 1 1.0 0.007 0.406 100%
34 Pesaran, M. H. and Schuermann, T. and Weiner, S. M... 2004 1 1 1.0 0.007 0.406 100%
35 Blomberg, S. B. and Hess, G. D. and Orphanides, A. 2004 1 1 1.0 0.007 0.406 100%
36 Barrios, S. and Bertinelli, L. and Strobl, E. 2010 1 1 1.0 0.007 0.406 100%
37 Diebold, F. X. and Yilmaz, K. 2009 1 1 1.0 0.007 0.406 100%
38 Billio, M. and Getmansky, M. and Lo, A. W. and Pel... 2012 1 1 1.0 0.007 0.406 100%
39 Zhang, D. and Hu, M. and Ji, Q. 2020 1 1 1.0 0.007 0.406 100%
40 Cont, R. 2001 1 1 1.0 0.007 0.406 100%
41 Harvey, C. R. and Siddique, A. 2002 1 1 1.0 0.007 0.406 100%
42 Huang, W. and Liu, Q. and Rhee, G. and Wu, F. 2012 1 1 1.0 0.007 0.406 100%
43 Zhou, G. 1993 1 1 1.0 0.007 0.406 100%
44 Newey, W. K. and West, K. D. 1994 1 1 1.0 0.007 0.406 100%
45 1 1 1.0 0.007 0.406 100%
46 Den Haan, W. J. and Levin, A. 1997 1 1 1.0 0.007 0.406 100%
47 M\"u 2014 1 1 1.0 0.007 0.406 100%
48 Kiefer, N. M. and Vogelsang, T. J. 2002 1 1 1.0 0.007 0.406 100%
49 Phillips, P. C. B. and Sun, Y. and Jin, S. 2006 1 1 1.0 0.007 0.406 100%
50 Phillips, P. C. B. and Sun, Y. and Jin, S. 2007 1 1 1.0 0.007 0.406 100%
51 Sun, Y. and Phillips, P. C. B. and Jin, S. 2008 1 1 1.0 0.007 0.406 100%
52 Durbin, J. 1970 1 1 1.0 0.007 0.406 100%
53 Hansen, B. 2022 1 1 2.0 0.007 0.406 100%
54 1 1 2.0 0.007 0.406 100%
55 Stock, J. H. and Watson, M. W. 2001 1 1 2.0 0.007 0.406 100%
56 1 1 2.0 0.007 0.406 100%
57 Ross, S.A. 1976 1 1 2.0 0.007 0.406 100%
58 Cochrane, D. and Orcutt, G.H. 1949 1 1 2.0 0.007 0.406 100%
59 Schwarz, G. 1978 1 1 2.0 0.007 0.406 100%
60 Davidson, R. and MacKinnon, J. G. 1999 1 1 2.0 0.007 0.406 100%
61 MacKinnon, J. D. 2006 1 1 2.0 0.007 0.406 100%
62 B\"u 1997 1 1 2.0 0.007 0.406 100%
63 Beran, R. 1988 1 1 2.0 0.007 0.406 100%
64 Booth, J. G. and Hall, P. 1994 1 1 2.0 0.007 0.406 100%
65 Davidson, R. and MacKinnon, J. G. 2007 1 1 2.0 0.007 0.406 100%
66 Kamstra, M. J. and Shi, R. 2024 1 1 2.0 0.007 0.406 100%
67 Sun, Y. 2014 1 1 2.0 0.007 0.406 100%
68 Jansson, M. 2004 1 1 2.0 0.007 0.406 100%
69 Moriya, K. and Noda, A. (self) 2024 1 1 2.0 0.007 0.406 100%
70 Lewellen, J. and Nagel, S. and Shanken, J. 2010 1 1 2.0 0.007 0.406 100%
71 Fama, E. F. and French, K. R. 2012 1 1 2.0 0.007 0.406 100%
72 Bekaert, G. ad Ehrmann, M. and Fratzscher, M. and ... 2014 1 1 2.0 0.007 0.406 100%
73 Lehkonen, H. 2015 1 1 2.0 0.007 0.406 100%
74 Ndako, J. A. and Kumeka, T. T. and Adedoyin, F. F.... 2025 1 1 2.0 0.007 0.406 100%
75 Said, S.E. and Dickey, D.A. 1984 1 1 2.0 0.007 0.406 100%
76 2 1 1.0 0.013 0.110 0%
77 1 1 0.5 0.007 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.

Citation intensity data generated from LaTeX source analysis.