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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:

Quantile Factor Models
Liang Chen, Juan J. Dolado, Jesús Gonzalo
Econometrica (2021) Vol. 89, Iss. 2, pp. 875-910
Open Access | Times Cited: 67

Showing 1-25 of 67 citing articles:

Energy forecasting in smart grid systems: recent advancements in probabilistic deep learning
Devinder Kaur, Shama Naz Islam, M. A. Mahmud, et al.
IET Generation Transmission & Distribution (2022) Vol. 16, Iss. 22, pp. 4461-4479
Open Access | Times Cited: 27
Dynamic economics with quantile preferences
Luciano I. de Castro, Antonio F. Galvao, Daniel Nunes
Theoretical Economics (2025) Vol. 20, Iss. 1, pp. 353-425
Open Access
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
A Simple Quantile Regression Model Linking Micro Outcomes to Macro Covariates
Xiaohong Chen, Gaosheng Ju, Qi Li
International Economic Review (2025)
Closed Access
Quantile prediction with factor-augmented regression: Structural instability and model uncertainty
Yundong Tu, Siwei Wang
Journal of Econometrics (2025) Vol. 249, pp. 105999-105999
Closed Access
Inflation co-movement: new insights from quantile factor model
Şaban Nazlıoğlu, Sinem Pınar Gürel, Sevcan Güneş, et al.
Empirical Economics (2025)
Open Access
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
State-Dependent Pricing of Monetary Policy Nonlinearities and Inflation at Risk for China
Qiang Xiao, Haiqing Cao, Yongda He, et al.
Research in International Business and Finance (2025), pp. 102761-102761
Closed Access
When structural break meets threshold effect: Factor analysis under structural instabilities
Chenchen Ma, Yundong Tu
Journal of Econometrics (2025) Vol. 249, pp. 105972-105972
Closed Access
High-dimensional latent panel quantile regression with an application to asset pricing
Alexandre Belloni, Mingli Chen, Oscar Hernán Madrid Padilla, et al.
The Annals of Statistics (2023) Vol. 51, Iss. 1
Open Access | Times Cited: 9
Binary response models for heterogeneous panel data with interactive fixed effects
Jiti Gao, Fei Liu, Bin Peng, et al.
Journal of Econometrics (2023) Vol. 235, Iss. 2, pp. 1654-1679
Open Access | Times Cited: 7
Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics
James Mitchell, Aubrey Poon, Dan Zhu
Journal of Applied Econometrics (2024) Vol. 39, Iss. 5, pp. 790-812
Open Access | Times Cited: 2
Spanning latent and observable factors
Eleni Andreou, Patrick Gagliardini, Éric Ghysels, et al.
Journal of Econometrics (2024), pp. 105743-105743
Closed Access | Times Cited: 2
Looking ahead: Forecasting total energy carbon dioxide emissions
Bernardina Algieri, Leonardo Iania, Arturo Leccadito
Cleaner Environmental Systems (2023) Vol. 9, pp. 100112-100112
Open Access | Times Cited: 5
Probabilistic Quantile Factor Analysis
Dimitris Korobilis, Maximilian Schröder
SSRN Electronic Journal (2023)
Open Access | Times Cited: 5
A spatial panel quantile model with unobserved heterogeneity
Tomohiro Ando, Kunpeng Li, Lina Lu
Journal of Econometrics (2021) Vol. 232, Iss. 1, pp. 191-213
Open Access | Times Cited: 11
NUCLEAR NORM REGULARIZED QUANTILE REGRESSION WITH INTERACTIVE FIXED EFFECTS
Junlong Feng
Econometric Theory (2023), pp. 1-31
Closed Access | Times Cited: 4
Monitoring multi-country macroeconomic risk: A quantile factor-augmented vector autoregressive (QFAVAR) approach
Dimitris Korobilis, Maximilian Schröder
Journal of Econometrics (2024), pp. 105730-105730
Open Access | Times Cited: 1
One Factor to Bind the Cross-Section of Returns
Nicola Borri, Denis Chetverikov, Yukun Liu, et al.
SSRN Electronic Journal (2024)
Open Access | Times Cited: 1
Functional quantile principal component analysis
Álvaro Méndez-Civieta, Ying Wei, Keith M. Diaz, et al.
Biostatistics (2024) Vol. 26, Iss. 1
Open Access | Times Cited: 1
Aggregate skewness and the business cycle
Martin Iseringhausen, Iván Petrella, Konstantinos Theodoridis
SSRN Electronic Journal (2022)
Open Access | Times Cited: 7
Asset Pricing via the Conditional Quantile Variational Autoencoder
Xuanling Yang, Zhoufan Zhu, Dong Li, et al.
Journal of Business and Economic Statistics (2023) Vol. 42, Iss. 2, pp. 681-694
Open Access | Times Cited: 3
Robust PCA for high‐dimensional data based on characteristic transformation
Lingyu He, Yanrong Yang, Bo Zhang
Australian & New Zealand Journal of Statistics (2023) Vol. 65, Iss. 2, pp. 127-151
Open Access | Times Cited: 3
Causal relationship analysis of high-dimensional time series based on quantile factor model
Hui Liu, Huiling Liang, Liu Li-wei, et al.
Knowledge-Based Systems (2023) Vol. 284, pp. 111263-111263
Closed Access | Times Cited: 3
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