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 2022-08-01 to 2026-08-01.)

Article	Citations
Robust Signal Recovery for High-Dimensional Linear Log-Contrast Models with Compositional Covariates	98
Instrumental Variable Estimation of Dynamic Treatment Effects on a Duration Outcome	42
Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity	37
High Frequency ANOVA that is Robust to Jumps, Microstructure Noise and Asynchronous Observation Times	35
Trend and Variance Adaptive Bayesian Changepoint Analysis and Local Outlier Scoring	34
When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage	30
Drift Bursts in Pure Jumps: Detection and Application to Bitcoin	30
The Efficient Tail Hypothesis: An Extreme Value Perspective on Market Efficiency	29
LASSO for Stochastic Frontier Models with Many Efficient Firms	24
Comment: Dynamic Causal Effects in a Nonlinear World: The Good, the Bad, and the Ugly	23
Avoiding Unintentionally Correlated Shocks in Proxy Vector Autoregressive Analysis	22
A Functional-Coefficient VAR Model for Dynamic Quantiles and Its Application to Constructing Nonparametric Financial Network	22
Estimation of Leverage Effect: Kernel Function and Efficiency	21
Robust Estimation for Threshold Autoregressive Moving-Average Models	20
Large Order-Invariant Bayesian VARs with Stochastic Volatility	19
High-Dimensional Multivariate Realized Volatility Forecasting with Community Network Structure	19
Robust Reproducible Network Exploration	17
Estimation and Inference for Multi-Threshold Regression with Endogeneity	17
Procurements with Bidder Asymmetry in Cost and Risk-Aversion	17
On the Combination of Naive and Mean-Variance Portfolio Strategies	16
Bounding Omitted Variable Bias Using Auxiliary Data: With an Application to Estimate Neighborhood Effects	15
Prediction Using Many Samples with Models Possibly Containing Partially Shared Parameters	15
Panel Quantile GARCH Models under Homogeneity	14
Missing Endogenous Variables in Conditional Moment Restriction Models	14
Bonferroni Type Tests for Return Predictability and the Initial Condition	14

Fixed Effects Estimation of Spatial Panel Model with Missing Responses: An Application to US State Tax Competition	13
Does Climate Sensitivity Differ Across Regions? A Varying–Coefficient Approach	13
Getting the ROC into Sync	13
Combining Forecasts – On Why Averaging Beats Optimal Linear Weights	12
Associate Editors	12
Dynamic Modeling via Autoregressive Conditional GB2 for Cross-Sectional Maxima of Financial Time Series Data	12
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model	12
Encompassing and Progression Testing in High-Dimensions	12
Graphical Assistant Grouped Network Autoregression Model: A Bayesian Nonparametric Recourse	11
Discussion of “Imputation of Counterfactual Outcomes when the Errors are Predictable” by Sílvia Gonçalves and Serena Ng	11
Semiparametric Estimation of Treatment Effects in Observational Studies with Heterogeneous Partial Interference	11
Reconciling Trends in Male Earnings Volatility: Evidence from the SIPP Survey and Administrative Data	11
A Network View on Portfolio Risk	11
Correcting for Endogeneity in Models with Bunching	10
Rejoinder	10
Two-Sample Testing for Tail Copulas with an Application to Equity Indices	10
Bayesian Methodology for Adaptive Sparsity and Shrinkage in Regression	10
Statistical Identification of Independent Shocks with Kernel-based Maximum Likelihood Estimation and an Application to the Global Crude Oil Market	10
Filtering and Smoothing in State-Space Models with Multiple Regimes	10
A Design-Based Perspective on Synthetic Control Methods	10
Discussion of Levon Barseghyan and Francesca Molinari’s “Risk Preference Types, Limited Consideration, and Welfare”	10
Gradient Wild Bootstrap for Instrumental Variable Quantile Regressions with Weak and Few Clusters	10
Sectoral Uncertainty: A Hierarchical-Volatility Approach	9
Testing for Nontrivial Cointegration	9
Closed Form Estimators for a Class of Semiparametric Multinomial Choice Models	9
Identification of SVAR Models by Combining Sign Restrictions With External Instruments	9
Nonparametric Option Pricing with Generalized Entropic Estimators	9
A Scalable Frequentist Model Averaging Method	9
Multiple-Attribute Lorenz Functions and Gini Indices: A Measure Transportation Approach	9
Policy Analysis Using Multilevel Regression Models with Group Interactive Fixed Effects	8
High-Dimensional Quantile Vector Autoregression with Influencers and Communities	8
An Improved Divide-and-Conquer Approach to Estimating Mean Functional, with Application to Average Treatment Effect Estimation	8
Extending the Scope of Inference About Predictive Ability to Machine Learning Methods	8
Factor Modeling for High-Dimensional Functional Time Series	8
Factor-Augmented Sparse MIDAS Regressions with an Application to Nowcasting	8
Dynamic CoVaR Modeling and Estimation	8
Multi-Horizon Uniform Superior Predictive Ability Revisited	7
Determination of the Effective Cointegration Rank in High-Dimensional Time-Series Predictive Regressions	7
Bootstrap Model Averaging	7
Model Checking in Partially Linear Spatial Autoregressive Models	7
Discussion of “Risk Preference Types, Limited Consideration, and Welfare” by Levon Barseghyan and Francesca Molinari	7
Theory Coherent Shrinkage of Time-Varying Parameters in VARs	7
CCE Estimation of Heterogeneous Panel Quantile Regression Models with Relatively Small T	7
Context-Dependent Heterogeneous Preferences: A Comment on Barseghyan and Molinari (2023)	7
Fast Variational Bayes Methods for Multinomial Probit Models	7
Binary Outcomes and Linear Interactions	6
Inference with High-Dimensional Weak Instruments and the New Keynesian Phillips Curve	6
Tests for Jumps in Yield Spreads	6
Spatial Correlation Robust Inference in Linear Regression and Panel Models	6
Forecasting Inflation Using Economic Narratives	6

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