OOIR: Observatory of International Research

Papers

(The TQCC of Journal of Business & Economic Statistics is 4. 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
Robust Signal Recovery for High-Dimensional Linear Log-Contrast Models with Compositional Covariates	83
Instrumental Variable Estimation of Dynamic Treatment Effects on a Duration Outcome	40
Trend and Variance Adaptive Bayesian Changepoint Analysis and Local Outlier Scoring	35
Drift Bursts in Pure Jumps: Detection and Application to Bitcoin	31
When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage	29
Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity	28
High Frequency ANOVA that is Robust to Jumps, Microstructure Noise and Asynchronous Observation Times	27
The Efficient Tail Hypothesis: An Extreme Value Perspective on Market Efficiency	27
LASSO for Stochastic Frontier Models with Many Efficient Firms	26
Comment: Dynamic Causal Effects in a Nonlinear World: The Good, the Bad, and the Ugly	24
Avoiding Unintentionally Correlated Shocks in Proxy Vector Autoregressive Analysis	23
Robust Reproducible Network Exploration	22
A Functional-Coefficient VAR Model for Dynamic Quantiles and Its Application to Constructing Nonparametric Financial Network	21
Large Order-Invariant Bayesian VARs with Stochastic Volatility	21
Procurements with Bidder Asymmetry in Cost and Risk-Aversion	21
Estimation of Leverage Effect: Kernel Function and Efficiency	20
High-Dimensional Multivariate Realized Volatility Forecasting with Community Network Structure	19
Robust Estimation for Threshold Autoregressive Moving-Average Models	19
Estimation and Inference for Multi-Threshold Regression with Endogeneity	17
Bonferroni Type Tests for Return Predictability and the Initial Condition	16
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model	16
Does Climate Sensitivity Differ Across Regions? A Varying–Coefficient Approach	14
Getting the ROC into Sync	14
Bounding Omitted Variable Bias Using Auxiliary Data: With an Application to Estimate Neighborhood Effects	14
Prediction Using Many Samples with Models Possibly Containing Partially Shared Parameters	14

Combining Forecasts - On Why Averaging Beats Optimal Linear Weights	13
Panel Quantile GARCH Models under Homogeneity	13
Missing Endogenous Variables in Conditional Moment Restriction Models	13
On the Combination of Naive and Mean-Variance Portfolio Strategies	12
Dynamic Modeling via Autoregressive Conditional GB2 for Cross-Sectional Maxima of Financial Time Series Data	12
Fixed Effects Estimation of Spatial Panel Model with Missing Responses: An Application to US State Tax Competition	12
A Robust Approach to Heteroscedasticity, Error Serial Correlation and Slope Heterogeneity in Linear Models with Interactive Effects for Large Panel Data	12
Graphical Assistant Grouped Network Autoregression Model: A Bayesian Nonparametric Recourse	11
Associate Editors	11
Filtering and Smoothing in State-Space Models with Multiple Regimes*	11
Reconciling Trends in Male Earnings Volatility: Evidence from the SIPP Survey and Administrative Data	11
Two-Sample Testing for Tail Copulas with an Application to Equity Indices	11
Discussion of “Imputation of Counterfactual Outcomes when the Errors are Predictable” by Sílvia Gonçalves and Serena Ng	11
Rejoinder	10
Sectoral Uncertainty: A Hierarchical-Volatility Approach	10
Correcting for Endogeneity in Models with Bunching	10
Gradient Wild Bootstrap for Instrumental Variable Quantile Regressions with Weak and Few Clusters	10
Discussion of Levon Barseghyan and Francesca Molinari’s “Risk Preference Types, Limited Consideration, and Welfare”	10
Statistical Identification of Independent Shocks with Kernel-based Maximum Likelihood Estimation and an Application to the Global Crude Oil Market	10
A Network View on Portfolio Risk	10
Semiparametric Estimation of Treatment Effects in Observational Studies with Heterogeneous Partial Interference	10
Bayesian Methodology for Adaptive Sparsity and Shrinkage in Regression	10
Identification of SVAR Models by Combining Sign Restrictions With External Instruments	9
A Scalable Frequentist Model Averaging Method	9
Testing for nontrivial cointegration	9
Multiple-Attribute Lorenz Functions and Gini Indices: A Measure Transportation Approach	9
A Design-Based Perspective on Synthetic Control Methods	9
Factor Modeling for High-Dimensional Functional Time Series	8
An Improved Divide-and-Conquer Approach to Estimating Mean Functional, with Application to Average Treatment Effect Estimation	8
High-Dimensional Quantile Vector Autoregression with Influencers and Communities	8
Dynamic CoVaR Modeling and Estimation	8
Nonparametric Option Pricing with Generalized Entropic Estimators	8
Extending the Scope of Inference About Predictive Ability to Machine Learning Methods	8
Discussion of “Risk Preference Types, Limited Consideration, and Welfare” by Levon Barseghyan and Francesca Molinari	7
Determination of the Effective Cointegration Rank in High-Dimensional Time-Series Predictive Regressions	7
CCE Estimation of Heterogeneous Panel Quantile Regression Models with Relatively Small T	7
Policy Analysis Using Multilevel Regression Models with Group Interactive Fixed Effects	7
Fast Variational Bayes Methods for Multinomial Probit Models	7
Multi-Horizon Uniform Superior Predictive Ability Revisited	7
Theory Coherent Shrinkage of Time-Varying Parameters in VARs	7
Bootstrap Model Averaging	7
Context-Dependent Heterogeneous Preferences: A Comment on Barseghyan and Molinari (2023)	7
Probabilistic Forecast Reconciliation under the Gaussian Framework	7
Binary Outcomes and Linear Interactions	7
Forecasting Inflation Using Economic Narratives	7
Model Checking in Partially Linear Spatial Autoregressive Models	6
Consistent Estimation of Distribution Functions under Increasing Concave and Convex Stochastic Ordering	6
Estimating Trends in Male Earnings Volatility with the Panel Study of Income Dynamics	6
Estimation of Matrix Exponential Unbalanced Panel Data Models with Fixed Effects: An Application to US Outward FDI Stock	6
Inference with High-Dimensional Weak Instruments and the New Keynesian Phillips Curve	6

