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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:

Consistent inference for predictive regressions in persistent economic systems
Torben G. Andersen, Rasmus T. Varneskov
Journal of Econometrics (2020) Vol. 224, Iss. 1, pp. 215-244
Open Access | Times Cited: 15

Showing 15 citing articles:

CHRONOLOGICALLY TRIMMED LS FOR NONLINEAR PREDICTIVE REGRESSIONS WITH PERSISTENCE OF UNKNOWN FORM
Zhishui Hu, Ioannis Kasparis, Qiying Wang
Econometric Theory (2025), pp. 1-39
Closed Access
Frequency dependent risk
Andreas Neuhierl, Rasmus T. Varneskov
Journal of Financial Economics (2021) Vol. 140, Iss. 2, pp. 644-675
Open Access | Times Cited: 29
TIME-VARYING PARAMETER REGRESSIONS WITH STATIONARY PERSISTENT DATA
Zhishui Hu, Ioannis Kasparis, Qiying Wang
Econometric Theory (2024), pp. 1-27
Closed Access | Times Cited: 2
Extensions to IVX methods of inference for return predictability
Matei Demetrescu, Iliyan Georgiev, Paulo M.M. Rodrigues, et al.
Journal of Econometrics (2022) Vol. 237, Iss. 2, pp. 105271-105271
Open Access | Times Cited: 9
SPECTRAL FINANCIAL ECONOMETRICS
Federico M. Bandi, Andrea Tamoni
Econometric Theory (2022) Vol. 38, Iss. 6, pp. 1175-1220
Closed Access | Times Cited: 9
Testing for parameter instability and structural change in persistent predictive regressions
Torben G. Andersen, Rasmus T. Varneskov
Journal of Econometrics (2021) Vol. 231, Iss. 2, pp. 361-386
Open Access | Times Cited: 7
A New Test for Multiple Predictive Regression
Ke‐Li Xu, Junjie Guo
Journal of Financial Econometrics (2022) Vol. 22, Iss. 1, pp. 119-156
Closed Access | Times Cited: 4
Transformed regression-based long-horizon predictability tests
Matei Demetrescu, Paulo M.M. Rodrigues, A.M. Robert Taylor
Journal of Econometrics (2022) Vol. 237, Iss. 2, pp. 105316-105316
Open Access | Times Cited: 3
Consistent Local Spectrum (LCM) Inference for Predictive Return Regressions
Torben G. Andersen, Rasmus T. Varneskov
SSRN Electronic Journal (2020)
Open Access | Times Cited: 3
Penetrating sporadic return predictability
Yundong Tu, Xinling Xie
Journal of Econometrics (2023) Vol. 237, Iss. 1, pp. 105509-105509
Closed Access | Times Cited: 1
CONSISTENT LOCAL SPECTRUM INFERENCE FOR PREDICTIVE RETURN REGRESSIONS
Torben G. Andersen, Rasmus T. Varneskov
Econometric Theory (2022) Vol. 38, Iss. 6, pp. 1253-1307
Closed Access | Times Cited: 2
Predictive Regressions under Arbitrary Persistence and Stock Return Predictability
Daniel Borup, Bent Jesper Christensen, Yunus Emre Ergemen
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 1
Testing the Predictive Ability of Possibly Persistent Variables under Asymmetric Loss
Matei Demetrescu, Christoph Roling
Econometrics and Statistics (2021)
Closed Access | Times Cited: 1
Testing for Parameter Instability and Structural Change in Persistent Predictive Regressions
Torben G. Andersen, Rasmus T. Varneskov
SSRN Electronic Journal (2020)
Open Access
A New Test for Multiple Predictive Regression
Ke‐Li Xu, Junjie Guo
SSRN Electronic Journal (2021)
Closed Access
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