OOIR: Observatory of International Research

Papers

(The median citation count of Econometric Theory is 1. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2020-03-01 to 2024-03-01.)

Article	Citations
COUNT AND DURATION TIME SERIES WITH EQUAL CONDITIONAL STOCHASTIC AND MEAN ORDERS	19
ROBUST TESTS FOR WHITE NOISE AND CROSS-CORRELATION	15
A SMOOTHING METHOD THAT LOOKS LIKE THE HODRICK–PRESCOTT FILTER	15
INFERENCE IN DYNAMIC, NONPARAMETRIC MODELS OF PRODUCTION: CENTRAL LIMIT THEOREMS FOR MALMQUIST INDICES	13
A PROPERTY OF THE HODRICK–PRESCOTT FILTER AND ITS APPLICATION	13
TESTING FOR STRUCTURAL CHANGES IN FACTOR MODELS VIA A NONPARAMETRIC REGRESSION	11
HONEST CONFIDENCE SETS IN NONPARAMETRIC IV REGRESSION AND OTHER ILL-POSED MODELS	10
A NEW STUDY ON ASYMPTOTIC OPTIMALITY OF LEAST SQUARES MODEL AVERAGING	10
SPATIAL DEPENDENCE IN OPTION OBSERVATION ERRORS	9
A MAX-CORRELATION WHITE NOISE TEST FOR WEAKLY DEPENDENT TIME SERIES	8
ESTIMATION OF TIME-VARYING COVARIANCE MATRICES FOR LARGE DATASETS	8
OPTIMAL MULTISTEP VAR FORECAST AVERAGING	8
INFERENCE IN INSTRUMENTAL VARIABLE MODELS WITH HETEROSKEDASTICITY AND MANY INSTRUMENTS	7
A WILD BOOTSTRAP FOR DEPENDENT DATA	7
ADVANCES IN USING VECTOR AUTOREGRESSIONS TO ESTIMATE STRUCTURAL MAGNITUDES	6
CONSTRAINT QUALIFICATIONS IN PARTIAL IDENTIFICATION	6
SEQUENTIAL MONITORING OF CHANGES IN DYNAMIC LINEAR MODELS, APPLIED TO THE U.S. HOUSING MARKET	6
ESTIMATION AND INFERENCE WITH NEAR UNIT ROOTS	6
ENDOGENEITY IN SEMIPARAMETRIC THRESHOLD REGRESSION	6
ITERATIONS OF DEPENDENT RANDOM MAPS AND EXOGENEITY IN NONLINEAR DYNAMICS	5
TREND EXTRACTION FROM ECONOMIC TIME SERIES WITH MISSING OBSERVATIONS BY GENERALIZED HODRICK–PRESCOTT FILTERS	5
QUANTILE DOUBLE AUTOREGRESSION	5
RANDOMIZATION TESTS OF COPULA SYMMETRY	5
LEAST SQUARES ESTIMATION FOR NONLINEAR REGRESSION MODELS WITH HETEROSCEDASTICITY	5
ANALYSIS OF GLOBAL AND LOCAL OPTIMA OF REGULARIZED QUANTILE REGRESSION IN HIGH DIMENSIONS: A SUBGRADIENT APPROACH	4

