OOIR: Observatory of International Research

Papers

(The H4-Index of Journal of Econometrics is 31. 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 2021-02-01 to 2025-02-01.)

Article	Citations
Editorial Board	3153
Editorial Board	3089
On uniform inference in nonlinear models with endogeneity	1968
Is Newey–West optimal among first-order kernels?	470
Editorial Board	327
Robust inference of panel data models with interactive fixed effects under long memory: A frequency domain approach	225
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers	163
The determinants of displaced workers’ wages: Sorting, matching, selection, and the Hartz reforms	102
Identification of semiparametric model coefficients, with an application to collective households	78
A computational approach to identification of treatment effects for policy evaluation	63
The variance of regression coefficients when the population is finite	59
On model selection criteria for climate change impact studies	53
Asymptotic properties of Bayesian inference in linear regression with a structural break	52
The law of large numbers for large stable matchings	52
Estimation and inference of seller’s expected revenue in first-price auctions	48
Identification of dynamic games with unobserved heterogeneity and multiple equilibria	48
Wild bootstrap inference for instrumental variables regressions with weak and few clusters	48
Second-order corrected likelihood for nonlinear panel models with fixed effects	48
Detecting granular time series in large panels	44
Testing heterogeneous treatment effect with quantile regression under covariate-adaptive randomization	41
News-implied linkages and local dependency in the equity market	38
Probabilistic prediction for binary treatment choice: With focus on personalized medicine	38
Robust realized integrated beta estimator with application to dynamic analysis of integrated beta	35
Indirect inference estimation of dynamic panel data models	35
Treatment recommendation with distributional targets	35

Testing high-dimensional covariance matrices under the elliptical distribution and beyond	34
Time-varying unobserved heterogeneity in earnings shocks	34
Editorial Board	33
Two-step estimation of censored quantile regression for duration models with time-varying regressors	33
One-way or two-way factor model for matrix sequences?	33
Real-time Bayesian learning and bond return predictability	32
Fast inference for quantile regression with tens of millions of observations	31