Open Access Helper

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:

State-Varying Factor Models of Large Dimensions
Markus Pelger, Ruoxuan Xiong
SSRN Electronic Journal (2018)
Open Access | Times Cited: 12

Showing 12 citing articles:

Large-dimensional factor modeling based on high-frequency observations
Markus Pelger
Journal of Econometrics (2018) Vol. 208, Iss. 1, pp. 23-42
Closed Access | Times Cited: 103
Estimation of large dimensional conditional factor models in finance
Patrick Gagliardini, Elisa Ossola, Olivier Scaillet
Handbook of econometrics (2020), pp. 219-282
Open Access | Times Cited: 27
Nonparametric estimation of large covariance matrices with conditional sparsity
Hanchao Wang, Bin Peng, Degui Li, et al.
Journal of Econometrics (2020) Vol. 223, Iss. 1, pp. 53-72
Open Access | Times Cited: 17
Large-Dimensional Factor Modeling Based on High-Frequency Observations
Markus Pelger
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 15
Sparse online principal component analysis for parameter estimation in factor model
Guangbao Guo, Chunjie Wei, Guoqi Qian
Computational Statistics (2022) Vol. 38, Iss. 2, pp. 1095-1116
Closed Access | Times Cited: 8
Estimation of Large Dimensional Conditional Factor Models in Finance
Patrick Gagliardini, Elisa Ossola, Olivier Scaillet
SSRN Electronic Journal (2019)
Open Access | Times Cited: 7
Robust Portfolio Choice
Valentina Raponi, Raman Uppal, Paolo Zaffaroni
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 6
Functional coefficient quantile regression model with time-varying loadings
Alev Atak, Gabriel Montes‐Rojas, José Olmo
Journal of Applied Economics (2023) Vol. 26, Iss. 1
Open Access | Times Cited: 1
A penalized two-pass regression to predict stock returns with time-varying risk premia
Gaetan Bakalli, Stéphane Guerrier, Olivier Scaillet
SSRN Electronic Journal (2021)
Open Access | Times Cited: 3
Estimation of Large Dynamic Covariance Matrices: A Selective Review
Degui Li
Econometrics and Statistics (2021) Vol. 29, pp. 16-30
Closed Access | Times Cited: 3
Nonparametric additive factor models
Julien Bodelet, Jiajun Shan
arXiv (Cornell University) (2020)
Closed Access | Times Cited: 2
Modelling Time-Varying Income Elasticities of Health Care Expenditure for the OECD
Isabel Casas, Jiti Gao, Bin Peng, et al.
SSRN Electronic Journal (2018)
Open Access
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