OOIR: Observatory of International Research

Papers

(The TQCC of Econometric Theory is 2. 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 2020-07-01 to 2024-07-01.)

Article	Citations
ROBUST TESTS FOR WHITE NOISE AND CROSS-CORRELATION	20
ESTIMATION OF TIME-VARYING COVARIANCE MATRICES FOR LARGE DATASETS	10
ENDOGENEITY IN SEMIPARAMETRIC THRESHOLD REGRESSION	9
ESTIMATION AND INFERENCE FOR MOMENTS OF RATIOS WITH ROBUSTNESS AGAINST LARGE TRIMMING BIAS	9
A WILD BOOTSTRAP FOR DEPENDENT DATA	7
CONSTRAINT QUALIFICATIONS IN PARTIAL IDENTIFICATION	7
QUANTILE DOUBLE AUTOREGRESSION	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
ADVANCES IN USING VECTOR AUTOREGRESSIONS TO ESTIMATE STRUCTURAL MAGNITUDES	5
PROPERTIES OF THE INVERSE OF A NONCENTRAL WISHART MATRIX	5
ITERATIONS OF DEPENDENT RANDOM MAPS AND EXOGENEITY IN NONLINEAR DYNAMICS	5
GENERALIZED LAPLACE INFERENCE IN MULTIPLE CHANGE-POINTS MODELS	5
LEAST SQUARES ESTIMATION FOR NONLINEAR REGRESSION MODELS WITH HETEROSCEDASTICITY	5
TREND EXTRACTION FROM ECONOMIC TIME SERIES WITH MISSING OBSERVATIONS BY GENERALIZED HODRICK–PRESCOTT FILTERS	5
A JACKKNIFE LAGRANGE MULTIPLIER TEST WITH MANY WEAK INSTRUMENTS	4
TAIL BEHAVIOR OF STOPPED LÉVY PROCESSES WITH MARKOV MODULATION	4
BACKWARD CUSUM FOR TESTING AND MONITORING STRUCTURAL CHANGE WITH AN APPLICATION TO COVID-19 PANDEMIC DATA	4
SIMULTANEOUS EQUATIONS MODELS WITH HIGHER-ORDER SPATIAL OR SOCIAL NETWORK INTERACTIONS	4
UNIT ROOT TEST WITH HIGH-FREQUENCY DATA	4
TEST FOR ZERO MEDIAN OF ERRORS IN AN ARMA–GARCH MODEL	4
ON THE REPRESENTATION OF THE NESTED LOGIT MODEL	3
THE ET INTERVIEW: PROFESSOR PETER SCHMIDT	3
PARTIAL IDENTIFICATION OF NONSEPARABLE MODELS USING BINARY INSTRUMENTS	3
ANALYSIS OF GLOBAL AND LOCAL OPTIMA OF REGULARIZED QUANTILE REGRESSION IN HIGH DIMENSIONS: A SUBGRADIENT APPROACH	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
LARGE SAMPLE PROPERTIES OF BAYESIAN ESTIMATION OF SPATIAL ECONOMETRIC MODELS	3
EFFICIENT ESTIMATION OF INTEGRATED VOLATILITY FUNCTIONALS UNDER GENERAL VOLATILITY DYNAMICS	3
FACTORISABLE MULTITASK QUANTILE REGRESSION	3
FINITE-SAMPLE SIZE CONTROL OF IVX-BASED TESTS IN PREDICTIVE REGRESSIONS	3
NONPARAMETRIC EULER EQUATION IDENTIFICATION AND ESTIMATION	3
AN ASYMPTOTIC THEORY FOR LEAST SQUARES MODEL AVERAGING WITH NESTED MODELS	3
IN-SAMPLE ASYMPTOTICS AND ACROSS-SAMPLE EFFICIENCY GAINS FOR HIGH FREQUENCY DATA STATISTICS	3
A NOVEL APPROACH TO PREDICTIVE ACCURACY TESTING IN NESTED ENVIRONMENTS	3
NONSTATIONARY LINEAR PROCESSES WITH INFINITE VARIANCE GARCH ERRORS	2
A CROSS-SECTIONAL METHOD FOR RIGHT-TAILED PANIC TESTS UNDER A MODERATELY LOCAL TO UNITY FRAMEWORK	2
HOW TO AVOID THE ZERO-POWER TRAP IN TESTING FOR CORRELATION	2
NONLINEAR COINTEGRATING POWER FUNCTION REGRESSION WITH ENDOGENEITY	2
TWO-STEP ESTIMATION OF QUANTILE PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS	2
INFERENCE ON THE DIMENSION OF THE NONSTATIONARY SUBSPACE IN FUNCTIONAL TIME SERIES	2
CONTINUOUSLY UPDATED INDIRECT INFERENCE IN HETEROSKEDASTIC SPATIAL MODELS	2
JOINT TIME-SERIES AND CROSS-SECTION LIMIT THEORY UNDER MIXINGALE ASSUMPTIONS	2
NONPARAMETRIC BAYES ANALYSIS OF THE SHARP AND FUZZY REGRESSION DISCONTINUITY DESIGNS	2
AVERAGE DERIVATIVE ESTIMATION UNDER MEASUREMENT ERROR	2
BOOTSTRAP INFERENCE FOR MULTIPLE CHANGE-POINTS IN TIME SERIES	2
LEAST SQUARES AND IVX LIMIT THEORY IN SYSTEMS OF PREDICTIVE REGRESSIONS WITH GARCH INNOVATIONS	2
CONSISTENT SPECIFICATION TESTING UNDER SPATIAL DEPENDENCE	2
SUBGEOMETRICALLY ERGODIC AUTOREGRESSIONS	2
NEW CONTROL FUNCTION APPROACHES IN THRESHOLD REGRESSION WITH ENDOGENEITY	2
IDENTIFICATION AND ESTIMATION IN A CORRELATED RANDOM COEFFICIENTS TRANSFORMATION MODEL	2
LIMIT THEORY FOR LOCALLY FLAT FUNCTIONAL COEFFICIENT REGRESSION	2
SEMIPARAMETRIC IDENTIFICATION AND FISHER INFORMATION	2
AVERAGE DENSITY ESTIMATORS: EFFICIENCY AND BOOTSTRAP CONSISTENCY	2
A SIMPLE NONPARAMETRIC APPROACH FOR ESTIMATION AND INFERENCE OF CONDITIONAL QUANTILE FUNCTIONS	2
ESTIMATES OF DERIVATIVES OF (LOG) DENSITIES AND RELATED OBJECTS	2
SPECTRAL FINANCIAL ECONOMETRICS	2
RELEVANT MOMENT SELECTION UNDER MIXED IDENTIFICATION STRENGTH	2
LIMIT THEOREMS FOR FACTOR MODELS	2