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 2021-06-01 to 2025-06-01.)

Article	Citations
List of referees	33
ANNOUNCEMENT	23
Variable selection in linear regressions with possibly all strongly correlated covariates	20
Estimation of counterfactual distributions with a continuous endogenous treatment	18
Partially linear functional-coefficient dynamic panel data models: sieve estimation and specification testing	13
List of reviewers for Econometric Reviews , volume 43	11
Optimal model averaging for divergent-dimensional Poisson regressions	11
Estimation of random functions proxying for unobservables	10
The heterogeneous impact of parental leave take up on the wage distribution: Evidence from Luxembourg	10
Finite-sample results for lasso and stepwise Neyman-orthogonal Poisson estimators	10
Using machine learning for efficient flexible regression adjustment in economic experiments	8
Directional predictability tests	7
Nonstationary heterogeneous panels with multiple structural changes	7
GLS estimation and confidence sets for the date of a single break in models with trends	7
A note on kernel density estimation for undirected dyadic data	6
Modeling heterogeneous treatment effects in the presence of endogeneity	6
Nonseparable panel models with index structure and correlated random effects	5
A RMT-based LM test for error cross-sectional independence in large heterogeneous panel data models*	4
Estimation of dynamic panel data models with a lot of heterogeneity	4
Towards a raw-data dynamic structural model with its descriptive applications	4
Time-dependent shrinkage of time-varying parameter regression models	4
In memory of Michael McAleer: special issue of Econometric Reviews	4
Quantile random-coefficient regression with interactive fixed effects: Heterogeneous group-level policy evaluation	4
Beyond the bid–ask: strategic insights into spread prediction and the global mid-price phenomenon	3
Indirect inference estimation of higher-order spatial autoregressive models	3

Forecasting vector autoregressions with mixed roots in the vicinity of unity	3
Testing the endogeneity of a spatial weight matrix in the weak-tied spatial dynamic panel data model	3
High-dimensional mixed data sampling models with a covariate-dependent threshold	3
Bootstrap inference on a factor model based average treatment effects estimator	3
Inference in an incomplete information entry game with an incumbent and with beliefs conditioned on unobservable market characteristics	3
Testing predictability of stock returns under quantile regression: A bootstrapping double-weighted approach	2
Model selection and model averaging for matrix exponential spatial models	2
Ordered correlation forest	2
Quantile means and quantile share standard errors and a toolbox of distributional statistics	2
Exact and asymptotic identification-robust inference for dynamic structural equations with an application to New Keynesian Phillips Curves	2
The application of multiple-output quantile regression to the US financial cycle	2
Quantile regression with interval data	2
The variances of non-parametric estimates of the cross-sectional distribution of durations	2
Large dimensional portfolio allocation based on a mixed frequency dynamic factor model	2
Model averaging for generalized linear models in diverging model spaces with effective model size	2
Common and idiosyncratic conditional volatility: Theory and empirical evidence from electricity prices	2
Powerful t-tests in the presence of nonclassical measurement error	2
Robust inference on income inequality: t- statistic based approach	2
Estimation of average treatment effect based on a semiparametric propensity score	2
Regularized maximum likelihood estimation for the random coefficients model	2
Spectral estimation for mixed causal-noncausal autoregressive models	2
Efficient semiparametric copula estimation of regression models with endogeneity	2
Inference in a similarity-based spatial autoregressive model	2