Least Squares Estimation in Nonstationary Nonlinear Cohort Panels with Learning from Experience	6
Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions	6
Tests for Jumps in Yield Spreads	6
Partially Linear Single-Index Models and Functional Principal Component Analysis of Spatially and Temporally Indexed Point Processes	6
Spatial Correlation Robust Inference in Linear Regression and Panel Models	6
A Neural Phillips Curve and a Deep Output Gap	6
A Modified Randomization Test for the Level of Clustering	5
Bayesian Dynamic Matrix Factor Models	5
Partial Effects in Time-Varying Linear Transformation Panel Models with Endogeneity	5
Reduced Rank Spatio-Temporal Models	5
Inference on Consensus Ranking of Distributions	5
Change-Point Detection in Time Series Using Mixed Integer Programming	5
Corporate Probability of Default: A Single-Index Hazard Model Approach	5
Reduced-Rank Envelope Vector Autoregressive Model	5
Estimating Latent-Variable Panel Data Models Using Parameter-Expanded SEM Methods	5
Discussion of: “Dynamic Causal Effects in a Nonlinear World: the Good, the Bad, and the Ugly”	5
Investigating Economic Uncertainty Using Stochastic Volatility in Mean VARs: The Importance of Model Size, Order-Invariance and Classification	5
Nonparametric, Stochastic Frontier Models with Multiple Inputs and Outputs	5
Nonparametric Causal Inference with Functional Covariates	4
Extreme Quantile Treatment Effects under Endogeneity	4
Fast, Order-Invariant Bayesian Inference in VARs Using the Eigendecomposition of the Error Covariance Matrix	4
Estimating a Continuous Treatment Model with Spillovers: A Control Function Approach	4
Large Skew-t Copula Models and Asymmetric Dependence in Intraday Equity Returns	4
Forecasting a Nonstationary Time Series Using a Mixture of Stationary and Nonstationary Factors as Predictors	4
Inference in a Class of Optimization Problems: Confidence Regions and Finite Sample Bounds on Errors in Coverage Probabilities	4
Regime-Specific Return Predictability in Quantiles	4
Causal Inference Using Antidotal Variables	4
Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure	4
Factor Network Autoregressions	4
Decomposition of Differences in Distribution under Sample Selection and the Gender Wage Gap	4
Homogeneity and Sparsity Analysis for High-Dimensional Panel Data Models	4
News-Driven Uncertainty Fluctuations	4
Mitigating Process Distortion While Preserving Accounting Relations in Hierarchical Time Series	4
Invalid Proxies and Volatility Changes	4
Quasi Maximum Likelihood Estimation for Large-Dimensional Matrix Factor Models	4
Regressions under Adverse Conditions	4
On Smooth Transition Interval Autoregressive Models	4
A Smooth Shadow-Rate Dynamic Nelson-Siegel Model for Yields at the Zero Lower Bound	4
Extreme Changes in Changes	4
Trends in Earnings Volatility Using Linked Administrative and Survey Data	4
Inflation Measurement with High-Frequency Data	4