OOIR: Observatory of International Research

Papers

(The TQCC of Econometric Reviews is 1. 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 2021-01-01 to 2025-01-01.)

Article	Citations
List of referees	23
The MLE of Aigner, Amemiya, and Poirier is not the expectile MLE	17
Large dimensional portfolio allocation based on a mixed frequency dynamic factor model	16
Inference and extrapolation in finite populations with special attention to clustering	14
Quantile regression with interval data	14
Improved tests for stock return predictability	12
Best Paper Award	9
Bayesian estimation of dynamic panel data gravity model	8
The variances of non-parametric estimates of the cross-sectional distribution of durations	8
A state-space approach to time-varying reduced-rank regression	7
Smoothed gradient least squares estimator for linear threshold models	6
MCMC conditional maximum likelihood for the two-way fixed-effects logit	5
Estimation of average treatment effects for massively unbalanced binary outcomes	5
Estimation of counterfactual distributions with a continuous endogenous treatment	4
Inferring inequality: Testing for median-preserving spreads in ordinal data	4
Time-varying cointegration and the Kalman filter	4
A hybrid nonparametric multivariate density estimator with applications to risk management	4
Extremal quantiles and stock price crashes	4
ANNOUNCEMENT	4
Estimating flow data models of international trade: dual gravity and spatial interactions	3
Second order expansions of estimators in nonparametric moment conditions models with weakly dependent data	3
Panel cointegrating polynomial regressions: group-mean fully modified OLS estimation and inference	3
Estimation of average treatment effect based on a semiparametric propensity score	3
Model selection and model averaging for matrix exponential spatial models	3
Right tail information and asset pricing	3

Panel data measures of price discovery	3
Partially linear functional-coefficient dynamic panel data models: sieve estimation and specification testing	3
A one-covariate-at-a-time multiple testing approach to variable selection in additive models	2
Linear fixed-effects estimation with nonrepeated outcomes	2
Best Paper Award: Econometric Reviews, 2024	2
On the estimation of quantile treatment effects using a semiparametric propensity score	2
Exact and asymptotic identification-robust inference for dynamic structural equations with an application to New Keynesian Phillips Curves	2
Optimal model averaging for divergent-dimensional Poisson regressions	2
Forward detrending for heteroskedasticity-robust panel unit root testing	2
Inference for the VEC(1) model with a heavy-tailed linear process errors*	2
Estimation of random functions proxying for unobservables	1
Forecasting Levels in Loglinear Unit Root Models	1
Testing independence between exogenous variables and unobserved errors	1
Sequential and efficient GMM estimation of dynamic short panel data models	1
Efficient semiparametric copula estimation of regression models with endogeneity	1
Finite-sample results for lasso and stepwise Neyman-orthogonal Poisson estimators	1
Two-step series estimation and specification testing of (partially) linear models with generated regressors	1
Event count estimation	1
Semiparametric transition models	1
Semiparametric spatial autoregressive models with nonlinear endogeneity	1
Common and idiosyncratic conditional volatility: Theory and empirical evidence from electricity prices	1
The lower regression function and testing expectation dependence dominance hypotheses	1
“Fellows and Scholars of Econometric Reviews”	1
The heterogeneous impact of parental leave take up on the wage distribution: Evidence from Luxembourg	1
Global estimation of finite mixture and misclassification models with an application to multiple equilibria	1
Doubly robust estimation of multivariate fractional outcome means with multivalued treatments	1
Nonparametric identification and estimation of heterogeneous causal effects under conditional independence	1
Back Matter	1
Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models	1
A method to evaluate the rank condition for CCE estimators	1
Best Paper Award Econometric Reviews, 2019–2020	1
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models	1
GLS estimation and confidence sets for the date of a single break in models with trends	1
Econometric Reviews Honors Cheng Hsiao	1
Regularized maximum likelihood estimation for the random coefficients model	1
Model averaging for generalized linear models in diverging model spaces with effective model size	1
Optimal minimax rates of specification testing with data-driven bandwidth	1
List of reviewers for Econometric Reviews , volume 43	1
A panel data model of length of stay in hospitals for hip replacements	1
A robust test for serial correlation in panel data models	1