OOIR: Observatory of International Research

Papers

(The TQCC of Journal of Business & Economic Statistics is 5. 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 2021-05-01 to 2025-05-01.)

Article	Citations
Quasi-Bayesian Inference for Production Frontiers	141
Robust Signal Recovery for High-Dimensional Linear Log-Contrast Models with Compositional Covariates	83
Kernel Averaging Estimators	67
Instrumental Variable Estimation of Dynamic Treatment Effects on a Duration Outcome	45
High-Dimensional Mixed-Frequency IV Regression	39
Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity	33
When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage	29
Trend and Variance Adaptive Bayesian Changepoint Analysis and Local Outlier Scoring	26
SVARs Identification Through Bounds on the Forecast Error Variance	23
The Incidental Parameters Problem in Testing for Remaining Cross-Section Correlation	21
Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil	21
High-Dimensional Model-Assisted Inference for Local Average Treatment Effects With Instrumental Variables	20
Discussion of “Co-citation and Co-authorship Networks of Statisticians” by Pengsheng Ji, Jiashun Jin, Zheng Tracy Ke, and Wanshan Li	20
Estimation of Leverage Effect: Kernel Function and Efficiency	19
Procurements with Bidder Asymmetry in Cost and Risk-Aversion	18
LASSO for Stochastic Frontier Models with Many Efficient Firms	18
Efficient Estimation for Models With Nonlinear Heteroscedasticity	18
Skilled Mutual Fund Selection: False Discovery Control Under Dependence	17
Large Order-Invariant Bayesian VARs with Stochastic Volatility	14
Avoiding Unintentionally Correlated Shocks in Proxy Vector Autoregressive Analysis	14
Robust Estimation for Threshold Autoregressive Moving-Average Models	14
Posterior Average Effects	13
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model	13
Dynamic Score-Driven Independent Component Analysis	13
Does Climate Sensitivity Differ Across Regions? A Varying–Coefficient Approach*	13

On the Combination of Naive and Mean-Variance Portfolio Strategies	13
Bonferroni Type Tests for Return Predictability and the Initial Condition	12
A Robust Approach to Heteroscedasticity, Error Serial Correlation and Slope Heterogeneity in Linear Models with Interactive Effects for Large Panel Data	12
Dynamic Modeling via Autoregressive Conditional GB2 for Cross-Sectional Maxima of Financial Time Series Data	12
Optimal Shrinkage-Based Portfolio Selection in High Dimensions	12
Discussion of “Text Selection” by Bryan Kelly, Asaf Manela, and Alan Moreira	12
Discussion of “Co-citation and Co-authorship Networks of Statisticians”	12
Interpretable Sparse Proximate Factors for Large Dimensions	12
Getting the ROC into Sync	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
Graphical Assistant Grouped Network Autoregression Model: A Bayesian Nonparametric Recourse	11
Associate Editors	11
Inference for Nonparametric High-Frequency Estimators with an Application to Time Variation in Betas	11
Prediction Using Many Samples with Models Possibly Containing Partially Shared Parameters	11
Discussion of “Imputation of Counterfactual Outcomes when the Errors are Predictable” by Sílvia Gonçalves and Serena Ng	11
Multiple Testing and the Distributional Effects of Accountability Incentives in Education	11
Correcting for Endogeneity in Models with Bunching	10
A Scalable Frequentist Model Averaging Method	10
Discussion of Levon Barseghyan and Francesca Molinari’s “Risk Preference Types, Limited Consideration, and Welfare”	10
Rejoinder	10
Sectoral Uncertainty: A Hierarchical-Volatility Approach	9
Direct Semi-Parametric Estimation of the State Price Density Implied in Option Prices	9
A Design-Based Perspective on Synthetic Control Methods	9
Statistical Identification of Independent Shocks with Kernel-based Maximum Likelihood Estimation and an Application to the Global Crude Oil Market	8
Identification of SVAR Models by Combining Sign Restrictions With External Instruments	8
Text Selection	8
Multi-Threshold Structural Equation Model	8
The PCDID Approach: Difference-in-Differences When Trends Are Potentially Unparallel and Stochastic	8
Multiple-Attribute Lorenz Functions and Gini Indices: a measure transportation approach	7
Learning Human Activity Patterns Using Clustered Point Processes With Active and Inactive States	7
Proper Scoring Rules for Evaluating Density Forecasts with Asymmetric Loss Functions	7
Discussion of “Risk Preference Types, Limited Consideration, and Welfare” by Levon Barseghyan and Francesca Molinari	7
Nonparametric Option Pricing with Generalized Entropic Estimators	7
Probabilistic Forecast Reconciliation under the Gaussian Framework	7
Estimating Trends in Male Earnings Volatility with the Panel Study of Income Dynamics	6
Circularly Projected Common Factors for Grouped Data	6
Fast Variational Bayes Methods for Multinomial Probit Models	6
Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach	6
Estimation of Matrix Exponential Unbalanced Panel Data Models with Fixed Effects: An Application to US Outward FDI Stock	6
Reconciled Estimates of Monthly GDP in the United States	6
Consistent Estimation of Distribution Functions under Increasing Concave and Convex Stochastic Ordering	6
Model Checking in Partially Linear Spatial Autoregressive Models	6
An Improved Divide-and-Conquer Approach to Estimating Mean Functional, with Application to Average Treatment Effect Estimation	6
Policy Analysis Using Multilevel Regression Models with Group Interactive Fixed Effects	6
Inference with High-Dimensional Weak Instruments and the New Keynesian Phillips Curve	6
Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions	6
Spatial Correlation Robust Inference in Linear Regression and Panel Models	6
Forecasting Inflation Using Economic Narratives	6
Context-Dependent Heterogeneous Preferences: A Comment on Barseghyan and Molinari (2023)	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
A Neural Phillips Curve and a Deep Output Gap	6
Inference in a Class of Optimization Problems: Confidence Regions and Finite Sample Bounds on Errors in Coverage Probabilities	5
Investigating Economic Uncertainty Using Stochastic Volatility in Mean VARs: The Importance of Model Size, Order-Invariance and Classification	5
Reduced-Rank Envelope Vector Autoregressive Model	5
QML and Efficient GMM Estimation of Spatial Autoregressive Models with Dominant (Popular) Units	5
News-Driven Uncertainty Fluctuations	5
Bayesian Dynamic Matrix Factor Models	5
Corporate Probability of Default: A Single-Index Hazard Model Approach	5
Post-selection Inference of High-dimensional Logistic Regression Under Case–Control Design	5
Nonparametric, Stochastic Frontier Models with Multiple Inputs and Outputs	5
Homogeneity and Sparsity Analysis for High-Dimensional Panel Data Models	5
Estimating Latent-Variable Panel Data Models Using Parameter-Expanded SEM Methods	5
Trends in Earnings Volatility Using Linked Administrative and Survey Data	5
Extreme Changes in Changes	5
Reduced Rank Spatio-Temporal Models	5
Survey Response Behavior as a Proxy for Unobserved Ability: Theory and Evidence	5
Transformed Estimation for Panel Interactive Effects Models	5
Culling the Herd of Moments with Penalized Empirical Likelihood	5
Large Skew-t Copula Models and Asymmetric Dependence in Intraday Equity Returns	5