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 2020-04-01 to 2024-04-01.)

Article	Citations
Standard Synthetic Control Methods: The Case of Using All Preintervention Outcomes Together With Covariates	57
The Incidental Parameters Problem in Testing for Remaining Cross-Section Correlation	47
In Search of a Job: Forecasting Employment Growth Using Google Trends	43
Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19	34
Who is the Key Player? A Network Analysis of Juvenile Delinquency	30
Machine Learning Time Series Regressions With an Application to Nowcasting	28
A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: An Application to High-Frequency Covariance Dynamics	27
Generic Conditions for Forecast Dominance	21
Bayesian Model Averaging for Spatial Autoregressive Models Based on Convex Combinations of Different Types of Connectivity Matrices	20
Reliable Real-Time Output Gap Estimates Based on a Modified Hamilton Filter	20
Threshold Regression With a Threshold Boundary	19
Optimal Shrinkage-Based Portfolio Selection in High Dimensions	18
Forecasting with Economic News	18
Estimation of Conditional Average Treatment Effects With High-Dimensional Data	18
Local Polynomial Order in Regression Discontinuity Designs	18
Co-citation and Co-authorship Networks of Statisticians	17
Identification of Structural Vector Autoregressions by Stochastic Volatility	17
State-Varying Factor Models of Large Dimensions	16
Transparency in Structural Research	16
A Linear Estimator for Factor-Augmented Fixed-T Panels With Endogenous Regressors	16
Large-Dimensional Factor Analysis Without Moment Constraints	15
Measuring Granger Causality in Quantiles	14
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models	13
Text Selection	13
Can GDP Measurement Be Further Improved? Data Revision and Reconciliation	13

A Correction for Regression Discontinuity Designs With Group-Specific Mismeasurement of the Running Variable	12
Synthetic Control Estimation Beyond Comparative Case Studies: Does the Minimum Wage Reduce Employment?	11
Closed-Form Multi-Factor Copula Models With Observation-Driven Dynamic Factor Loadings	11
Functional Linear Regression: Dependence and Error Contamination	11
Prediction in Locally Stationary Time Series	11
Hedging With Linear Regressions and Neural Networks	10
Dynamic Discrete Mixtures for High-Frequency Prices	10
Interpretable Sparse Proximate Factors for Large Dimensions	10
Estimation of Sparsity-Induced Weak Factor Models	10
A Structural Model of Homophily and Clustering in Social Networks	9
Structural Equation Model Averaging: Methodology and Application	9
Multiway Cluster Robust Double/Debiased Machine Learning	8
Testing for Structural Change of Predictive Regression Model to Threshold Predictive Regression Model	8
Mean-Structure and Autocorrelation Consistent Covariance Matrix Estimation	8
Practical Methods for Modeling Weak VARMA Processes: Identification, Estimation and Specification With a Macroeconomic Application	8
Homogeneity and Structure Identification in Semiparametric Factor Models	8
Modeling Tail Index With Autoregressive Conditional Pareto Model	8
Markov Switching Garch Models: Higher Order Moments, Kurtosis Measures, and Volatility Evaluation in Recessions and Pandemic	7
Large Hybrid Time-Varying Parameter VARs	7
Nonparametric Estimation and Conformal Inference of the Sufficient Forecasting With a Diverging Number of Factors	7
Time Series Approach to the Evolution of Networks: Prediction and Estimation	7
The PCDID Approach: Difference-in-Differences When Trends Are Potentially Unparallel and Stochastic	7
Analyzing Subjective Well-Being Data with Misclassification	7
Nonparametric Tests for Treatment Effect Heterogeneity With Duration Outcomes	7
Model Averaging for Nonlinear Regression Models	7
Asymptotically Valid Bootstrap Inference for Proxy SVARs	7
Volatility Estimation When the Zero-Process is Nonstationary	7
Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach	7
A Robust Generalization of the Rao Test	6
Tail Risk Inference via Expectiles in Heavy-Tailed Time Series	6
Testing the Multivariate Regular Variation Model	6
Substitution Bias in Multilateral Methods for CPI Construction	6
Estimation and Inference for Multi-Kink Quantile Regression	6
The Locally Gaussian Partial Correlation	6
Reconciled Estimates of Monthly GDP in the United States	6
Price Dividend Ratio and Long-Run Stock Returns: A Score-Driven State Space Model	6
Heteroscedastic Proxy Vector Autoregressions	6
Estimation of Impulse Response Functions When Shocks Are Observed at a Higher Frequency Than Outcome Variables	6
Counterfactual Analysis and Inference With Nonstationary Data	6
Autoregressive Model With Spatial Dependence and Missing Data	5
Multifrequency-Band Tests for White Noise Under Heteroscedasticity	5
Network Gradient Descent Algorithm for Decentralized Federated Learning	5
Identification of SVAR Models by Combining Sign Restrictions With External Instruments	5
Covariate-Assisted Community Detection in Multi-Layer Networks	5
A Factor-Based Estimation of Integrated Covariance Matrix With Noisy High-Frequency Data	5
A Time-Varying Network for Cryptocurrencies	5
Nonparametric Instrumental Regression With Right Censored Duration Outcomes	5
Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil	5
Optimal Covariate Balancing Conditions in Propensity Score Estimation	5
Scalable Bayesian Estimation in the Multinomial Probit Model	5

