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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:

Noncausal vector AR processes with application to economic time series
Richard A. Davis, Li Song
Journal of Econometrics (2020) Vol. 216, Iss. 1, pp. 246-267
Closed Access | Times Cited: 24

Showing 24 citing articles:

Autoregressive models for matrix-valued time series
Rong Chen, Xiao Han, Dan Yang
Journal of Econometrics (2020) Vol. 222, Iss. 1, pp. 539-560
Open Access | Times Cited: 80
Filtering, Prediction and Simulation Methods for Noncausal Processes
Christian Gouriéroux, Joann Jasiak
Journal of Time Series Analysis (2015) Vol. 37, Iss. 3, pp. 405-430
Closed Access | Times Cited: 48
Modelling common bubbles in cryptocurrency prices
M. Hall, Joann Jasiak
Economic Modelling (2024) Vol. 139, pp. 106782-106782
Open Access | Times Cited: 4
Optimization of the generalized covariance estimator in noncausal processes
Gianluca Cubadda, Francesco Giancaterini, Alain Hecq, et al.
Statistics and Computing (2024) Vol. 34, Iss. 4
Open Access | Times Cited: 2
Noncausal vector autoregressive process: Representation, identification and semi-parametric estimation
Christian Gouriéroux, Joann Jasiak
Journal of Econometrics (2017) Vol. 200, Iss. 1, pp. 118-134
Closed Access | Times Cited: 21
Dimensionality reduction for multivariate time-series data mining
Xiaoji Wan, Hailin Li, Liping Zhang, et al.
The Journal of Supercomputing (2022) Vol. 78, Iss. 7, pp. 9862-9878
Closed Access | Times Cited: 10
Optimization of the Generalized Covariance Estimator in Noncausal Processes
Gianluca Cubadda, Francesco Giancaterini, Alain Hecq, et al.
SSRN Electronic Journal (2024)
Open Access | Times Cited: 1
Noncausal Bayesian Vector Autoregression
Markku Lanne, Jani Luoto
Journal of Applied Econometrics (2016) Vol. 31, Iss. 7, pp. 1392-1406
Open Access | Times Cited: 9
Some Singularities of Linear AR Processes Characterization in Applied Problems of Power Equipment and Power Systems Diagnosis
Valeriy M. Zvaritch
Studies in systems, decision and control (2023), pp. 263-278
Closed Access | Times Cited: 3
Generalized Covariance Estimator
Christian Gouriéroux, Joann Jasiak
Journal of Business and Economic Statistics (2022) Vol. 41, Iss. 4, pp. 1315-1327
Open Access | Times Cited: 5
Stock market's response to real output shocks in Eastern European frontier markets: A VARwAL model
Numan Ülkü, Duminda Kuruppuarachchi, Olga Kuzmicheva
Emerging Markets Review (2017) Vol. 33, pp. 140-154
Closed Access | Times Cited: 7
Noncausal affine processes with applications to derivative pricing
Christian Gouriéroux, Yang Lu
Mathematical Finance (2023) Vol. 33, Iss. 3, pp. 766-796
Open Access | Times Cited: 2
Some features of the systems for monitoring and diagnostic hydro units technical condition with considering smart grid technology
Valeriy M. Zvaritch, Євген Зайцев, Mykhailo V. Myslovych, et al.
IOP Conference Series Earth and Environmental Science (2023) Vol. 1254, Iss. 1, pp. 012026-012026
Open Access | Times Cited: 2
Multivariate Time Series Data Clustering Method Based on Dynamic Time Warping and Affinity Propagation
Xiaoji Wan, Hailin Li, Liping Zhang, et al.
Wireless Communications and Mobile Computing (2021) Vol. 2021, pp. 1-8
Open Access | Times Cited: 5
On causal and non‐causal cointegrated vector autoregressive time series
Anders Rygh Swensen
Journal of Time Series Analysis (2021) Vol. 43, Iss. 2, pp. 178-196
Open Access | Times Cited: 5
An Introduction to Bootstrap Theory in Time Series Econometrics
Giuseppe Cavaliere, Heino Bohn Nielsen, Anders Rahbek
SSRN Electronic Journal (2020)
Open Access | Times Cited: 1
Noncausal AR-GARCH Model and Its Applications in Asset Pricing
Shiqing Ling, Zhenya Liu, Shixuan Wang, et al.
SSRN Electronic Journal (2023)
Closed Access
Stock Market's Response to Real Output Shocks in China: A VARwAL Estimation
Numan Ülkü, Kexing Wu
China & World Economy (2023) Vol. 31, Iss. 5, pp. 1-25
Open Access
News, Noise, and Tests of Present Value Models

SSRN Electronic Journal (2017)
Open Access
Detecting Co-Movements in Noncausal Time Series
Gianluca Cubadda, Alain Hecq, Sean Telg
SSRN Electronic Journal (2018)
Open Access
Time Series Analysis of Bitcoin
Andrew Hencic
(2019)
Closed Access
An Introduction to Bootstrap Theory in Time Series Econometrics
Giuseppe Cavaliere, Heino Bohn Nielsen, Anders Rahbek
Oxford Research Encyclopedia of Economics and Finance (2021)
Open Access
A Structural Non-causal VAR Model of the Global Oil Market: the Role of Oil Supply News Shocks
Arthur Thomas, Zakaria Moussa
SSRN Electronic Journal (2021)
Closed Access
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