Ordered by composite index (descending). Higher values indicate more intensive citation.
| # | Reference | Year | Mentions | Breadth | Sec. Wtd | Share | Composite | Main % |
|---|---|---|---|---|---|---|---|---|
| 1 | Michael W. McCracken and Serena Ng | 2021 | 4 | 3 | 7.0 | 0.060 | 0.928 | 100% |
| 2 | A. Chudik and G. Kapetanios and M. H. Pesaran (self) | 2018 | 15 | 7 | 17.5 | 0.224 | 0.811 | 53% |
| 3 | Dendramis, Yiannis and Giraitis, Liudas and Kapeta... (self) | 2021 | 7 | 5 | 7.5 | 0.104 | 0.754 | 43% |
| 4 | R. Tibshirani | 1996 | 2 | 2 | 3.0 | 0.030 | 0.644 | 100% |
| 5 | Matthews, Brian W. | 1975 | 2 | 2 | 3.0 | 0.030 | 0.644 | 100% |
| 6 | Zhao, Peng and Yu, Bin | 2006 | 3 | 3 | 3.0 | 0.045 | 0.585 | 33% |
| 7 | J. Fan and R. Li | 2001 | 1 | 1 | 1.0 | 0.015 | 0.406 | 100% |
| 8 | A. Antoniadis and J. Fan | 2001 | 1 | 1 | 1.0 | 0.015 | 0.406 | 100% |
| 9 | B. Efron and T. Hastie and I Johnstone and R. Tibs... | 2004 | 1 | 1 | 1.0 | 0.015 | 0.406 | 100% |
| 10 | H. Zhou and T. Hastie | 2005 | 1 | 1 | 1.0 | 0.015 | 0.406 | 100% |
| 11 | E. Candes and T. Tao | 2007 | 1 | 1 | 1.0 | 0.015 | 0.406 | 100% |
| 12 | J. Lv and Y. Fan | 2009 | 1 | 1 | 1.0 | 0.015 | 0.406 | 100% |
| 13 | J. P. Bickel and Y. Ritov and A. Tsybakov | 2009 | 1 | 1 | 1.0 | 0.015 | 0.406 | 100% |
| 14 | C. H. Zhang | 2010 | 1 | 1 | 1.0 | 0.015 | 0.406 | 100% |
| 15 | J. Fan and J. Lv | 2013 | 1 | 1 | 1.0 | 0.015 | 0.406 | 100% |
| 16 | J. Fan and C. Tang | 2013 | 1 | 1 | 1.0 | 0.015 | 0.406 | 100% |
| 17 | J. Friedman | 2001 | 1 | 1 | 1.0 | 0.015 | 0.406 | 100% |
| 18 | P. Buhlmann | 2006 | 1 | 1 | 1.0 | 0.015 | 0.406 | 100% |
| 19 | Kapetanios, George and Blake, Andrew P. (self) | 2010 | 1 | 1 | 1.0 | 0.015 | 0.406 | 100% |
| 20 | Y. Leng and Y. Lin and G. Wahba | 2006 | 1 | 1 | 1.0 | 0.015 | 0.406 | 100% |
| 21 | Hastie, T. and Tibshirani R. and Friedman J. | 2009 | 1 | 1 | 1.0 | 0.015 | 0.406 | 100% |
| 22 | J. Chen and Z. Chen | 2008 | 1 | 1 | 1.0 | 0.015 | 0.406 | 100% |
| 23 | J. Fan and J. Lv | 2008 | 1 | 1 | 1.0 | 0.015 | 0.406 | 100% |
| 24 | J. Huang and J. Horowitz and S. Ma | 2008 | 1 | 1 | 1.0 | 0.015 | 0.406 | 100% |
| 25 | J. Fan and R. Samworth and Y. Wu | 2009 | 1 | 1 | 1.0 | 0.015 | 0.406 | 100% |
| 26 | J. Fan and R. Song | 2010 | 1 | 1 | 1.0 | 0.015 | 0.406 | 100% |
| 27 | W. Fithian and J. Taylor and R. J. Tibshirani and ... | 2015 | 1 | 1 | 1.0 | 0.015 | 0.406 | 100% |
| 28 | Sharifvaghefi, Mahrad | 2025 | 1 | 1 | 1.0 | 0.015 | 0.406 | 100% |
| 29 | Leeb, Hannes and Po | 2008 | 1 | 1 | 2.0 | 0.015 | 0.406 | 100% |
| 30 | Meinshausen, Nicolai and Bu | 2006 | 1 | 1 | 2.0 | 0.015 | 0.406 | 100% |
| 31 | Wainwright, Martin J. | 2009 | 1 | 1 | 2.0 | 0.015 | 0.406 | 100% |
| 32 | Stock, James H. and Watson, Mark W. | 2002 | 1 | 1 | 2.0 | 0.015 | 0.406 | 100% |
| 33 | Chicco, Davide and Jurman, Giuseppe | 2020 | 1 | 1 | 2.0 | 0.015 | 0.406 | 100% |
| 34 | Stock, James H. and Watson, Mark | 2012 | 1 | 1 | 2.0 | 0.015 | 0.406 | 100% |
| 35 | Kvam, Isak | 2025 | 1 | 1 | 2.0 | 0.015 | 0.406 | 100% |
| 36 | Atkeson, Andrew and Ohanian, Lee E. | 2001 | 1 | 1 | 2.0 | 0.015 | 0.406 | 100% |
| 37 | Stock, James H. and Watson, Mark W. | 2008 | 1 | 1 | 2.0 | 0.015 | 0.406 | 100% |
| 38 | Blanchard, Olivier | 2016 | 1 | 1 | 2.0 | 0.015 | 0.406 | 100% |
| 39 | Galí, Jordi | 2019 | 1 | 1 | 2.0 | 0.015 | 0.406 | 100% |
| 40 | Friedman, Milton | 1968 | 1 | 1 | 2.0 | 0.015 | 0.406 | 100% |