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 2021-10-01 to 2025-10-01.)

Article	Citations
Analyzing cross-validation for forecasting with structural instability	4790
Time-Varying Parameters in Econometrics: The editor’s foreword	4654
Efficient closed-form estimation of large spatial autoregressions	2941
A multivariate realized GARCH model	997
Bond risk premiums at the zero lower bound	461
Shrinkage estimators for periodic autoregressions	239
Local linearization based subvector inference in moment inequality models	182
Parametric estimation of long memory in factor models	178
Nonparametric comparison of epidemic time trends: The case of COVID-19	102
Locally robust inference for non-Gaussian linear simultaneous equations models	88
Volatility prediction comparison via robust volatility proxies: An empirical deviation perspective	81
Individual welfare analysis: Random quasilinear utility, independence, and confidence bounds	74
A discrete-time hedging framework with multiple factors and fat tails: On what matters	70
Identification of semiparametric model coefficients, with an application to collective households	68
Efficiency bounds for moment condition models with mixed identification strength	67
Empirical risk minimization for time series: Nonparametric performance bounds for prediction	62
On changepoint detection in functional data using empirical energy distance	61
Bootstrapping out-of-sample predictability tests with real-time data	58
Inference in cluster randomized trials with matched pairs	55
Uniform predictive inference for factor models with instrumental and idiosyncratic betas	52
Simple subvector inference on sharp identified set in affine models	50
Machine learning who to nudge: Causal vs predictive targeting in a field experiment on student financial aid renewal	47
Semiparametric modeling of multiple quantiles	47
A computational approach to identification of treatment effects for policy evaluation	47
Neural Conformal Inference for jump diffusion processes	46

Editorial Board	44
Inference on covariance-mean regression	44
On the origins of Aigner, Lovell and Schmidt, 1977, and the development of stochastic frontier analysis	44
You are what your parents expect: Height and local reference points	37
Stochastic properties of nonlinear locally-nonstationary filters	37
Identifying causal effects in experiments with spillovers and non-compliance	37
From LATE to ATE: A Bayesian approach	36
High dimensional regression coefficient test with high frequency data	34
Residual-augmented IVX predictive regression	33