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 2021-03-01 to 2025-03-01.)

Article	Citations
Fast Variational Bayes Methods for Multinomial Probit Models	106
A Discussion of “Text Selection”	66
Policy Analysis Using Multilevel Regression Models with Group Interactive Fixed Effects	57
On “Imputation of Counterfactual Outcomes when the Errors are Predictable”: Discussions on Misspecification and Suggestions of Sensitivity Analyses	52
Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity	30
Bayesian Inference in Common Microeconometric Models With Massive Datasets by Double Marginalized Subsampling	26
Robust and Efficient Estimation of Potential Outcome Means Under Random Assignment	26
High-Dimensional Mixed-Frequency IV Regression	26
Discussion of “Narrative Restrictions and Proxies” by Raffaella Giacomini, Toru Kitagawa, and Matthew Read	21
Instability of Factor Strength in Asset Returns	20
Teacher-to-Classroom Assignment and Student Achievement	19
LATE With Missing or Mismeasured Treatment	19
Reconciling Trends in U.S. Male Earnings Volatility: Results from Survey and Administrative Data	18
Low Frequency Cointegrating Regression with Local to Unity Regressors and Unknown Form of Serial Dependence	18
When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage	17
Probabilistic Forecast Reconciliation under the Gaussian Framework	15
Nonparametric Specification Testing of Conditional Asset Pricing Models	15
Generalizing the Results from Social Experiments: Theory and Evidence from India	13
Tie-Break Bootstrap for Nonparametric Rank Statistics	13
Extreme Value Estimation for Heterogeneous Data	12
A General Framework for Constructing Locally Self-Normalized Multiple-Change-Point Tests	12
Discussion of “Risk Preference Types, Limited Consideration, and Welfare” by Levon Barseghyan and Francesca Molinari	11
A Dynamic Binary Probit Model with Time-Varying Parameters and Shrinkage Prior	11
Semiparametric Quantile Models for Ascending Auctions With Asymmetric Bidders	11
Context-Dependent Heterogeneous Preferences: A Comment on Barseghyan and Molinari (2023)	11

Narrative Restrictions and Proxies	11
Unified Principal Component Analysis for Sparse and Dense Functional Data under Spatial Dependency	11
Transformation Models in High Dimensions	11
Another Look at Dependence: The Most Predictable Aspects of Time Series	10
Synthetic Control with Time Varying Coefficients A State Space Approach with Bayesian Shrinkage	10
Max Share Identification of Multiple Shocks: An Application to Uncertainty and Financial Conditions	10
The Incidental Parameters Problem in Testing for Remaining Cross-Section Correlation	10
Targeting Predictors Via Partial Distance Correlation With Applications to Financial Forecasting	10
Male Earnings Volatility in LEHD Before, During, and After the Great Recession	10
An Empirical Bayes Approach to Controlling the False Discovery Exceedance	9
The Leverage Effect Puzzle under Semi-nonparametric Stochastic Volatility Models	9
Covariance Model with General Linear Structure and Divergent Parameters	9
Identification and Auto-Debiased Machine Learning for Outcome-Conditioned Average Structural Derivatives	9
Multiperiod Dynamic Portfolio Choice: When High Dimensionality Meets Return Predictability	9
A Statistically Identified Structural Vector Autoregression with Endogenously Switching Volatility Regime	8
Multiway Cluster Robust Double/Debiased Machine Learning	8
Detection of Multiple Structural Breaks in Large Covariance Matrices	8
Instrumental Variable Estimation of Dynamic Treatment Effects on a Duration Outcome	8
Detecting Unobserved Heterogeneity in Efficient Prices via Classifier-Lasso	8
High-Dimensional Model-Assisted Inference for Local Average Treatment Effects With Instrumental Variables	8
Kernel Averaging Estimators	8
Can a Machine Correct Option Pricing Models?	8
Model Checking in Partially Linear Spatial Autoregressive Models	8
Circularly Projected Common Factors for Grouped Data	7
Robust Signal Recovery for High-Dimensional Linear Log-Contrast Models with Compositional Covariates	7
Nonparametric Instrumental Regression With Right Censored Duration Outcomes	7
Testing Error Distribution by Kernelized Stein Discrepancy in Multivariate Time Series Models	7
The Effect of Dependence on European Market Risk. A Nonparametric Time Varying Approach	7
SVARs Identification Through Bounds on the Forecast Error Variance	7
An Improved Divide-and-Conquer Approach to Estimating Mean Functional, with Application to Average Treatment Effect Estimation	7
Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach	7
Nonparametric Prediction Distribution from Resolution-Wise Regression with Heterogeneous Data	6
On the Least Squares Estimation of Multiple-Threshold-Variable Autoregressive Models	6
Risk Preference Types, Limited Consideration, and Welfare	6
A Two-Step Method for Testing Many Moment Inequalities	6
Comparing Predictive Accuracy in the Presence of a Loss Function Shape Parameter	6
Two-Directional Simultaneous Inference for High-Dimensional Models	6
Powerful Backtests for Historical Simulation Expected Shortfall Models	6
Quasi-Bayesian Inference for Production Frontiers	6
Estimation, Inference, and Empirical Analysis for Time-Varying VAR Models	6
Simple Inference on Functionals of Set-Identified Parameters Defined by Linear Moments	6
Forecasting Inflation Using Economic Narratives	6
Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks	6
Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19	6
Changepoint Detection in Heteroscedastic Random Coefficient Autoregressive Models	5
FNETS: Factor-Adjusted Network Estimation and Forecasting for High-Dimensional Time Series	5
A Statistical Recurrent Stochastic Volatility Model for Stock Markets	5
Bayesian Inference of Vector Autoregressions with Tensor Decompositions	5
Estimation of Leverage Effect: Kernel Function and Efficiency	5
Efficient Estimation for Models With Nonlinear Heteroscedasticity	5

