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 2020-11-01 to 2024-11-01.)

Article	Citations
The Incidental Parameters Problem in Testing for Remaining Cross-Section Correlation	88
Standard Synthetic Control Methods: The Case of Using All Preintervention Outcomes Together With Covariates	66
Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19	43
Machine Learning Time Series Regressions With an Application to Nowcasting	43
Co-citation and Co-authorship Networks of Statisticians	30
Optimal Shrinkage-Based Portfolio Selection in High Dimensions	26
Forecasting with Economic News	26
Local Polynomial Order in Regression Discontinuity Designs	26
Bayesian Model Averaging for Spatial Autoregressive Models Based on Convex Combinations of Different Types of Connectivity Matrices	24
Text Selection	20
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models	18
State-Varying Factor Models of Large Dimensions	18
Estimation of Sparsity-Induced Weak Factor Models	17
Can GDP Measurement Be Further Improved? Data Revision and Reconciliation	16
Model Averaging for Nonlinear Regression Models	16
Synthetic Control Estimation Beyond Comparative Case Studies: Does the Minimum Wage Reduce Employment?	14
A Structural Model of Homophily and Clustering in Social Networks	14
Multiway Cluster Robust Double/Debiased Machine Learning	14
Large Hybrid Time-Varying Parameter VARs	13
Hedging With Linear Regressions and Neural Networks	13
Optimal Covariate Balancing Conditions in Propensity Score Estimation	12
Large Order-Invariant Bayesian VARs with Stochastic Volatility	12
Interpretable Sparse Proximate Factors for Large Dimensions	12
Functional Linear Regression: Dependence and Error Contamination	12
The PCDID Approach: Difference-in-Differences When Trends Are Potentially Unparallel and Stochastic	11

Structural Equation Model Averaging: Methodology and Application	11
Time Series Approach to the Evolution of Networks: Prediction and Estimation	11
Dynamic Discrete Mixtures for High-Frequency Prices	11
Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil	10
Modeling Tail Index With Autoregressive Conditional Pareto Model	10
Asymptotically Valid Bootstrap Inference for Proxy SVARs	10
A Note on Distributed Quantile Regression by Pilot Sampling and One-Step Updating	9
Inference in Sparsity-Induced Weak Factor Models	9
Tail Risk Inference via Expectiles in Heavy-Tailed Time Series	9
Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach	9
Network Gradient Descent Algorithm for Decentralized Federated Learning	9
Covariate-Assisted Community Detection in Multi-Layer Networks	9
Volatility Estimation When the Zero-Process is Nonstationary	9
Testing for Structural Change of Predictive Regression Model to Threshold Predictive Regression Model	9
Practical Methods for Modeling Weak VARMA Processes: Identification, Estimation and Specification With a Macroeconomic Application	9
Estimation and Inference for Multi-Kink Quantile Regression	9
Identification of SVAR Models by Combining Sign Restrictions With External Instruments	8
Heteroscedastic Proxy Vector Autoregressions	8
Identifying Structural Vector Autoregression via Leptokurtic Economic Shocks	8
Markov Switching Garch Models: Higher Order Moments, Kurtosis Measures, and Volatility Evaluation in Recessions and Pandemic	8
The Locally Gaussian Partial Correlation	8
Homogeneity and Structure Identification in Semiparametric Factor Models	8
Bayesian Dynamic Tensor Regression	8
Reconciled Estimates of Monthly GDP in the United States	8
Unified Principal Component Analysis for Sparse and Dense Functional Data under Spatial Dependency	8
Analyzing Subjective Well-Being Data with Misclassification	7
Posterior Average Effects	7
Scalable Bayesian Estimation in the Multinomial Probit Model	7
Testing for Common Trends in Nonstationary Large Datasets	7
A Stochastic Volatility Model With a General Leverage Specification	7
Modeling and Forecasting Macroeconomic Downside Risk	7
On the Combination of Naive and Mean-Variance Portfolio Strategies	7
When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage	7
Fast Variational Bayes Methods for Multinomial Probit Models	6
A Robust Generalization of the Rao Test	6
Matrix Factor Analysis: From Least Squares to Iterative Projection	6
Factor and Factor Loading Augmented Estimators for Panel Regression With Possibly Nonstrong Factors	6
LATE With Missing or Mismeasured Treatment	6
Efficient Covariate Balancing for the Local Average Treatment Effect	6
Inward and Outward Network Influence Analysis	6
Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients	6
Estimating Trends in Male Earnings Volatility with the Panel Study of Income Dynamics	6
Can a Machine Correct Option Pricing Models?	6
Diagnostic Testing of Finite Moment Conditions for the Consistency and Root-N Asymptotic Normality of the GMM and M Estimators	6
Composite Index Construction with Expert Opinion	6
Nonparametric, Stochastic Frontier Models with Multiple Inputs and Outputs	6
FNETS: Factor-Adjusted Network Estimation and Forecasting for High-Dimensional Time Series	6
Nonparametric Copula Estimation for Mixed Insurance Claim Data	5
On Testing Equal Conditional Predictive Ability Under Measurement Error	5
Assessing Sensitivity to Unconfoundedness: Estimation and Inference	5

