OOIR: Observatory of International Research

Papers

(The H4-Index of Journal of Econometrics is 35. 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 2022-08-01 to 2026-08-01.)

Article	Citations
Individual welfare analysis: Random quasilinear utility, independence, and confidence bounds	1643
Local linearization based subvector inference in moment inequality models	310
Simple subvector inference on sharp identified set in affine models	272
Locally robust inference for non-Gaussian linear simultaneous equations models	165
Bond risk premiums at the zero lower bound	118
Parametric estimation of long memory in factor models	97
Long-term volatility shapes the stock market’s sensitivity to news	94
Efficiency bounds for moment condition models with mixed identification strength	90
On generalized CCE estimation	81
Quasi-Bayesian estimation and inference with control functions	79
Empirical risk minimization for time series: Nonparametric performance bounds for prediction	79
On the origins of Aigner, Lovell and Schmidt, 1977, and the development of stochastic frontier analysis	73
A discrete-time hedging framework with multiple factors and fat tails: On what matters	72
Time-Varying Parameters in Econometrics: The editor’s foreword	69
A computational approach to identification of treatment effects for policy evaluation	64
Testing for jumps in a discretely observed price process with endogenous sampling times	61
Uniform predictive inference for factor models with instrumental and idiosyncratic betas	53
Semiparametric estimation of duration model with time-varying regressors and fixed effects	53
On changepoint detection in functional data using empirical energy distance	52
Semiparametric modeling of multiple quantiles	50
Nonparametric comparison of epidemic time trends: The case of COVID-19	48
Shrinkage estimators for periodic autoregressions	46
A multivariate realized GARCH model	45
Efficient closed-form estimation of large spatial autoregressions	45
Neural Conformal Inference for jump diffusion processes	45

Inference on covariance-mean regression	44
Volatility prediction comparison via robust volatility proxies: An empirical deviation perspective	43
Machine learning who to nudge: Causal vs predictive targeting in a field experiment on student financial aid renewal	42
Bootstrapping out-of-sample predictability tests with real-time data	41
Causal inference in network experiments: Regression-based analysis and design-based properties	41
Inference in cluster randomized trials with matched pairs	40
From LATE to ATE: A Bayesian approach	39
Editorial Board	37
Stochastic properties of nonlinear locally-nonstationary filters	36
Nonseparable sample selection models with censored selection rules	35
Bernstein-type inequalities and nonparametric estimation under near-epoch dependence	35