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OpenAlex Citation Counts

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OpenAlex is a bibliographic catalogue of scientific papers, authors and institutions accessible in open access mode, named after the Library of Alexandria. It's citation coverage is excellent and I hope you will find utility in this listing of citing articles!

If you click the article title, you'll navigate to the article, as listed in CrossRef. If you click the Open Access links, you'll navigate to the "best Open Access location". Clicking the citation count will open this listing for that article. Lastly at the bottom of the page, you'll find basic pagination options.

Requested Article:

Simultaneous multiple change-point and factor analysis for high-dimensional time series
Matteo Barigozzi, Haeran Cho, Piotr Fryźlewicz
Journal of Econometrics (2018) Vol. 206, Iss. 1, pp. 187-225
Open Access | Times Cited: 95

Showing 1-25 of 95 citing articles:

Selective review of offline change point detection methods
Charles Truong, Laurent Oudre, Nicolas Vayatis
Signal Processing (2019) Vol. 167, pp. 107299-107299
Open Access | Times Cited: 893
Essays in International Finance
Julian Fernandez Mejia
(2024)
Open Access | Times Cited: 130
Time-varying general dynamic factor models and the measurement of financial connectedness
Matteo Barigozzi, Marc Hallin, Stefano Soccorsi, et al.
Journal of Econometrics (2020) Vol. 222, Iss. 1, pp. 324-343
Open Access | Times Cited: 51
State-Varying Factor Models of Large Dimensions
Markus Pelger, Ruoxuan Xiong
Journal of Business and Economic Statistics (2021) Vol. 40, Iss. 3, pp. 1315-1333
Open Access | Times Cited: 39
The likelihood ratio test for structural changes in factor models
Jushan Bai, Jiangtao Duan, Xu Han
Journal of Econometrics (2024) Vol. 238, Iss. 2, pp. 105631-105631
Open Access | Times Cited: 5
Data segmentation algorithms: Univariate mean change and beyond
Haeran Cho, Claudia Kirch
Econometrics and Statistics (2021)
Open Access | Times Cited: 27
Forecasting oil commodity spot price in a data-rich environment
Sabri Boubaker, Zhenya Liu, Yifan Zhang
Annals of Operations Research (2022)
Open Access | Times Cited: 19
Finite Sample Change Point Inference and Identification for High-Dimensional Mean Vectors
Mengjia Yu, Xiaohui Chen
Journal of the Royal Statistical Society Series B (Statistical Methodology) (2020) Vol. 83, Iss. 2, pp. 247-270
Open Access | Times Cited: 31
Industrial productivity dilemma in management and economics: Retrospect and prospect
Fei Zheng, Yuhua Li, Ze Jian, et al.
International Journal of Management Reviews (2023) Vol. 25, Iss. 4, pp. 666-686
Closed Access | Times Cited: 9
Change-point analysis of time series with evolutionary spectra
Alessandro Casini, Pierre Perrón
Journal of Econometrics (2024) Vol. 242, Iss. 2, pp. 105811-105811
Open Access | Times Cited: 3
Optimal covariance change point localization in high dimensions
Daren Wang, Yi Yu, Alessandro Rinaldo
Bernoulli (2020) Vol. 27, Iss. 1
Open Access | Times Cited: 25
Quasi-maximum likelihood estimation of break point in high-dimensional factor models
Jiangtao Duan, Jushan Bai, Xu Han
Journal of Econometrics (2022) Vol. 233, Iss. 1, pp. 209-236
Open Access | Times Cited: 14
Multiple Change Points Detection in Low Rank and Sparse High Dimensional Vector Autoregressive Models
Peiliang Bai, Abolfazl Safikhani, George Michailidis
IEEE Transactions on Signal Processing (2020) Vol. 68, pp. 3074-3089
Open Access | Times Cited: 21
Variable Selection Based Testing for Parameter Changes in Regression with Autoregressive Dependence
Lajos Horváth, Piotr Kokoszka, Shanglin Lu
Journal of Business and Economic Statistics (2024), pp. 1-13
Closed Access | Times Cited: 2
Dynamic Factor Models: A Genealogy
Matteo Barigozzi, Marc Hallin
Studies in systems, decision and control (2024), pp. 3-24
Closed Access | Times Cited: 2
Distinguishing Time-varying Factor Models
Zhonghao Fu, Liangjun Su, Xia Wang
Journal of Business and Economic Statistics (2024), pp. 1-12
Closed Access | Times Cited: 2
Detection and estimation of structural breaks in high-dimensional functional time series
Degui Li, Runze Li, Han Lin Shang
The Annals of Statistics (2024) Vol. 52, Iss. 4
Open Access | Times Cited: 2
Modelling large dimensional datasets with Markov switching factor models
Matteo Barigozzi, Daniele Massacci
Journal of Econometrics (2024) Vol. 247, pp. 105919-105919
Open Access | Times Cited: 2
Monitoring for a change point in a sequence of distributions
Lajos Horváth, Piotr Kokoszka, Shixuan Wang
The Annals of Statistics (2021) Vol. 49, Iss. 4
Closed Access | Times Cited: 16
A robust bootstrap change point test for high-dimensional location parameter
Mengjia Yu, Xiaohui Chen
Electronic Journal of Statistics (2022) Vol. 16, Iss. 1
Open Access | Times Cited: 11
High-Dimensional Time Series Segmentation via Factor-Adjusted Vector Autoregressive Modeling
Haeran Cho, Hyeyoung Maeng, Idris A. Eckley, et al.
Journal of the American Statistical Association (2023) Vol. 119, Iss. 547, pp. 2038-2050
Open Access | Times Cited: 6
Nonparametric estimation of large covariance matrices with conditional sparsity
Hanchao Wang, Bin Peng, Degui Li, et al.
Journal of Econometrics (2020) Vol. 223, Iss. 1, pp. 53-72
Open Access | Times Cited: 17
Multiple change point estimation of trends in Covid-19 infections and deaths in India as compared with WHO regions
Pavan Kumar, Biswajit Lahiri, Rafael Alvarado
Spatial Statistics (2021) Vol. 49, pp. 100538-100538
Open Access | Times Cited: 15
Recent Developments in Factor Models and Applications in Econometric Learning
Jianqing Fan, Kunpeng Li, Yuan Liao
Annual Review of Financial Economics (2021) Vol. 13, Iss. 1, pp. 401-430
Open Access | Times Cited: 14
A wavelet-based approach for imputation in nonstationary multivariate time series
Rebecca Wilson, Idris A. Eckley, Matthew A. Nunes, et al.
Statistics and Computing (2021) Vol. 31, Iss. 2
Open Access | Times Cited: 13
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