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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:

Projected estimation for large-dimensional matrix factor models
Long Yu, Yong He, Xinbing Kong, et al.
Journal of Econometrics (2021) Vol. 229, Iss. 1, pp. 201-217
Open Access | Times Cited: 32

Showing 1-25 of 32 citing articles:

Large Bayesian matrix autoregressions
Joshua C. C. Chan, Yaling Qi
Journal of Econometrics (2025), pp. 105955-105955
Closed Access | Times Cited: 1
Huber Principal Component Analysis for large-dimensional factor models
Yong He, Lingxiao Li, Dong Liu, et al.
Journal of Econometrics (2025) Vol. 249, pp. 105993-105993
Closed Access
Sustainable development principles in firm operations: evidence across industries
Anson Au
Sustainability Accounting Management and Policy Journal (2025)
Closed Access
One-way or two-way factor model for matrix sequences?
Yong He, Xinbing Kong, Lorenzo Trapani, et al.
Journal of Econometrics (2023) Vol. 235, Iss. 2, pp. 1981-2004
Open Access | Times Cited: 12
Matrix Factor Analysis: From Least Squares to Iterative Projection
Yong He, Xinbing Kong, Long Yu, et al.
Journal of Business and Economic Statistics (2023) Vol. 42, Iss. 1, pp. 322-334
Open Access | Times Cited: 12
Bayesian Dynamic Factor Models for High-Dimensional Matrix-Valued Time Series
Wei Zhang
(2025)
Closed Access
Matrix-factor-augmented regression
Xiong Cai, Xinbing Kong, X F Wu, et al.
Journal of Business and Economic Statistics (2025), pp. 1-28
Closed Access
Rank and factor loadings estimation in time series tensor factor model by pre-averaging
Weilin Chen, Clifford Lam
The Annals of Statistics (2024) Vol. 52, Iss. 1
Open Access | Times Cited: 3
Three-Dimensional Factor Models with Global and Local Factors *
Sainan Jin, Xun Lu, Liangjun Su
(2024)
Closed Access | Times Cited: 3
Time-Varying Matrix Factor Models
Bin Chen, Elynn Chen, Stevenson Bolívar, et al.
SSRN Electronic Journal (2024)
Open Access | Times Cited: 2
Influencing Factors and Prediction of Carbon Trading Market Prices in China via Elliptical Factor Analysis
Linlin Yan, Xiaolan Chen, Yi Yang, et al.
Journal of Systems Science and Complexity (2024) Vol. 37, Iss. 6, pp. 2680-2696
Closed Access | Times Cited: 2
Robust projected principal component analysis for large-dimensional semiparametric factor modeling
Shuquan Yang, Nengxiang Ling
Journal of Multivariate Analysis (2023) Vol. 195, pp. 105155-105155
Closed Access | Times Cited: 4
Some recent trends in embeddings of time series and dynamic networks
Dag Tjøstheim, Martin Jullum, Anders Løland
Journal of Time Series Analysis (2023) Vol. 44, Iss. 5-6, pp. 686-709
Open Access | Times Cited: 4
Two-way dynamic factor models for high-dimensional matrix-valued time series
Chaofeng Yuan, Zhigen Gao, Xuming He, et al.
Journal of the Royal Statistical Society Series B (Statistical Methodology) (2023) Vol. 85, Iss. 5, pp. 1517-1537
Closed Access | Times Cited: 4
Modeling and Learning on High-Dimensional Matrix-Variate Sequences
Xu Zhang, Chunling Liu, Jianhua Guo, et al.
Journal of the American Statistical Association (2024), pp. 1-16
Open Access | Times Cited: 1
Online change-point detection for matrix-valued time series with latent two-way factor structure
Yong He, Xinbing Kong, Lorenzo Trapani, et al.
The Annals of Statistics (2024) Vol. 52, Iss. 4
Open Access | Times Cited: 1
Tensor Principal Component Analysis in High Dimensional CP Models
Yuefeng Han, Cun‐Hui Zhang
IEEE Transactions on Information Theory (2022) Vol. 69, Iss. 2, pp. 1147-1167
Open Access | Times Cited: 7
Adaptively robust high-dimensional matrix factor analysis under Huber loss function
Yinzhi Wang, Yingqiu Zhu, Qiang Sun, et al.
Journal of Statistical Planning and Inference (2023) Vol. 231, pp. 106137-106137
Closed Access | Times Cited: 2
Factor Augmented Matrix Regression
Elynn Chen, Jianqing Fan, Xiaonan Zhu
(2024)
Open Access
Robust matrix factor analysis method with adaptive parameter adjustment using Cauchy weighting
Junchen Li
Computational Statistics (2024)
Closed Access
Matrix GARCH model: Inference and application*
Cheng Yu, Dong Li, Feiyu Jiang, et al.
Journal of the American Statistical Association (2024), pp. 1-31
Open Access
Quasi maximum likelihood estimation for large-dimensional matrix factor models
Xu Sainan, Chaofeng Yuan, Jianhua Guo
Journal of Business and Economic Statistics (2024), pp. 1-25
Closed Access
Research and application of heteroskedasticity diagnostic method of matrix factor modeling
Qing Jin, Weijun Ma
Journal of Physics Conference Series (2024) Vol. 2898, Iss. 1, pp. 012014-012014
Open Access
Construction of an efficient evaluation model for athletic athletes' competitive ability based on deep neural network algorithm
Yuhan Niu
3C Empresa Investigación y pensamiento crítico (2023) Vol. 12, Iss. 01, pp. 111-131
Open Access | Times Cited: 1
Low‐rank latent matrix‐factor prediction modeling for generalized high‐dimensional matrix‐variate regression
Yuzhe Zhang, Xu Zhang, Hong Zhang, et al.
Statistics in Medicine (2023) Vol. 42, Iss. 20, pp. 3616-3635
Open Access | Times Cited: 1
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