OOIR: Observatory of International Research

Papers

(The TQCC of Econometric Reviews is 2. 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 2020-07-01 to 2024-07-01.)

Article	Citations
Revisiting regression adjustment in experiments with heterogeneous treatment effects	34
Partially linear functional-coefficient dynamic panel data models: sieve estimation and specification testing	22
Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models	14
Random autoregressive models: A structured overview	13
An augmented Anderson–Hsiao estimator for dynamic short-T panels^†	11
Optimal model averaging for divergent-dimensional Poisson regressions	11
Smooth structural changes and common factors in nonstationary panel data: an analysis of healthcare expenditures^†	11
Binary outcomes, OLS, 2SLS and IV probit	8
In-fill asymptotic theory for structural break point in autoregressions	8
The two-way Mundlak estimator	7
Efficient semiparametric copula estimation of regression models with endogeneity	7
Panel data measures of price discovery	6
Multiple subordinated modeling of asset returns: Implications for option pricing	6
Sequential and efficient GMM estimation of dynamic short panel data models	6
Finite-sample results for lasso and stepwise Neyman-orthogonal Poisson estimators	5
Moment estimation for censored quantile regression	5
Estimation and inference for distribution and quantile functions in endogenous treatment effect models	5
Testing Granger non-causality in expectiles	4
Market integration, systemic risk and diagnostic tests in large mixed panels	4
Model selection in factor-augmented regressions with estimated factors	4
Approximate state space modelling of unobserved fractional components	4
Panel data nowcasting	4
Bandwidth selection for nonparametric regression with errors-in-variables	3
An asymptotically F-distributed Chow test in the presence of heteroscedasticity and autocorrelation	3
Estimation of average treatment effect based on a semiparametric propensity score	3

The continuous limit of weak GARCH	3
Nonstructural analysis of productivity growth for the industrialized countries: a jackknife model averaging approach	3
Monotonicity-constrained nonparametric estimation and inference for first-price auctions	3
Model selection and model averaging for matrix exponential spatial models	3
Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogeneous dependent errors	3
A panel data model of length of stay in hospitals for hip replacements	3
Panel cointegrating polynomial regressions: group-mean fully modified OLS estimation and inference	3
Simultaneous bandwidths determination for DK-HAC estimators and long-run variance estimation in nonparametric settings	2
Predictability, real time estimation, and the formulation of unobserved components models	2
A unifying switching regime regression framework with applications in health economics	2
Exact and asymptotic identification-robust inference for dynamic structural equations with an application to New Keynesian Phillips Curves	2
Two-way fixed effects versus panel factor-augmented estimators: asymptotic comparison among pretesting procedures	2
Testing for time-varying factor loadings in high-dimensional factor models	2
Determination of different types of fixed effects in three-dimensional panels*	2
Forward detrending for heteroskedasticity-robust panel unit root testing	2
Nonparametric multidimensional fixed effects panel data models	2
Latent local-to-unity models	2
Bounds on direct and indirect effects under treatment/mediator endogeneity and outcome attrition	2
Estimating flow data models of international trade: dual gravity and spatial interactions	2