OOIR: Observatory of International Research

Papers

(The H4-Index of Journal of Econometrics is 34. 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 2022-01-01 to 2026-01-01.)

Article	Citations
Bond risk premiums at the zero lower bound	1187
Shrinkage estimators for periodic autoregressions	512
Individual welfare analysis: Random quasilinear utility, independence, and confidence bounds	268
Neural Conformal Inference for jump diffusion processes	212
Inference in cluster randomized trials with matched pairs	204
A computational approach to identification of treatment effects for policy evaluation	122
On changepoint detection in functional data using empirical energy distance	98
Local linearization based subvector inference in moment inequality models	84
Empirical risk minimization for time series: Nonparametric performance bounds for prediction	80
Simple subvector inference on sharp identified set in affine models	79
Efficiency bounds for moment condition models with mixed identification strength	79
Analyzing cross-validation for forecasting with structural instability	65
Time-Varying Parameters in Econometrics: The editor’s foreword	65
Nonparametric comparison of epidemic time trends: The case of COVID-19	63
Inference on covariance-mean regression	60
Volatility prediction comparison via robust volatility proxies: An empirical deviation perspective	60
Efficient closed-form estimation of large spatial autoregressions	56
Uniform predictive inference for factor models with instrumental and idiosyncratic betas	56
Locally robust inference for non-Gaussian linear simultaneous equations models	55
Semiparametric modeling of multiple quantiles	54
Bootstrapping out-of-sample predictability tests with real-time data	53
A multivariate realized GARCH model	52
Identification of semiparametric model coefficients, with an application to collective households	46
Machine learning who to nudge: Causal vs predictive targeting in a field experiment on student financial aid renewal	43
On the origins of Aigner, Lovell and Schmidt, 1977, and the development of stochastic frontier analysis	43

Parametric estimation of long memory in factor models	42
Quasi-Bayesian estimation and inference with control functions	40
Causal inference in network experiments: Regression-based analysis and design-based properties	40
Testing for jumps in a discretely observed price process with endogenous sampling times	38
Long-term volatility shapes the stock market’s sensitivity to news	37
A discrete-time hedging framework with multiple factors and fat tails: On what matters	36
From LATE to ATE: A Bayesian approach	34
Shrinkage methods for treatment choice	34
Bernstein-type inequalities and nonparametric estimation under near-epoch dependence	34