Citation Analysis – Model Selection in Panel Data Models: A Generalization of the Vuong Test

Model Selection in Panel Data Models: A Generalization of the Vuong Test
Jinyong Hahn, Zhipeng Liao, Konrad Menzel, Quang Vuong
https://arxiv.org/abs/2601.22354

Citation mentions

Cited references

Sections

52,542

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			8	4	10.5	0.101	0.957	88%
2	Vuong, Quang H (self)	1989	7	5	10.0	0.089	0.950	86%
3	Stéphane Bonhomme and Elena Manresa	2015	4	3	7.0	0.051	0.928	100%
4	Yoonseok Lee and Peter C.B. Phillips	2015	7	2	8.0	0.089	0.874	100%
5	Iván Fernández-Val and Martin Weidner	2016	3	2	4.0	0.038	0.737	100%
6	Xiaoxia Shi	2015	2	2	3.0	0.025	0.644	100%
7	Arellano, Manuel and Hahn, Jinyong (self)	2007	3	1	3.0	0.038	0.585	100%
8			2	1	4.0	0.025	0.511	100%
9	Manuel Arellano and Jinyong Hahn (self)	2016	2	1	2.0	0.025	0.511	100%
10	J. Neyman and Elizabeth L. Scott	1948	1	1	1.0	0.013	0.406	100%
11	Stephen Nickell	1981	1	1	1.0	0.013	0.406	100%
12	Arellano, Manuel and Bonhomme, Stéphane	2009	1	1	1.0	0.013	0.406	100%
13	C. Alan Bester and Christian Hansen	2009	1	1	1.0	0.013	0.406	100%
14	Jesus M. Carro	2007	1	1	1.0	0.013	0.406	100%
15	Dhaene, Geert and Jochmans, Koen	2015	1	1	1.0	0.013	0.406	100%
16	Iván Fernández-Val	2009	1	1	1.0	0.013	0.406	100%
17	Fernández-Val, Iván and Weidner, Martin	2018	1	1	1.0	0.013	0.406	100%
18	Iván Fernández-Val and Martin Weidner	2016	1	1	1.0	0.013	0.406	100%
19	Jinyong Hahn and Guido Kuersteiner (self)	2002	1	1	1.0	0.013	0.406	100%
20	Jinyong Hahn and Whitney Newey (self)	2004	1	1	1.0	0.013	0.406	100%
21	Bonhomme, Stéphane and Lamadon, Thibaut and Manres...	2019	1	1	1.0	0.013	0.406	100%
22	Jochmans, Koen and Weidner, Martin	2019	1	1	1.0	0.013	0.406	100%
23	Stéphane Bonhomme and Koen Jochmans and Martin Wei...	2025	1	1	1.0	0.013	0.406	100%
24	Bonhomme, Stéphane and Lamadon, Thibaut and Manres...	2022	1	1	1.0	0.013	0.406	100%
25	Douglas Rivers and Quang Vuong (self)	2002	1	1	1.0	0.013	0.406	100%
26	Xiaohong Chen and Han Hong and Matthew Shum	2007	1	1	1.0	0.013	0.406	100%
27	D. R. Cox and N. Reid	1987	1	1	1.0	0.013	0.406	100%
28	Thomas J. DiCiccio and Steven E. Stern	1993	1	1	1.0	0.013	0.406	100%
29	Thomas J. DiCiccio and Michael A. Martin and Steve...	1996	1	1	1.0	0.013	0.406	100%
30	Ferguson, H and Reid,, N and Cox, D R	1991	1	1	1.0	0.013	0.406	100%
31	Luigi Pace and Alessandra Salvan	2006	1	1	1.0	0.013	0.406	100%
32	Hahn, Jinyong and Liu, Xueyuan (self)	2022	1	1	1.0	0.013	0.406	100%
33	P. Hall and C. C. Heyde	1980	13	5	6.5	0.165	0.215	0%
34	James Davidson	1994	1	1	1.0	0.013	0.087	0%
35	Doukhan, Paul	1994	1	1	0.5	0.013	0.087	0%
36	van der Vaart, Aad and Jon Wellner	1996	1	1	0.5	0.013	0.087	0%
37	Horn, Roger A and Johnson, Charles R	2012	1	1	0.5	0.013	0.087	0%
38	Bonhomme, Ste	2015	1	1	0.5	0.013	0.087	0%