Bayesian Dynamic Tensor Regression	5
Large Order-Invariant Bayesian VARs with Stochastic Volatility	5
A Stochastic Volatility Model With a General Leverage Specification	5
When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage	5
Inference in Sparsity-Induced Weak Factor Models	5
Overnight GARCH-Itô Volatility Models	5
Prediction of Extremal Expectile Based on Regression Models With Heteroscedastic Extremes	5
Modeling Multivariate Time Series With Copula-Linked Univariate D-Vines	5
Testing for Common Trends in Nonstationary Large Datasets	4
Direct and Indirect Effects based on Changes-in-Changes	4
Posterior Average Effects	4
Treatment Versus Regime Effects of Carrots and Sticks	4
Imputations for High Missing Rate Data in Covariates Via Semi-supervised Learning Approach	4
High-Dimensional Interaction Detection With False Sign Rate Control	4
Fixed-k Inference for Conditional Extremal Quantiles	4
A Framework for Eliciting, Incorporating, and Disciplining Identification Beliefs in Linear Models	4
Composite Index Construction with Expert Opinion	4
Local Composite Quantile Regression for Regression Discontinuity	4
A Synthetic Regression Model for Large Portfolio Allocation	4
Procurements with Bidder Asymmetry in Cost and Risk-Aversion	4
LATE With Missing or Mismeasured Treatment	4
Can a Machine Correct Option Pricing Models?	4
Community Detection in Partial Correlation Network Models	4
Efficient Covariate Balancing for the Local Average Treatment Effect	4
Adaptive Inference in Heteroscedastic Fractional Time Series Models	4
Estimating Jump Activity Using Multipower Variation	4
Inward and Outward Network Influence Analysis	4
On the Combination of Naive and Mean-Variance Portfolio Strategies	4
Counterfactual Treatment Effects: Estimation and Inference	4
Unified Principal Component Analysis for Sparse and Dense Functional Data under Spatial Dependency	4
Targeting Predictors Via Partial Distance Correlation With Applications to Financial Forecasting	4
Reconciling Trends in U.S. Male Earnings Volatility: Results from Survey and Administrative Data	4
A Note on Distributed Quantile Regression by Pilot Sampling and One-Step Updating	4
A New Approach to Dating the Reference Cycle	4
High-Dimensional Dynamic Covariance Matrices With Homogeneous Structure	4
No-Crossing Single-Index Quantile Regression Curve Estimation	4