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

Article	Citations
Robust Signal Recovery for High-Dimensional Linear Log-Contrast Models with Compositional Covariates	84
High Frequency ANOVA that is Robust to Jumps, Microstructure Noise and Asynchronous Observation Times	60
Trend and Variance Adaptive Bayesian Changepoint Analysis and Local Outlier Scoring	53
Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity	41
Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil	32
When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage	26
Kernel Averaging Estimators	24
Drift Bursts in Pure Jumps: Detection and Application to Bitcoin	23
Instrumental Variable Estimation of Dynamic Treatment Effects on a Duration Outcome	23
Procurements with Bidder Asymmetry in Cost and Risk-Aversion	21
LASSO for Stochastic Frontier Models with Many Efficient Firms	20
Skilled Mutual Fund Selection: False Discovery Control Under Dependence	20
Robust Estimation for Threshold Autoregressive Moving-Average Models	19
Posterior Average Effects	17
Dynamic Score-Driven Independent Component Analysis	16
Discussion of “Co-citation and Co-authorship Networks of Statisticians” by Pengsheng Ji, Jiashun Jin, Zheng Tracy Ke, and Wanshan Li	16
Avoiding Unintentionally Correlated Shocks in Proxy Vector Autoregressive Analysis	16
The Efficient Tail Hypothesis: An Extreme Value Perspective on Market Efficiency	15
Large Order-Invariant Bayesian VARs with Stochastic Volatility	15
A Functional-Coefficient VAR Model for Dynamic Quantiles and Its Application to Constructing Nonparametric Financial Network	15
Estimation of Leverage Effect: Kernel Function and Efficiency	15
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model	14
Robust Reproducible Network Exploration	14
Getting the ROC into Sync	14
Does Climate Sensitivity Differ Across Regions? A Varying–Coefficient Approach	14

Discussion of “Text Selection” by Bryan Kelly, Asaf Manela, and Alan Moreira	13
Optimal Shrinkage-Based Portfolio Selection in High Dimensions	13
Bonferroni Type Tests for Return Predictability and the Initial Condition	13
Fixed Effects Estimation of Spatial Panel Model with Missing Responses: An Application to US State Tax Competition ^*	13
Discussion of “Co-citation and Co-authorship Networks of Statisticians”	13
Dynamic Modeling via Autoregressive Conditional GB2 for Cross-Sectional Maxima of Financial Time Series Data	12
Associate Editors	12
Panel Quantile GARCH Models under Homogeneity	12
On the Combination of Naive and Mean-Variance Portfolio Strategies	12
Prediction Using Many Samples with Models Possibly Containing Partially Shared Parameters	12
A Robust Approach to Heteroscedasticity, Error Serial Correlation and Slope Heterogeneity in Linear Models with Interactive Effects for Large Panel Data	12
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
Graphical Assistant Grouped Network Autoregression Model: A Bayesian Nonparametric Recourse	11
Inference for Nonparametric High-Frequency Estimators with an Application to Time Variation in Betas	10
Reconciling Trends in Male Earnings Volatility: Evidence from the SIPP Survey and Administrative Data	10
A Scalable Frequentist Model Averaging Method	10
Rejoinder	10
Discussion of Levon Barseghyan and Francesca Molinari’s “Risk Preference Types, Limited Consideration, and Welfare”	10
Correcting for Endogeneity in Models with Bunching	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	9
Sectoral Uncertainty: A Hierarchical-Volatility Approach	9
Multi-Threshold Structural Equation Model	9
Multiple-Attribute Lorenz Functions and Gini Indices: A Measure Transportation Approach	8
High-dimensional Quantile Vector Autoregression with Influencers and Communities	8
Theory coherent shrinkage of time-varying parameters in VARs	8
Identification of SVAR Models by Combining Sign Restrictions With External Instruments	8
Learning Human Activity Patterns Using Clustered Point Processes With Active and Inactive States	8
Extending the Scope of Inference About Predictive Ability to Machine Learning Methods	8
Proper Scoring Rules for Evaluating Density Forecasts with Asymmetric Loss Functions	8
Nonparametric Option Pricing with Generalized Entropic Estimators	8
Factor Modeling for High-Dimensional Functional Time Series	8
Model Checking in Partially Linear Spatial Autoregressive Models	8
Binary Outcomes and Linear Interactions ^†	7
Fast Variational Bayes Methods for Multinomial Probit Models	7
Policy Analysis Using Multilevel Regression Models with Group Interactive Fixed Effects	7
Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach	7
Forecasting Inflation Using Economic Narratives	7
Determination of the effective cointegration rank in high-dimensional time-series predictive regressions	7
Context-Dependent Heterogeneous Preferences: A Comment on Barseghyan and Molinari (2023)	7
An Improved Divide-and-Conquer Approach to Estimating Mean Functional, with Application to Average Treatment Effect Estimation	7
Probabilistic Forecast Reconciliation under the Gaussian Framework	7
Tests for Jumps in Yield Spreads	7
Discussion of “Risk Preference Types, Limited Consideration, and Welfare” by Levon Barseghyan and Francesca Molinari	7
Circularly Projected Common Factors for Grouped Data	7
Consistent Estimation of Distribution Functions under Increasing Concave and Convex Stochastic Ordering	6
Partially Linear Single-Index Models and Functional Principal Component Analysis of Spatially and Temporally Indexed Point Processes	6
Least Squares Estimation in Nonstationary Nonlinear Cohort Panels with Learning from Experience	6
Nonparametric, Stochastic Frontier Models with Multiple Inputs and Outputs	6

Corporate Probability of Default: A Single-Index Hazard Model Approach	6
Reconciled Estimates of Monthly GDP in the United States	6
Inference with High-Dimensional Weak Instruments and the New Keynesian Phillips Curve	6
Estimation of Matrix Exponential Unbalanced Panel Data Models with Fixed Effects: An Application to US Outward FDI Stock	6
Reduced-Rank Envelope Vector Autoregressive Model	6
Transformed Estimation for Panel Interactive Effects Models	6
Estimating Trends in Male Earnings Volatility with the Panel Study of Income Dynamics	6
Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions	6
A Neural Phillips Curve and a Deep Output Gap	6
Investigating Economic Uncertainty Using Stochastic Volatility in Mean VARs: The Importance of Model Size, Order-Invariance and Classification	6
Reduced Rank Spatio-Temporal Models	6
Spatial Correlation Robust Inference in Linear Regression and Panel Models	6
Estimating Latent-Variable Panel Data Models Using Parameter-Expanded SEM Methods	5
Survey Response Behavior as a Proxy for Unobserved Ability: Theory and Evidence	5
Forecasting a Nonstationary Time Series Using a Mixture of Stationary and Nonstationary Factors as Predictors	5
Trends in Earnings Volatility Using Linked Administrative and Survey Data	5
Extreme Changes in Changes	5
Partial Effects in Time-Varying Linear Transformation Panel Models with Endogeneity*	5
Inference on Consensus Ranking of Distributions	5
A Modified Randomization Test for the Level of Clustering	5
Inference in a Class of Optimization Problems: Confidence Regions and Finite Sample Bounds on Errors in Coverage Probabilities	5
Post-selection Inference of High-dimensional Logistic Regression Under Case–Control Design	5
Bayesian Dynamic Matrix Factor Models	5