Reference

Year

Mentions

Breadth

Sec. Wtd

Composite

Main %

10.5

0.101

0.957

88%

Vuong, Quang H (self)

1989

10.0

0.089

0.950

86%

Stéphane Bonhomme and Elena Manresa

2015

7.0

0.051

0.928

100%

Yoonseok Lee and Peter C.B. Phillips

2015

8.0

0.089

0.874

100%

Iván Fernández-Val and Martin Weidner

2016

4.0

0.038

0.737

100%

Xiaoxia Shi

2015

3.0

0.025

0.644

100%

Arellano, Manuel and Hahn, Jinyong (self)

2007

3.0

0.038

0.585

100%

4.0

0.025

0.511

100%

Manuel Arellano and Jinyong Hahn (self)

2016

2.0

0.025

0.511

100%

J. Neyman and Elizabeth L. Scott

1948

1.0

0.013

0.406

100%

Stephen Nickell

1981

1.0

0.013

0.406

100%

Arellano, Manuel and Bonhomme, Stéphane

2009

1.0

0.013

0.406

100%

C. Alan Bester and Christian Hansen

2009

1.0

0.013

0.406

100%

Jesus M. Carro

2007

1.0

0.013

0.406

100%

Dhaene, Geert and Jochmans, Koen

2015

1.0

0.013

0.406

100%

Iván Fernández-Val

2009

1.0

0.013

0.406

100%

Fernández-Val, Iván and Weidner, Martin

2018

1.0

0.013

0.406

100%

Iván Fernández-Val and Martin Weidner

2016

1.0

0.013

0.406

100%

Jinyong Hahn and Guido Kuersteiner (self)

2002

1.0

0.013

0.406

100%

Jinyong Hahn and Whitney Newey (self)

2004

1.0

0.013

0.406

100%

Bonhomme, Stéphane and Lamadon, Thibaut and Manres...

2019

1.0

0.013

0.406

100%

Jochmans, Koen and Weidner, Martin

2019

1.0

0.013

0.406

100%

Stéphane Bonhomme and Koen Jochmans and Martin Wei...

2025

1.0

0.013

0.406

100%

Bonhomme, Stéphane and Lamadon, Thibaut and Manres...

2022

1.0

0.013

0.406

100%

Douglas Rivers and Quang Vuong (self)

2002

1.0

0.013

0.406

100%

Xiaohong Chen and Han Hong and Matthew Shum

2007

1.0

0.013

0.406

100%

D. R. Cox and N. Reid

1987

1.0

0.013

0.406

100%

Thomas J. DiCiccio and Steven E. Stern

1993

1.0

0.013

0.406

100%

Thomas J. DiCiccio and Michael A. Martin and Steve...

1996

1.0

0.013

0.406

100%

Ferguson, H and Reid,, N and Cox, D R

1991

1.0

0.013

0.406

100%

Luigi Pace and Alessandra Salvan

2006

1.0

0.013

0.406

100%

Hahn, Jinyong and Liu, Xueyuan (self)

2022

1.0

0.013

0.406

100%

P. Hall and C. C. Heyde

1980

6.5

0.165

0.215

James Davidson

1994

1.0

0.013

0.087

Doukhan, Paul

1994

0.5

0.013

0.087

van der Vaart, Aad and Jon Wellner

1996

0.5

0.013

0.087

Horn, Roger A and Johnson, Charles R

2012

0.5

0.013

0.087

Bonhomme, Ste

2015

0.5

0.013

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.