Guðmundur Stefán Guðmundsson : Citation Profile

Aarhus Universitet

2

H index

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i10 index

11

Citations

RESEARCH PRODUCTION:

2

Articles

1

Papers

RESEARCH ACTIVITY:

   2 years (2021 - 2023). See details.
   Cites by year: 5
   Journals where Guðmundur Stefán Guðmundsson has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgu658
   Updated: 2025-12-20    RAS profile: 2024-10-06    
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Relations with other researchers

Works with:

Brownlees, Christian (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Guðmundur Stefán Guðmundsson.

Is cited by:

Li, Degui (2)

Diebold, Francis (2)

Yilmaz, Kamil (2)

Ditzen, Jan (1)

Grant, Everett (1)

Aydede, Yigit (1)

Medeiros, Marcelo (1)

Fan, Jianqing (1)

Cites to:

Diebold, Francis (3)

Forni, Mario (3)

Yilmaz, Kamil (3)

Phillips, Peter (3)

Brownlees, Christian (3)

Hallin, Marc (3)

Lippi, Marco (3)

Song, Song (3)

Owyang, Michael (3)

Su, Liangjun (2)

Ng, Serena (2)

Main data

Where Guðmundur Stefán Guðmundsson has published?

Recent works citing Guðmundur Stefán Guðmundsson (2025 and 2024)

YearTitle of citing document
2025Policy Choice in Time Series by Empirical Welfare Maximization. (2024). Wang, Weining ; Kitagawa, Toru ; Xu, Mengshan. In: Papers. RePEc:arx:papers:2205.03970.

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2024Estimation of Grouped Time-Varying Network Vector Autoregression Models. (2024). Li, Degui ; Wu, Wei Biao ; Tang, Songqiao ; Peng, Bin. In: Papers. RePEc:arx:papers:2303.10117.

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2025Concentration Inequalities for Suprema of Empirical Processes with Dependent Data via Generic Chaining with Applications to Statistical Learning. (2025). Amorino, Chiara ; Ghosh, Ankita ; Brownlees, Christian. In: Papers. RePEc:arx:papers:2511.00597.

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2025A simple and computationally trivial estimator for grouped fixed effects models. (2025). Mugnier, Martin. In: Journal of Econometrics. RePEc:eee:econom:v:250:y:2025:i:c:s030440762500065x.

Full description at Econpapers || Download paper

2025Clustered Network Connectedness:A New Measurement Frameworkwith Application to Global Equity Markets. (2025). Yilmaz, Kamil ; Diebold, Francis X ; Buchwalter, Bastien. In: PIER Working Paper Archive. RePEc:pen:papers:25-009.

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2025Analysis of Upstream, Downstream, and Common Firm Shocks Using a Large Factor‐Augmented Vector Autoregressive Approach. (2025). Grant, Everett ; Yung, Julieta. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:40:y:2025:i:2:p:111-130.

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Works by Guðmundur Stefán Guðmundsson:

YearTitleTypeCited
2023Performance of Empirical Risk Minimization for Linear Regression with Dependent Data In: Papers.
[Full Text][Citation analysis]		paper2
2021Detecting groups in large vector autoregressions In: Journal of Econometrics.
[Full Text][Citation analysis]		article6
2022Community Detection in Partial Correlation Network Models In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article3

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team