Most cited papers in Complex Systems and Time Series Analysis
What are the most cited papers in Complex Systems and Time Series Analysis?
The most cited paper in Complex Systems and Time Series Analysis is "Distribution of the Estimators for Autoregressive Time Series with a Unit Root" (David Alan Dickey, Wayne Arthur Fuller, 1979), with 23,250 citations. Next come "Testing for a unit root in time series regression" (18,270) and "Testing for unit roots in heterogeneous panels" (15,285).
Showing 50 of 100 papers. Every paper with more than 2,299 citations is listed.
| # | Paper | ||
|---|---|---|---|
| 1 | Distribution of the Estimators for Autoregressive Time Series with a Unit Root David Alan Dickey, Wayne Arthur Fuller · Journal of the American Statistical Association | Jun 1979 | 23,250 |
| 2 | Testing for a unit root in time series regression Peter C.B. Phillips, Pierre Perrón · Biometrika | 1988 | 18,270 |
| 3 | Testing for unit roots in heterogeneous panels Kyung So Im, M. Hashem Pesaran, Yongcheol Shin · Journal of Econometrics | 30 Apr 2003 | 15,285 |
| 4 | Testing the null hypothesis of stationarity against the alternative of a unit root Denis Kwiatkowski, Peter C.B. Phillips, Peter Schmidt et al. · Journal of Econometrics | Oct 1992 | 12,778 |
| 5 | Possible generalization of Boltzmann-Gibbs statistics Constantino Tsallis · Journal of Statistical Physics | Jul 1988 | 9,702 |
| 6 | Determining Lyapunov exponents from a time series Alan Wolf, Jack B. Swift, Harry L. Swinney et al. · Physica D Nonlinear Phenomena | Jul 1985 | 9,535 |
| 7 | Absence of Ferromagnetism or Antiferromagnetism in One- or Two-Dimensional Isotropic Heisenberg Models N. David Mermin, Hermann‐Josef Wagner · Physical Review Letters | 28 Nov 1966 | 8,374 |
| 8 | A five-factor asset pricing model Eugene F. Fama, Kenneth R. French · Journal of Financial Economics | 29 Oct 2014 | 8,118 |
| 9 | Self-organized criticality: An explanation of the 1/ f noise Per Bak, Chao Tang, Kurt A. Wiesenfeld · Physical Review Letters | 27 Jul 1987 | 7,701 |
| 10 | New Results in Linear Filtering and Prediction Theory Rudolf E. Kalman, R. S. Bucy · Journal of Basic Engineering | Mar 1961 | 6,409 |
| 11 | Power laws, Pareto distributions and Zipf's law MEJ Newman · Contemporary Physics | Sep 2005 | 5,876 |
| 12 | Approximate entropy as a measure of system complexity. Steven M. Pincus · Proceedings of the National Academy of Sciences | 15 Mar 1991 | 5,855 |
| 13 | Measuring the strangeness of strange attractors Peter Grassberger, Itamar Procaccia · Physica D Nonlinear Phenomena | Oct 1983 | 5,689 |
| 14 | On the Impossibility of Informationally Efficient Markets Sanford J. Grossman, Joseph E. Stiglitz · RePEc: Research Papers in Economics | Dec 1980 | 5,329 |
| 15 | On the self-similar nature of Ethernet traffic (extended version) Will E. Leland, Murad S. Taqqu, Walter Willinger et al. · IEEE/ACM Transactions on Networking | 1994 | 5,273 |
| 16 | Twitter mood predicts the stock market Johan Bollen, Huina Mao, Xiao‐Jun Zeng · Journal of Computational Science | 3 Feb 2011 | 5,237 |
| 17 | Early-warning signals for critical transitions Marten Scheffer, Jordi Bascompte, William A. Brock et al. · Nature | 2 Sep 2009 | 4,946 |
| 18 | Permutation Entropy: A Natural Complexity Measure for Time Series Christoph Bandt, Bernd Pompe · Physical Review Letters | 11 Apr 2002 | 4,937 |
| 19 | Characterization of Strange Attractors Peter Grassberger, Itamar Procaccia · Physical Review Letters | 31 Jan 1983 | 4,888 |
| 20 | All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors Brad M. Barber, Terrance Odean · Review of Financial Studies | 24 Dec 2007 | 4,806 |
| 21 | Self-organized criticality Per Bak, Chao Tang, Kurt A. Wiesenfeld · Physical Review A | Jul 1988 | 4,775 |
| 22 | Trends and random walks in macroeconmic time series Charles R. Nelson, Charles R. Plosser · Journal of Monetary Economics | 1982 | 4,725 |
| 23 | On the network topology of variance decompositions: Measuring the connectedness of financial firms Francis X. Diebold, Kamil Yılmaz · Journal of Econometrics | 24 Apr 2014 | 4,689 |
| 24 | Measuring Information Transfer Thomas Schreiber · Physical Review Letters | 10 Jul 2000 | 4,668 |
| 25 | Independent coordinates for strange attractors from mutual information Andrew M. Fraser, Harry L. Swinney · Physical Review A | Feb 1986 | 4,637 |