Trend and Variance Adaptive Bayesian Changepoint Analysis and Local Outlier Scoring	5
Distinguishing Time-Varying Factor Models	5
Identifying Structural Vector Autoregression via Leptokurtic Economic Shocks	5
Procurements with Bidder Asymmetry in Cost and Risk-Aversion	5
Discussion of “Co-citation and Co-authorship Networks of Statisticians” by Pengsheng Ji, Jiashun Jin, Zheng Tracy Ke, and Wanshan Li	5
Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil	5
Should Humans Lie to Machines? The Incentive Compatibility of Lasso and GLM Structured Sparsity Estimators	5
Incorporating Different Sources of Information for Bayesian Optimal Portfolio Selection	5
Narrative Restrictions and Proxies: Rejoinder	5
Test for Market Timing Using Daily Fund Returns	5
LASSO for Stochastic Frontier Models with Many Efficient Firms	5
Testing for Equivalence of Pre-Trends in Difference-in-Differences Estimation	4
Simultaneous Spatial Panel Data Models with Common Shocks	4
Testing For Global Covariate Effects in Dynamic Interaction Event Networks	4
Bayesian Nonparametric Panel Markov-Switching GARCH Models	4
Estimation of Matrix Exponential Unbalanced Panel Data Models with Fixed Effects: An Application to US Outward FDI Stock	4
Detecting Weak Distribution Shifts via Displacement Interpolation	4
Dynamic Score-Driven Independent Component Analysis	4
Asset Pricing via the Conditional Quantile Variational Autoencoder	4
On “Imputation of Counterfactual Outcomes When the Errors Are Predictable”: Viewing the PUP as the DID and the LDV	4
Standard Synthetic Control Methods: The Case of Using All Preintervention Outcomes Together With Covariates	4
Estimation of Sparsity-Induced Weak Factor Models	4
Skilled Mutual Fund Selection: False Discovery Control Under Dependence	4
High-Dimensional Censored Regression via the Penalized Tobit Likelihood	4
Estimation and Inference for Extreme Continuous Treatment Effects	4
A Neural Phillips Curve and a Deep Output Gap	4
A Synthetic Regression Model for Large Portfolio Allocation	4
The Block-Correlated Pseudo Marginal Sampler for State Space Models	4
On Testing Equal Conditional Predictive Ability Under Measurement Error	4
Reconciled Estimates of Monthly GDP in the United States	4
Jumps or Staleness?	4
Estimation of Impulse Response Functions When Shocks Are Observed at a Higher Frequency Than Outcome Variables	4
Singular Conditional Autoregressive Wishart Model for Realized Covariance Matrices	4
Posterior Average Effects	4
Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions	4
Feature Screening for Massive Data Analysis by Subsampling	4