OOIR: Observatory of International Research

Papers

(The H4-Index of Journal of Econometrics is 36. 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 2022-06-01 to 2026-06-01.)

Article	Citations
Individual welfare analysis: Random quasilinear utility, independence, and confidence bounds	1480
Neural Conformal Inference for jump diffusion processes	306
Inference in cluster randomized trials with matched pairs	266
Local linearization based subvector inference in moment inequality models	253
Efficient closed-form estimation of large spatial autoregressions	148
Simple subvector inference on sharp identified set in affine models	112
Locally robust inference for non-Gaussian linear simultaneous equations models	105
Bond risk premiums at the zero lower bound	91
Parametric estimation of long memory in factor models	90
Long-term volatility shapes the stock market’s sensitivity to news	86
Efficiency bounds for moment condition models with mixed identification strength	84
On generalized CCE estimation	75
Empirical risk minimization for time series: Nonparametric performance bounds for prediction	74
Causal inference in network experiments: Regression-based analysis and design-based properties	72
Nonparametric comparison of epidemic time trends: The case of COVID-19	68
On the origins of Aigner, Lovell and Schmidt, 1977, and the development of stochastic frontier analysis	68
Quasi-Bayesian estimation and inference with control functions	68
Time-Varying Parameters in Econometrics: The editor’s foreword	61
A computational approach to identification of treatment effects for policy evaluation	58
Testing for jumps in a discretely observed price process with endogenous sampling times	55
Bootstrapping out-of-sample predictability tests with real-time data	52
Machine learning who to nudge: Causal vs predictive targeting in a field experiment on student financial aid renewal	50
Semiparametric estimation of duration model with time-varying regressors and fixed effects	49
Uniform predictive inference for factor models with instrumental and idiosyncratic betas	47
Inference on covariance-mean regression	47

On changepoint detection in functional data using empirical energy distance	45
A discrete-time hedging framework with multiple factors and fat tails: On what matters	44
A multivariate realized GARCH model	43
Shrinkage estimators for periodic autoregressions	42
Volatility prediction comparison via robust volatility proxies: An empirical deviation perspective	42
From LATE to ATE: A Bayesian approach	40
Semiparametric modeling of multiple quantiles	40
Bregman model averaging for forecast combination	38
You are what your parents expect: Height and local reference points	38
Editorial Board	37
Stochastic properties of nonlinear locally-nonstationary filters	36
Nonseparable sample selection models with censored selection rules	36