| 26 | Evolutionary games and spatial chaos Martin A. Nowak, Robert Mccredie May · Nature | Oct 1992 | 4,563 |
| 27 | The variation of certain speculative prices Benoît B. Mandelbrot | 1997 | 4,543 |
| 28 | THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 Michael C. Jensen · The Journal of Finance | May 1968 | 4,409 |
| 29 | Numerical Recipes in C: The Art of Scientific Computing. Chris R. Birchenhall, William H. Press, Saul A. Teukolsky et al. · The Economic Journal | May 1994 | 4,391 |
| 30 | ARCH modeling in finance Tim Bollerslev, Ray Yeutien Chou, Kenneth F. Kroner · Journal of Econometrics | Apr 1992 | 4,383 |
| 31 | Solvable Model of a Spin-Glass David C. Sherrington, Scott Kirkpatrick · Physical Review Letters | 29 Dec 1975 | 4,332 |
| 32 | How Long Is the Coast of Britain? Statistical Self-Similarity and Fractional Dimension Benoît B. Mandelbrot · Science | 5 May 1967 | 4,112 |
| 33 | An equation for continuous chaos Otto E. Rössler · Physics Letters A | Jul 1976 | 4,050 |
| 34 | Implications of rational inattention Christopher A. Sims · Journal of Monetary Economics | Apr 2003 | 3,997 |
| 35 | Geometry from a Time Series Norman H. Packard, James P. Crutchfield, J. Doyne Farmer et al. · Physical Review Letters | Sep 1980 | 3,917 |
| 36 | Quantification of scaling exponents and crossover phenomena in nonstationary heartbeat time series Chung‐Kang Peng, Shlomo Havlin, Harry Eugene Stanley et al. · Chaos An Interdisciplinary Journal of Nonlinear Science | Mar 1995 | 3,915 |
| 37 | Recurrence plots for the analysis of complex systems Norbert Marwan, Maria Carmen Romano, Marko Thiel et al. · Physics Reports | 2007 | 3,887 |
| 38 | Testing for nonlinearity in time series: the method of surrogate data James P. Theiler, Stephen Eubank, André Longtin et al. · Physica D Nonlinear Phenomena | Sep 1992 | 3,820 |
| 39 | Determining embedding dimension for phase-space reconstruction using a geometrical construction Matthew B. Kennel, Reggie Brown, Henry D. I. Abarbanel · Physical Review A | Mar 1992 | 3,818 |
| 40 | Global and Regional Scale Precipitation Patterns Associated with the El Niño/Southern Oscillation Chester F. Ropelewski, M. S. Halpert · Monthly Weather Review | Aug 1987 | 3,716 |
| 41 | Multifractal detrended fluctuation analysis of nonstationary time series Jan W. Kantelhardt, Stephan A. Zschiegner, Eva Koscielny–Bunde et al. · Physica A Statistical Mechanics and its Applications | Dec 2002 | 3,694 |
| 42 | Time-Dependent Statistics of the Ising Model Roy J. Glauber · Journal of Mathematical Physics | Feb 1963 | 3,668 |
| 43 | Evolutionary stable strategies and game dynamics Peter Taylor, Leo Jonker · Mathematical Biosciences | Jul 1978 | 3,547 |
| 44 | A test for independence based on the correlation dimension W. A. Broock, J. A. Scheinkman, W. Davis Dechert et al. · Econometric Reviews | 1996 | 3,544 |
| 45 | A practical method for calculating largest Lyapunov exponents from small data sets Michael T. Rosenstein, James J. Collins, Carlo J. De Luca · Physica D Nonlinear Phenomena | May 1993 | 3,525 |
| 46 | AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING Clive W. J. Granger, Roselyne Joyeux · Journal of Time Series Analysis | 1980 | 3,426 |
| 47 | Automatic Lag Selection in Covariance Matrix Estimation Whitney K. Newey, Kenneth D. West · The Review of Economic Studies | Oct 1994 | 3,374 |
| 48 | Empirical properties of asset returns: stylized facts and statistical issues Rama Cont · Quantitative Finance | Feb 2001 | 3,345 |
| 49 | A long memory property of stock market returns and a new model Zhuanxin Ding, Clive W. J. Granger, Robert F. Engle · Journal of Empirical Finance | Jun 1993 | 3,337 |
| 50 | Fractal measures and their singularities: The characterization of strange sets Thomas C. Halsey, Mogens H. Jensen, Leo P. Kadanoff et al. · Physical Review A | Feb 1986 | 3,310 |
Citations are OpenAlex's own counts, from its 2026-09-23 snapshot, so the ranking can differ from Google Scholar or Web of Science. A paper is listed for a field when OpenAlex files it under one of the field's topics; retracted papers and papers whose citation count cannot be traced to citing works are left out, and a preprint and the article it became are shown once. Release dates are OpenAlex's: where a source gave only a month or a year, that is what is shown. How the lists are chosen.