TAIL BEHAVIOR OF STOPPED LÉVY PROCESSES WITH MARKOV MODULATION	4
GENERALIZED LAPLACE INFERENCE IN MULTIPLE CHANGE-POINTS MODELS	4
SIMULTANEOUS EQUATIONS MODELS WITH HIGHER-ORDER SPATIAL OR SOCIAL NETWORK INTERACTIONS	4
A PRIMER ON BOOTSTRAP TESTING OF HYPOTHESES IN TIME SERIES MODELS: WITH AN APPLICATION TO DOUBLE AUTOREGRESSIVE MODELS	4
PROPERTIES OF THE INVERSE OF A NONCENTRAL WISHART MATRIX	4
EXACT LOCAL WHITTLE ESTIMATION IN LONG MEMORY TIME SERIES WITH MULTIPLE POLES	4
A NEW MULTILEVEL MODELING APPROACH FOR CLUSTERED SURVIVAL DATA	4
ESTIMATION AND INFERENCE FOR MOMENTS OF RATIOS WITH ROBUSTNESS AGAINST LARGE TRIMMING BIAS	4
SPECIFICATION TESTING FOR ERRORS-IN-VARIABLES MODELS	4
OPTIMAL AUXILIARY PRIORS AND REVERSIBLE JUMP PROPOSALS FOR A CLASS OF VARIABLE DIMENSION MODELS	4
IDENTIFYING MULTIPLE MARGINAL EFFECTS WITH A SINGLE INSTRUMENT	4
IN-SAMPLE ASYMPTOTICS AND ACROSS-SAMPLE EFFICIENCY GAINS FOR HIGH FREQUENCY DATA STATISTICS	3
EFFICIENT ESTIMATION OF INTEGRATED VOLATILITY FUNCTIONALS UNDER GENERAL VOLATILITY DYNAMICS	3
FINITE-SAMPLE SIZE CONTROL OF IVX-BASED TESTS IN PREDICTIVE REGRESSIONS	3
NONPARAMETRIC EULER EQUATION IDENTIFICATION AND ESTIMATION	3
A JACKKNIFE LAGRANGE MULTIPLIER TEST WITH MANY WEAK INSTRUMENTS	3
FACTORISABLE MULTITASK QUANTILE REGRESSION	3
IDENTIFICATION OF LINEAR REGRESSIONS WITH ERRORS IN ALL VARIABLES	3
LARGE SAMPLE PROPERTIES OF BAYESIAN ESTIMATION OF SPATIAL ECONOMETRIC MODELS	3
THE ET INTERVIEW: PROFESSOR PETER SCHMIDT	3
UNIT ROOT TEST WITH HIGH-FREQUENCY DATA	3
AN ADAPTIVE TEST OF STOCHASTIC MONOTONICITY	3
KERNEL ESTIMATION OF SPOT VOLATILITY WITH MICROSTRUCTURE NOISE USING PRE-AVERAGING	3
VALIDATING DSGE MODELS WITH SVARS AND HIGH-DIMENSIONAL DYNAMIC FACTOR MODELS	3
TEST FOR ZERO MEDIAN OF ERRORS IN AN ARMA–GARCH MODEL	3
LIMIT THEOREMS FOR FACTOR MODELS	2
WEAK-IDENTIFICATION ROBUST WILD BOOTSTRAP APPLIED TO A CONSISTENT MODEL SPECIFICATION TEST	2
PARTIAL IDENTIFICATION OF NONSEPARABLE MODELS USING BINARY INSTRUMENTS	2
INSTRUMENTAL VARIABLE QUANTILE REGRESSION WITH MISCLASSIFICATION	2
A SIMPLE NONPARAMETRIC APPROACH FOR ESTIMATION AND INFERENCE OF CONDITIONAL QUANTILE FUNCTIONS	2
INFERENCE ON THE DIMENSION OF THE NONSTATIONARY SUBSPACE IN FUNCTIONAL TIME SERIES	2
AN ASYMPTOTIC THEORY FOR LEAST SQUARES MODEL AVERAGING WITH NESTED MODELS	2
AVERAGE DERIVATIVE ESTIMATION UNDER MEASUREMENT ERROR	2
NONPARAMETRIC BAYES ANALYSIS OF THE SHARP AND FUZZY REGRESSION DISCONTINUITY DESIGNS	2
AVERAGE DENSITY ESTIMATORS: EFFICIENCY AND BOOTSTRAP CONSISTENCY	2
SUBGEOMETRICALLY ERGODIC AUTOREGRESSIONS	2
CONSISTENT SPECIFICATION TESTING UNDER SPATIAL DEPENDENCE	2
JOINT TIME-SERIES AND CROSS-SECTION LIMIT THEORY UNDER MIXINGALE ASSUMPTIONS	2
LIMIT THEORY FOR LOCALLY FLAT FUNCTIONAL COEFFICIENT REGRESSION	2
BOOTSTRAP INFERENCE FOR MULTIPLE CHANGE-POINTS IN TIME SERIES	2
NONLINEAR COINTEGRATING POWER FUNCTION REGRESSION WITH ENDOGENEITY	2
TWO-STEP ESTIMATION OF QUANTILE PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS	2
EFFICIENT TWO-STEP GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATION AND TESTS WITH MARTINGALE DIFFERENCES	2
LOCAL COMPOSITE QUANTILE REGRESSION SMOOTHING: A FLEXIBLE DATA STRUCTURE AND CROSS-VALIDATION	1
ON THE UNIFORM CONVERGENCE OF DECONVOLUTION ESTIMATORS FROM REPEATED MEASUREMENTS	1
LEAST SQUARES AND IVX LIMIT THEORY IN SYSTEMS OF PREDICTIVE REGRESSIONS WITH GARCH INNOVATIONS	1
A MULTIPLEX INTERDEPENDENT DURATIONS MODEL	1
UNIFORM-IN-SUBMODEL BOUNDS FOR LINEAR REGRESSION IN A MODEL-FREE FRAMEWORK	1
COINTEGRATION AND REPRESENTATION OF COINTEGRATED AUTOREGRESSIVE PROCESSES IN BANACH SPACES	1
TESTING FOR HOMOGENEOUS THRESHOLDS IN THRESHOLD REGRESSION MODELS	1