Estimation of Impulse Response Functions When Shocks Are Observed at a Higher Frequency Than Outcome Variables	5
Fixed-k Inference for Conditional Extremal Quantiles	5
A Factor-Based Estimation of Integrated Covariance Matrix With Noisy High-Frequency Data	5
QML and Efficient GMM Estimation of Spatial Autoregressive Models with Dominant (Popular) Units	5
Estimation, Inference, and Empirical Analysis for Time-Varying VAR Models	5
Reconciling Trends in U.S. Male Earnings Volatility: Results from Survey and Administrative Data	5
Local Composite Quantile Regression for Regression Discontinuity	5
Bootstrapping Two-Stage Quasi-Maximum Likelihood Estimators of Time Series Models	5
A Synthetic Regression Model for Large Portfolio Allocation	5
Realized Quantiles^*	5
Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions	5
Risk Analysis via Generalized Pareto Distributions	5
Bagged Pretested Portfolio Selection	5
Targeting Predictors Via Partial Distance Correlation With Applications to Financial Forecasting	5
Prediction of Extremal Expectile Based on Regression Models With Heteroscedastic Extremes	5
High-Dimensional Interaction Detection With False Sign Rate Control	5
Modeling Multivariate Time Series With Copula-Linked Univariate D-Vines	5
Overnight GARCH-Itô Volatility Models	5
A Time-Varying Network for Cryptocurrencies	5
No-Crossing Single-Index Quantile Regression Curve Estimation	5
Multifrequency-Band Tests for White Noise Under Heteroscedasticity	5
Nonparametric Instrumental Regression With Right Censored Duration Outcomes	5
A Statistical Recurrent Stochastic Volatility Model for Stock Markets	4
Extreme Value Estimation for Heterogeneous Data	4
Proper Scoring Rules for Evaluating Density Forecasts with Asymmetric Loss Functions	4
Imputations for High Missing Rate Data in Covariates Via Semi-supervised Learning Approach	4
Inference for Nonparametric High-Frequency Estimators with an Application to Time Variation in Betas	4
High-Dimensional Elliptical Sliced Inverse Regression in Non-Gaussian Distributions	4
Measuring Social Interaction Effects When Instruments Are Weak	4
Procurements with Bidder Asymmetry in Cost and Risk-Aversion	4
A Two-Step Method for Testing Many Moment Inequalities	4
Dynamic Peer Groups of Arbitrage Characteristics	4
Bayesian Approach to Lorenz Curve Using Time Series Grouped Data	4
Dynamic Network Quantile Regression Model	4
Transformed Estimation for Panel Interactive Effects Models	4
Locally Stationary Quantile Regression for Inflation and Interest Rates	4
Circularly Projected Common Factors for Grouped Data	4
The Effect of Dependence on European Market Risk. A Nonparametric Time Varying Approach	4
Instrument Validity Tests With Causal Forests	4
Large Spillover Networks of Nonstationary Systems	4
Backtesting Systemic Risk Forecasts Using Multi-Objective Elicitability	4
Direct and Indirect Effects based on Changes-in-Changes	4
Feature Screening for Massive Data Analysis by Subsampling	4