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:

Combination of “combinations of p values”
Lan Cheng, Xuguang Simon Sheng
Empirical Economics (2017) Vol. 53, Iss. 1, pp. 329-350
Closed Access | Times Cited: 13

Showing 13 citing articles:

Price volatility and speculative activities in futures commodity markets: A combination of combinations of p-values test
Bernardina Algieri, Arturo Leccadito
Journal of commodity markets (2018) Vol. 13, pp. 40-54
Closed Access | Times Cited: 26

Exchange rate pass-through to import prices in Europe: a panel cointegration approach
Antonia Arsova
Empirical Economics (2020) Vol. 61, Iss. 1, pp. 61-100
Open Access | Times Cited: 9

Combining p-values from various statistical methods for microbiome data
Hyeonjung Ham, Taesung Park
Frontiers in Microbiology (2022) Vol. 13
Open Access | Times Cited: 4

Survey expectations and adjustments for multiple testing
Michael P. Clements
Journal of Economic Behavior & Organization (2024) Vol. 224, pp. 338-354
Open Access

Statistical Testing for Efficient Out of Distribution Detection in Deep Neural Networks.
Matan Haroush, Tzivel Frostig, Ruth Heller, et al.
arXiv (Cornell University) (2021)
Closed Access | Times Cited: 3

Unit roots in real primary commodity prices? A meta-analysis of the Grilli and Yang data set
Diego Winkelried
Journal of commodity markets (2021) Vol. 23, pp. 100168-100168
Open Access | Times Cited: 3

A comparative study on p value combination tests for unit roots in multiple time series
Mauro Costantini, Claudio Lupi
Communications in Statistics - Simulation and Computation (2023) Vol. 53, Iss. 11, pp. 5290-5304
Closed Access

Multiple Testing for No Cointegration under Nonstationary Volatility
Matei Demetrescu, Christoph Hanck
Oxford Bulletin of Economics and Statistics (2017) Vol. 80, Iss. 3, pp. 485-513
Closed Access

Combination of Tests for Cointegration in Cross‐Correlated Panels
Verena Werkmann
Oxford Bulletin of Economics and Statistics (2018) Vol. 81, Iss. 1, pp. 195-213
Open Access

Multiple testing approaches for hypotheses in integrative genomics
Pratyaydipta Rudra, Efrén Cruz‐Cortés, Xuhong Zhang, et al.
Wiley Interdisciplinary Reviews Computational Statistics (2019) Vol. 12, Iss. 6
Open Access

A Frequency-Specific Factorization to Identify Commonalities with an Application to the European Bond Markets
Simona Boffelli, Jan Novotný, Giovanni Urga
Journal of Financial Econometrics (2020) Vol. 20, Iss. 4, pp. 681-715
Open Access

A statistical framework for efficient out of distribution detection in deep neural networks
Matan Haroush, Tzviel Frostig, Ruth Heller, et al.
arXiv (Cornell University) (2021)
Closed Access

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