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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:

Dynamic spatial autoregressive models with autoregressive and heteroskedastic disturbances
Leopoldo Catania, Anna Gloria Billé
Journal of Applied Econometrics (2017) Vol. 32, Iss. 6, pp. 1178-1196
Open Access | Times Cited: 43

Showing 1-25 of 43 citing articles:

Maximum likelihood estimation for score-driven models
Francisco Blasques, J. van Brummelen, Siem Jan Koopman, et al.
Journal of Econometrics (2021) Vol. 227, Iss. 2, pp. 325-346
Open Access | Times Cited: 63
Generalized Autoregressive Score Models in R: The GAS Package
David Ardia, Kris Boudt, Leopoldo Catania
Journal of Statistical Software (2019) Vol. 88, Iss. 6
Open Access | Times Cited: 55
The impact of European Cohesion Policy: a spatial perspective
Vito Amendolagine, Francesco Prota, Laura Serlenga
Journal of Economic Geography (2024) Vol. 24, Iss. 4, pp. 477-494
Closed Access | Times Cited: 6
Urban Vibrancy: An Emerging Factor that Spatially Influences the Real Estate Market
Alice Barreca, Rocco Antonio Curto, Diana Rolando
Sustainability (2020) Vol. 12, Iss. 1, pp. 346-346
Open Access | Times Cited: 48
On the optimality of score-driven models
Paolo Gorgi, Christopher S. A. Lauria, Alessandra Luati
Biometrika (2023) Vol. 111, Iss. 3, pp. 865-880
Open Access | Times Cited: 11
New score-driven scale and shape interactions: an application to international stock indices
Szabolcs Blazsek, Morgan Hall
Applied Economics (2025), pp. 1-21
Closed Access
A spatial analysis of contagion in sovereign credit default swaps
Pelin Akçagün-Narin, Süleyman Taşpınar, Osman Doğan
Journal of Financial Econometrics (2025) Vol. 23, Iss. 3
Closed Access
Modelling regional productivity performance across Western Europe
Julián Ramajo Hernández, Geoffrey J. D. Hewings
Regional Studies (2017) Vol. 52, Iss. 10, pp. 1372-1387
Open Access | Times Cited: 30
Generalized Autoregressive Score Models in R: The GAS Package
David Ardia, Kris Boudt, Leopoldo Catania
SSRN Electronic Journal (2016)
Open Access | Times Cited: 22
A multivariate spatial and spatiotemporal ARCH Model
Philipp Otto
Spatial Statistics (2024) Vol. 60, pp. 100823-100823
Open Access | Times Cited: 2
Spatial and spatiotemporal volatility models: A review
Philipp Otto, Osman Doğan, Süleyman Taşpınar, et al.
Journal of Economic Surveys (2024)
Open Access | Times Cited: 2
Partial ML estimation for spatial autoregressive nonlinear probit models with autoregressive disturbances
Anna Gloria Billé, Samantha Leorato
Econometric Reviews (2019) Vol. 39, Iss. 5, pp. 437-475
Open Access | Times Cited: 15
Forecasting short-term defaults of firms in a commercial network via Bayesian spatial and spatio-temporal methods
Claudia Berloco, Raffaele Argiento, Silvia Montagna
International Journal of Forecasting (2022) Vol. 39, Iss. 3, pp. 1065-1077
Open Access | Times Cited: 8
Regional economic disparities, spatial dependence and proximity structures
Alfredo Cartone, Domenica Panzera, Paolo Postiglione
Regional Science Policy & Practice (2021) Vol. 14, Iss. 5, pp. 1034-1051
Open Access | Times Cited: 11
Financial Linkages and Sectoral Business Cycle Synchronization: Evidence from Europe
Hannes Böhm, Julia Schaumburg, Lena Tonzer
IMF Economic Review (2022) Vol. 70, Iss. 4, pp. 698-734
Closed Access | Times Cited: 8
Score-driven cryptocurrency and equity portfolios
Szabolcs Blazsek, Richard Bowen
Applied Economics (2023) Vol. 56, Iss. 18, pp. 2109-2128
Closed Access | Times Cited: 4
Score-Driven Time Series Models
Andrew Harvey
Annual Review of Statistics and Its Application (2021) Vol. 9, Iss. 1, pp. 321-342
Open Access | Times Cited: 10
Finite Sample Optimality of Score-Driven Volatility Models: Some Monte Carlo Evidence
Francisco Blasques, André Lucas, A.C. van Vlodrop
Econometrics and Statistics (2020) Vol. 19, pp. 47-57
Open Access | Times Cited: 10
Bad or good neighbours: a spatial financial contagion study
Matteo Foglia, Alessandra Ortolano, Elisa Di Febo, et al.
Studies in Economics and Finance (2020) Vol. 37, Iss. 4, pp. 753-776
Open Access | Times Cited: 9
Dynamic Spatial Autoregressive Models with Time-Varying Spatial Weighting Matrices
Anna Gloria Billé, Francisco Blasques, Leopoldo Catania
SSRN Electronic Journal (2018)
Open Access | Times Cited: 9
Specification Tests for Temporal Heterogeneity in Spatial Panel Data Models with Fixed Effects
Yuhong Xu, Zhenlin Yang
Regional Science and Urban Economics (2019) Vol. 81, pp. 103488-103488
Open Access | Times Cited: 9
The Time-Spatial Dimension of Eurozone Banking Systemic Risk
Matteo Foglia, Eliana Angelini
Risks (2019) Vol. 7, Iss. 3, pp. 75-75
Open Access | Times Cited: 9
Score-Driven Modeling of Spatio-Temporal Data
Francesca Gasperoni, Alessandra Luati, Lucia Paci, et al.
Journal of the American Statistical Association (2021) Vol. 118, Iss. 542, pp. 1066-1077
Open Access | Times Cited: 8
Fixed effects spatial panel data models with time-varying spatial dependence
Juncong Guo, Xi Qu
Economics Letters (2020) Vol. 196, pp. 109531-109531
Closed Access | Times Cited: 7
Estimating a spatial autoregressive model with autoregressive disturbances based on the indirect inference principle
Yong Bao, X. Liu
Spatial Economic Analysis (2021) Vol. 16, Iss. 4, pp. 506-529
Open Access | Times Cited: 6
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