OOIR: Observatory of International Research

Papers

(The H4-Index of Journal of Econometrics is 33. 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 2021-04-01 to 2025-04-01.)

Article	Citations
Editorial Board	3651
Editorial Board	3645
Editorial Board	2310
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers	638
The determinants of displaced workers’ wages: Sorting, matching, selection, and the Hartz reforms	392
Identification of semiparametric model coefficients, with an application to collective households	267
A computational approach to identification of treatment effects for policy evaluation	183
The variance of regression coefficients when the population is finite	123
Asymptotic properties of Bayesian inference in linear regression with a structural break	121
Probabilistic prediction for binary treatment choice: With focus on personalized medicine	66
Testing heterogeneous treatment effect with quantile regression under covariate-adaptive randomization	66
News-implied linkages and local dependency in the equity market	64
Treatment recommendation with distributional targets	63
Indirect inference estimation of dynamic panel data models	59
Two-step estimation of censored quantile regression for duration models with time-varying regressors	57
Identification-robust and simultaneous inference in multifactor asset pricing models	56
The chained difference-in-differences	53
The term structure of macroeconomic risks at the effective lower bound	52
Regularizing stock return covariance matrices via multiple testing of correlations	51
Efficiency bounds for moment condition models with mixed identification strength	51
Functional ecological inference	50
One-way or two-way factor model for matrix sequences?	46
Inference in Bayesian Proxy-SVARs	45
Natural disasters as macroeconomic tail risks	45
A penalized two-pass regression to predict stock returns with time-varying risk premia	40

Editorial Board	38
Real-time Bayesian learning and bond return predictability	37
Estimating unobserved individual heterogeneity using pairwise comparisons	36
Goodness-of-fit testing for time series models via distance covariance	35
Nonparametric identification and estimation of the extended Roy model	35
Estimation and inference for policy relevant treatment effects	35
Shrinkage estimators for periodic autoregressions	34
Bond risk premiums at the zero lower bound	34
The spread of COVID-19 in London: Network effects and optimal lockdowns	33
Gender differences in sorting on wages and risk	33