A MOLLIFIER APPROACH TO THE DECONVOLUTION OF PROBABILITY DENSITIES	1
QUANTILE TREATMENT EFFECTS IN REGRESSION KINK DESIGNS	1
INSTRUMENTAL VARIABLE ESTIMATION OF STRUCTURAL VAR MODELS ROBUST TO POSSIBLE NONSTATIONARITY	1
BACKWARD CUSUM FOR TESTING AND MONITORING STRUCTURAL CHANGE WITH AN APPLICATION TO COVID-19 PANDEMIC DATA	1
A CROSS-SECTIONAL METHOD FOR RIGHT-TAILED PANIC TESTS UNDER A MODERATELY LOCAL TO UNITY FRAMEWORK	1
A NONPARAMETRIC TEST OF SIGNIFICANT VARIABLES IN GRADIENTS	1
ROBUSTIFIED EXPECTED MAXIMUM PRODUCTION FRONTIERS	1
IDENTIFICATION ROBUST INFERENCE FOR MOMENTS-BASED ANALYSIS OF LINEAR DYNAMIC PANEL DATA MODELS	1
UNIFORM INFERENCE IN A GENERALIZED INTERVAL ARITHMETIC CENTER AND RANGE LINEAR MODEL	1
SECOND-ORDER BIAS REDUCTION FOR NONLINEAR PANEL DATA MODELS WITH FIXED EFFECTS BASED ON EXPECTED QUANTITIES	1
CHARACTERIZATION OF THE TAIL BEHAVIOR OF A CLASS OF BEKK PROCESSES: A STOCHASTIC RECURRENCE EQUATION APPROACH	1
CENTRAL LIMIT THEORY FOR COMBINED CROSS SECTION AND TIME SERIES WITH AN APPLICATION TO AGGREGATE PRODUCTIVITY SHOCKS	1
LATENT VARIABLE NONPARAMETRIC COINTEGRATING REGRESSION	1
COMPLETE SUBSET AVERAGING FOR QUANTILE REGRESSIONS	1
ESTIMATES OF DERIVATIVES OF (LOG) DENSITIES AND RELATED OBJECTS	1
INSTRUMENTAL VARIABLES INFERENCE IN A SMALL-DIMENSIONAL VAR MODEL WITH DYNAMIC LATENT FACTORS	1
IDENTIFICATION AND ESTIMATION IN A CORRELATED RANDOM COEFFICIENTS TRANSFORMATION MODEL	1
EXPONENTIAL REALIZED GARCH-ITÔ VOLATILITY MODELS	1
NEW CONTROL FUNCTION APPROACHES IN THRESHOLD REGRESSION WITH ENDOGENEITY	1
ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH	1
HOW LARGE IS THE JUMP DISCONTINUITY IN THE DIFFUSION COEFFICIENT OF A TIME-HOMOGENEOUS DIFFUSION?	1
TESTING A PARAMETRIC TRANSFORMATION MODEL VERSUS A NONPARAMETRIC ALTERNATIVE	1
HOW RELIABLE ARE BOOTSTRAP-BASED HETEROSKEDASTICITY ROBUST TESTS?	1
A NOVEL APPROACH TO PREDICTIVE ACCURACY TESTING IN NESTED ENVIRONMENTS	1
HIGHER-ORDER APPROXIMATION OF IV ESTIMATORS WITH INVALID INSTRUMENTS	1
NONPARAMETRIC PREDICTION WITH SPATIAL DATA	1
SEMIPARAMETRIC IDENTIFICATION AND FISHER INFORMATION	1
NONLINEAR PANEL DATA MODELS WITH DISTRIBUTION-FREE CORRELATED RANDOM EFFECTS	1
A DECOMPOSITION ANALYSIS OF DIFFUSION OVER A LARGE NETWORK	1
THE ET INTERVIEW: PROFESSOR GARY CHAMBERLAIN	1
OPTIMAL BANDWIDTH SELECTION IN NONLINEAR COINTEGRATING REGRESSION	1
SPECIFICATION TESTS FOR TIME-VARYING COEFFICIENT PANEL DATA MODELS	1
ON SMOOTH TESTS FOR THE EQUALITY OF DISTRIBUTIONS	1
CONTINUOUSLY UPDATED INDIRECT INFERENCE IN HETEROSKEDASTIC SPATIAL MODELS	1
ON THE REPRESENTATION OF THE NESTED LOGIT MODEL	1
NONPARAMETRIC SIGNIFICANCE TESTING IN MEASUREMENT ERROR MODELS	1
RELEVANT MOMENT SELECTION UNDER MIXED IDENTIFICATION STRENGTH	1
NONSTATIONARY LINEAR PROCESSES WITH INFINITE VARIANCE GARCH ERRORS	1
ESTIMATION OF VOLATILITY FUNCTIONS IN JUMP DIFFUSIONS USING TRUNCATED BIPOWER INCREMENTS	1
INFERENCE ON GARCH-MIDAS MODELS WITHOUT ANY SMALL-ORDER MOMENT	1
HOW TO AVOID THE ZERO-POWER TRAP IN TESTING FOR CORRELATION	1
NEW ROBUST INFERENCE FOR PREDICTIVE REGRESSIONS	1
NUCLEAR NORM REGULARIZED QUANTILE REGRESSION WITH INTERACTIVE FIXED EFFECTS	1